LatentStateInelastic.java

  1. package org.drip.spline.segment;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * 
  17.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  18.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  19.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  20.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  21.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  22.  *      and computational support.
  23.  *  
  24.  *      https://lakshmidrip.github.io/DROP/
  25.  *  
  26.  *  DROP is composed of three modules:
  27.  *  
  28.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  29.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  30.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  31.  * 
  32.  *  DROP Product Core implements libraries for the following:
  33.  *  - Fixed Income Analytics
  34.  *  - Loan Analytics
  35.  *  - Transaction Cost Analytics
  36.  * 
  37.  *  DROP Portfolio Core implements libraries for the following:
  38.  *  - Asset Allocation Analytics
  39.  *  - Asset Liability Management Analytics
  40.  *  - Capital Estimation Analytics
  41.  *  - Exposure Analytics
  42.  *  - Margin Analytics
  43.  *  - XVA Analytics
  44.  * 
  45.  *  DROP Computational Core implements libraries for the following:
  46.  *  - Algorithm Support
  47.  *  - Computation Support
  48.  *  - Function Analysis
  49.  *  - Model Validation
  50.  *  - Numerical Analysis
  51.  *  - Numerical Optimizer
  52.  *  - Spline Builder
  53.  *  - Statistical Learning
  54.  * 
  55.  *  Documentation for DROP is Spread Over:
  56.  * 
  57.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  58.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  59.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  60.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  61.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  62.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  63.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  64.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  65.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  66.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  67.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  68.  * 
  69.  *  Licensed under the Apache License, Version 2.0 (the "License");
  70.  *      you may not use this file except in compliance with the License.
  71.  *   
  72.  *  You may obtain a copy of the License at
  73.  *      http://www.apache.org/licenses/LICENSE-2.0
  74.  *  
  75.  *  Unless required by applicable law or agreed to in writing, software
  76.  *      distributed under the License is distributed on an "AS IS" BASIS,
  77.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  78.  *  
  79.  *  See the License for the specific language governing permissions and
  80.  *      limitations under the License.
  81.  */

  83. /**
  84.  * <i>LatentStateInelastic</i> contains the spline segment in-elastic fields - in this case the start/end
  85.  * ranges. It exports the following functions:
  86.  *
  87.  * <br><br>
  88.  *  <ul>
  89.  *      <li>
  90.  *          Retrieve the Segment Left/Right Predictor Ordinate
  91.  *      </li>
  92.  *      <li>
  93.  *          Find out if the Predictor Ordinate is inside the segment - inclusive of left/right
  94.  *      </li>
  95.  *      <li>
  96.  *          Get the Width of the Predictor Ordinate in this Segment
  97.  *      </li>
  98.  *      <li>
  99.  *          Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
  100.  *      </li>
  101.  *      <li>
  102.  *          Transform the Local Predictor Ordinate to the Segment Ordinate
  103.  *      </li>
  104.  *  </ul>
  105.  *
  106.  * <br><br>
  107.  *  <ul>
  108.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  109.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/SplineBuilderLibrary.md">Spline Builder Library</a></li>
  110.  *      <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>
  111.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spline/segment/README.md">Flexure Penalizing Best Fit Segment</a></li>
  112.  *  </ul>
  113.  * <br><br>
  114.  * 
  115.  * @author Lakshmi Krishnamurthy
  116.  */

  118. public class LatentStateInelastic implements java.lang.Comparable<LatentStateInelastic> {
  119.     private double _dblPredictorOrdinateLeft = java.lang.Double.NaN;
  120.     private double _dblPredictorOrdinateRight = java.lang.Double.NaN;

  122.     /**
  123.      * LatentStateInelastic constructor
  124.      * 
  125.      * @param dblPredictorOrdinateLeft Segment Predictor Ordinate Left
  126.      * @param dblPredictorOrdinateRight Segment Predictor Ordinate Right
  127.      * 
  128.      * @throws java.lang.Exception Thrown if inputs are invalid
  129.      */

  131.     public LatentStateInelastic (
  132.         final double dblPredictorOrdinateLeft,
  133.         final double dblPredictorOrdinateRight)
  134.         throws java.lang.Exception
  135.     {
  136.         if (!org.drip.numerical.common.NumberUtil.IsValid (_dblPredictorOrdinateLeft = dblPredictorOrdinateLeft)
  137.             || !org.drip.numerical.common.NumberUtil.IsValid (_dblPredictorOrdinateRight =
  138.                 dblPredictorOrdinateRight) || _dblPredictorOrdinateLeft >= _dblPredictorOrdinateRight)
  139.             throw new java.lang.Exception ("LatentStateInelastic ctr: Invalid inputs!");
  140.     }

  142.     /**
  143.      * Retrieve the Segment Left Predictor Ordinate
  144.      * 
  145.      * @return Segment Left Predictor Ordinate
  146.      */

  148.     public double left()
  149.     {
  150.         return _dblPredictorOrdinateLeft;
  151.     }

  153.     /**
  154.      * Retrieve the Segment Right Predictor Ordinate
  155.      * 
  156.      * @return Segment Right Predictor Ordinate
  157.      */

  159.     public double right()
  160.     {
  161.         return _dblPredictorOrdinateRight;
  162.     }

  164.     /**
  165.      * Find out if the Predictor Ordinate is inside the segment - inclusive of left/right.
  166.      * 
  167.      * @param dblPredictorOrdinate Predictor Ordinate
  168.      * 
  169.      * @return TRUE - Predictor Ordinate is inside the segment
  170.      * 
  171.      * @throws java.lang.Exception Thrown if the input is invalid
  172.      */

  174.     public boolean in (
  175.         final double dblPredictorOrdinate)
  176.         throws java.lang.Exception
  177.     {
  178.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblPredictorOrdinate))
  179.             throw new java.lang.Exception ("LatentStateInelastic::in => Invalid Inputs");

  181.         return _dblPredictorOrdinateLeft <= dblPredictorOrdinate && _dblPredictorOrdinateRight >=
  182.             dblPredictorOrdinate;
  183.     }

  185.     /**
  186.      * Get the Width of the Predictor Ordinate in this Segment
  187.      * 
  188.      * @return Segment Width
  189.      */

  191.     public double width()
  192.     {
  193.         return _dblPredictorOrdinateRight - _dblPredictorOrdinateLeft;
  194.     }

  196.     /**
  197.      * Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
  198.      * 
  199.      * @param dblPredictorOrdinate The Global Predictor Ordinate
  200.      * 
  201.      * @return Local Segment Predictor Ordinate
  202.      * 
  203.      * @throws java.lang.Exception Thrown if the input is invalid
  204.      */

  206.     public double localize (
  207.         final double dblPredictorOrdinate)
  208.         throws java.lang.Exception
  209.     {
  210.         if (!in (dblPredictorOrdinate))
  211.             throw new java.lang.Exception ("LatentStateInelastic::localize: Invalid inputs!");

  213.         return (dblPredictorOrdinate - _dblPredictorOrdinateLeft) / (_dblPredictorOrdinateRight -
  214.             _dblPredictorOrdinateLeft);
  215.     }

  217.     /**
  218.      * Transform the Local Predictor Ordinate to the Segment Ordinate
  219.      * 
  220.      * @param dblLocalPredictorOrdinate The Local Segment Predictor Ordinate
  221.      * 
  222.      * @return The Segment Ordinate
  223.      * 
  224.      * @throws java.lang.Exception Thrown if the input is invalid
  225.      */

  227.     public double delocalize (
  228.         final double dblLocalPredictorOrdinate)
  229.         throws java.lang.Exception
  230.     {
  231.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblLocalPredictorOrdinate))
  232.             throw new java.lang.Exception ("LatentStateInelastic::delocalize => Invalid Inputs");

  234.         return _dblPredictorOrdinateLeft + dblLocalPredictorOrdinate * (_dblPredictorOrdinateRight -
  235.             _dblPredictorOrdinateLeft);
  236.     }

  238.     @Override public int hashCode()
  239.     {
  240.         long lBits = java.lang.Double.doubleToLongBits ((int) _dblPredictorOrdinateLeft);

  242.         return (int) (lBits ^ (lBits >>> 32));
  243.     }

  245.     @Override public int compareTo (
  246.         final org.drip.spline.segment.LatentStateInelastic ieOther)
  247.     {
  248.         if (_dblPredictorOrdinateLeft > ieOther._dblPredictorOrdinateLeft) return 1;

  250.         if (_dblPredictorOrdinateLeft < ieOther._dblPredictorOrdinateLeft) return -1;

  252.         return 0;
  253.     }
  254. }
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