LatentStateInelastic.java
package org.drip.spline.segment;
/*
* -*- 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>LatentStateInelastic</i> contains the spline segment in-elastic fields - in this case the start/end
* ranges. It exports the following functions:
*
* <br><br>
* <ul>
* <li>
* Retrieve the Segment Left/Right Predictor Ordinate
* </li>
* <li>
* Find out if the Predictor Ordinate is inside the segment - inclusive of left/right
* </li>
* <li>
* Get the Width of the Predictor Ordinate in this Segment
* </li>
* <li>
* Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
* </li>
* <li>
* Transform the Local Predictor Ordinate to the Segment Ordinate
* </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/segment/README.md">Flexure Penalizing Best Fit Segment</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class LatentStateInelastic implements java.lang.Comparable<LatentStateInelastic> {
private double _dblPredictorOrdinateLeft = java.lang.Double.NaN;
private double _dblPredictorOrdinateRight = java.lang.Double.NaN;
/**
* LatentStateInelastic constructor
*
* @param dblPredictorOrdinateLeft Segment Predictor Ordinate Left
* @param dblPredictorOrdinateRight Segment Predictor Ordinate Right
*
* @throws java.lang.Exception Thrown if inputs are invalid
*/
public LatentStateInelastic (
final double dblPredictorOrdinateLeft,
final double dblPredictorOrdinateRight)
throws java.lang.Exception
{
if (!org.drip.numerical.common.NumberUtil.IsValid (_dblPredictorOrdinateLeft = dblPredictorOrdinateLeft)
|| !org.drip.numerical.common.NumberUtil.IsValid (_dblPredictorOrdinateRight =
dblPredictorOrdinateRight) || _dblPredictorOrdinateLeft >= _dblPredictorOrdinateRight)
throw new java.lang.Exception ("LatentStateInelastic ctr: Invalid inputs!");
}
/**
* Retrieve the Segment Left Predictor Ordinate
*
* @return Segment Left Predictor Ordinate
*/
public double left()
{
return _dblPredictorOrdinateLeft;
}
/**
* Retrieve the Segment Right Predictor Ordinate
*
* @return Segment Right Predictor Ordinate
*/
public double right()
{
return _dblPredictorOrdinateRight;
}
/**
* Find out if the Predictor Ordinate is inside the segment - inclusive of left/right.
*
* @param dblPredictorOrdinate Predictor Ordinate
*
* @return TRUE - Predictor Ordinate is inside the segment
*
* @throws java.lang.Exception Thrown if the input is invalid
*/
public boolean in (
final double dblPredictorOrdinate)
throws java.lang.Exception
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblPredictorOrdinate))
throw new java.lang.Exception ("LatentStateInelastic::in => Invalid Inputs");
return _dblPredictorOrdinateLeft <= dblPredictorOrdinate && _dblPredictorOrdinateRight >=
dblPredictorOrdinate;
}
/**
* Get the Width of the Predictor Ordinate in this Segment
*
* @return Segment Width
*/
public double width()
{
return _dblPredictorOrdinateRight - _dblPredictorOrdinateLeft;
}
/**
* Transform the Predictor Ordinate to the Local Segment Predictor Ordinate
*
* @param dblPredictorOrdinate The Global Predictor Ordinate
*
* @return Local Segment Predictor Ordinate
*
* @throws java.lang.Exception Thrown if the input is invalid
*/
public double localize (
final double dblPredictorOrdinate)
throws java.lang.Exception
{
if (!in (dblPredictorOrdinate))
throw new java.lang.Exception ("LatentStateInelastic::localize: Invalid inputs!");
return (dblPredictorOrdinate - _dblPredictorOrdinateLeft) / (_dblPredictorOrdinateRight -
_dblPredictorOrdinateLeft);
}
/**
* Transform the Local Predictor Ordinate to the Segment Ordinate
*
* @param dblLocalPredictorOrdinate The Local Segment Predictor Ordinate
*
* @return The Segment Ordinate
*
* @throws java.lang.Exception Thrown if the input is invalid
*/
public double delocalize (
final double dblLocalPredictorOrdinate)
throws java.lang.Exception
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblLocalPredictorOrdinate))
throw new java.lang.Exception ("LatentStateInelastic::delocalize => Invalid Inputs");
return _dblPredictorOrdinateLeft + dblLocalPredictorOrdinate * (_dblPredictorOrdinateRight -
_dblPredictorOrdinateLeft);
}
@Override public int hashCode()
{
long lBits = java.lang.Double.doubleToLongBits ((int) _dblPredictorOrdinateLeft);
return (int) (lBits ^ (lBits >>> 32));
}
@Override public int compareTo (
final org.drip.spline.segment.LatentStateInelastic ieOther)
{
if (_dblPredictorOrdinateLeft > ieOther._dblPredictorOrdinateLeft) return 1;
if (_dblPredictorOrdinateLeft < ieOther._dblPredictorOrdinateLeft) return -1;
return 0;
}
}