SegmentStateCalibrationInputs.java
package org.drip.spline.params;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 Lakshmi Krishnamurthy
* Copyright (C) 2014 Lakshmi Krishnamurthy
* Copyright (C) 2013 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
*
* You may obtain a copy of the License at
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
*
* See the License for the specific language governing permissions and
* limitations under the License.
*/
/**
* <i>SegmentStateCalibrationInputs</i> implements basis per-segment Calibration Parameter Input Set. It
* exposes the following functionality:
*
* <br><br>
* <ul>
* <li>
* Retrieve the Array of the Calibration Predictor Ordinates.
* </li>
* <li>
* Retrieve the Array of the Calibration Response Values.
* </li>
* <li>
* Retrieve the Array of the Left/Right Edge Derivatives.
* </li>
* <li>
* Retrieve the Segment Best Fit Response.
* </li>
* <li>
* Retrieve the Array of Segment Basis Flexure Constraints.
* </li>
* </ul>
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/SplineBuilderLibrary.md">Spline Builder Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/README.md">Basis Splines and Linear Compounders across a Broad Family of Spline Basis Functions</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/params/README.md">Spline Segment Construction Control Parameters</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class SegmentStateCalibrationInputs {
private double[] _adblResponseValue = null;
private double[] _adblLeftEdgeDeriv = null;
private double[] _adblRightEdgeDeriv = null;
private double[] _adblPredictorOrdinate = null;
private org.drip.spline.params.SegmentBestFitResponse _sbfr = null;
private org.drip.spline.params.SegmentBasisFlexureConstraint[] _aSBFC = null;
/**
* SegmentStateCalibrationInputs Constructor
*
* @param adblPredictorOrdinate Array of Predictor Ordinates
* @param adblResponseValue Array of Response Values
* @param adblLeftEdgeDeriv Array of the Left Edge Derivatives
* @param adblRightEdgeDeriv Array of the Right Edge Derivatives
* @param aSBFC Array of the Segment Basis Flexure Constraints
* @param sbfr Segment Basis Fit Response
*
* @throws java.lang.Exception Thrown if the Inputs are invalid
*/
public SegmentStateCalibrationInputs (
final double[] adblPredictorOrdinate,
final double[] adblResponseValue,
final double[] adblLeftEdgeDeriv,
final double[] adblRightEdgeDeriv,
final org.drip.spline.params.SegmentBasisFlexureConstraint[] aSBFC,
final org.drip.spline.params.SegmentBestFitResponse sbfr)
throws java.lang.Exception
{
_sbfr = sbfr;
int iNumSBFC = null == (_aSBFC = aSBFC) ? 0 : _aSBFC.length;
int iNumLeftEdgeDeriv = null == (_adblLeftEdgeDeriv = adblLeftEdgeDeriv) ? 0 :
_adblLeftEdgeDeriv.length;
int iNumResponseValue = null == (_adblResponseValue = adblResponseValue) ? 0 :
_adblResponseValue.length;
int iNumRightEdgeDeriv = null == (_adblRightEdgeDeriv = adblRightEdgeDeriv) ? 0 :
_adblRightEdgeDeriv.length;
int iNumPredictorOrdinate = null == (_adblPredictorOrdinate = adblPredictorOrdinate) ? 0 :
_adblPredictorOrdinate.length;
if (null == _sbfr && null == _aSBFC && null == _adblPredictorOrdinate && null == _adblResponseValue
&& null == _adblLeftEdgeDeriv && null == _adblRightEdgeDeriv)
throw new java.lang.Exception ("SegmentStateCalibrationInputs ctr: Invalid Inputs");
if (iNumPredictorOrdinate != iNumResponseValue || (null == _sbfr && 0 == iNumSBFC && 0 ==
iNumPredictorOrdinate && 0 == iNumLeftEdgeDeriv && 0 == iNumRightEdgeDeriv))
throw new java.lang.Exception ("SegmentStateCalibrationInputs ctr: Invalid Inputs");
}
/**
* Retrieve the Array of the Calibration Predictor Ordinates
*
* @return The Array of the Calibration Predictor Ordinates
*/
public double[] predictorOrdinates()
{
return _adblPredictorOrdinate;
}
/**
* Retrieve the Array of the Calibration Response Values
*
* @return The Array of the Calibration Response Values
*/
public double[] responseValues()
{
return _adblResponseValue;
}
/**
* Retrieve the Array of the Left Edge Derivatives
*
* @return The Array of the Left Edge Derivatives
*/
public double[] leftEdgeDeriv()
{
return _adblLeftEdgeDeriv;
}
/**
* Retrieve the Array of the Right Edge Derivatives
*
* @return The Array of the Right Edge Derivatives
*/
public double[] rightEdgeDeriv()
{
return _adblRightEdgeDeriv;
}
/**
* Retrieve the Segment Best Fit Response
*
* @return The Segment Best Fit Response
*/
public org.drip.spline.params.SegmentBestFitResponse bestFitResponse()
{
return _sbfr;
}
/**
* Retrieve the Array of Segment Basis Flexure Constraints
*
* @return The Array of Segment Basis Flexure Constraints
*/
public org.drip.spline.params.SegmentBasisFlexureConstraint[] flexureConstraint()
{
return _aSBFC;
}
}