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;
    }
}