LatentStateManifestSensitivity.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>LatentStateManifestSensitivity</i> contains the Manifest Sensitivity generation control parameters and
* the Manifest Sensitivity outputs related to the given Segment.
*
* <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 LatentStateManifestSensitivity {
private double[] _adblDBasisCoeffDLocalManifest = null;
private double[] _adblDBasisCoeffDPreceedingManifest = null;
private double _dblDResponseDPreceedingManifest = java.lang.Double.NaN;
private org.drip.spline.params.PreceedingManifestSensitivityControl _pmsc = null;
/**
* LatentStateManifestSensitivity constructor
*
* @param pmsc The Preceeding Manifest Measure Sensitivity Control Parameters
*
* @throws java.lang.Exception Thrown if the Inputs are invalid
*/
public LatentStateManifestSensitivity (
final org.drip.spline.params.PreceedingManifestSensitivityControl pmsc)
throws java.lang.Exception
{
if (null == (_pmsc = pmsc))
_pmsc = new org.drip.spline.params.PreceedingManifestSensitivityControl (true, 0, null);
}
/**
* Set the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
*
* @param adblDBasisCoeffDLocalManifest The Array containing the Sensitivities of the Basis Coefficients
* to the Local Manifest Measure
*
* @return TRUE - Basis Coefficient Manifest Measure Sensitivity Array Entries successfully set
*/
public boolean setDBasisCoeffDLocalManifest (
final double[] adblDBasisCoeffDLocalManifest)
{
if (null == adblDBasisCoeffDLocalManifest) return false;
int iNumCoeff = adblDBasisCoeffDLocalManifest.length;
_adblDBasisCoeffDLocalManifest = new double[iNumCoeff];
if (0 == iNumCoeff) return false;
for (int i = 0; i < iNumCoeff; ++i) {
if (!org.drip.numerical.common.NumberUtil.IsValid (_adblDBasisCoeffDLocalManifest[i] =
adblDBasisCoeffDLocalManifest[i]))
return false;
}
return true;
}
/**
* Get the Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
*
* @return The Array containing the Sensitivities of the Basis Coefficients to the Local Manifest Measure
*/
public double[] getDBasisCoeffDLocalManifest()
{
return _adblDBasisCoeffDLocalManifest;
}
/**
* Set the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest
* Measure
*
* @param adblDBasisCoeffDPreceedingManifest The Array containing the Sensitivities of the Basis
* Coefficients to the Preceeding Manifest Measure
*
* @return TRUE - Array Entries successfully set
*/
public boolean setDBasisCoeffDPreceedingManifest (
final double[] adblDBasisCoeffDPreceedingManifest)
{
if (null == adblDBasisCoeffDPreceedingManifest) return false;
int iNumCoeff = adblDBasisCoeffDPreceedingManifest.length;
_adblDBasisCoeffDPreceedingManifest= new double[iNumCoeff];
if (0 == iNumCoeff) return false;
for (int i = 0; i < iNumCoeff; ++i) {
if (!org.drip.numerical.common.NumberUtil.IsValid (_adblDBasisCoeffDPreceedingManifest[i] =
adblDBasisCoeffDPreceedingManifest[i]))
return false;
}
return true;
}
/**
* Get the Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest
* Measure
*
* @return The Array containing the Sensitivities of the Basis Coefficients to the Preceeding Manifest
* Measure
*/
public double[] getDBasisCoeffDPreceedingManifest()
{
return _adblDBasisCoeffDPreceedingManifest;
}
/**
* Set the Sensitivity of the Segment Response to the Preceeding Manifest Measure
*
* @param dblDResponseDPreceedingManifest Sensitivity of the Segment Response to the Preceeding Manifest
* Measure
*
* @return TRUE - Sensitivity of the Segment Response to the Preceeding Manifest Measure successfully
* set
*/
public boolean setDResponseDPreceedingManifest (
final double dblDResponseDPreceedingManifest)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblDResponseDPreceedingManifest)) return false;
_dblDResponseDPreceedingManifest = dblDResponseDPreceedingManifest;
return true;
}
/**
* Get the Sensitivity of the Segment Response to the Preceeding Manifest Measure
*
* @return The Sensitivity of the Segment Response to the Preceeding Manifest Measure
*/
public double getDResponseDPreceedingManifest()
{
return _dblDResponseDPreceedingManifest;
}
/**
* Get the Preceeding Manifest Measure Sensitivity Control Parameters
*
* @return The Preceeding Manifest Measure Sensitivity Control Parameters
*/
public org.drip.spline.params.PreceedingManifestSensitivityControl getPMSC()
{
return _pmsc;
}
}