BoundarySettings.java
package org.drip.spline.stretch;
/*
* -*- 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>BoundarySettings</i> implements the Boundary Settings that determine the full extent of description of
* the regime's State. It exports functions that:
*
* <br><br>
* <ul>
* <li>
* Specify the type of the boundary condition (NATURAL/FLOATING/IS-A-KNOT)
* </li>
* <li>
* Boundary Condition specific additional parameters (e.g., Derivative Orders and Matches)
* </li>
* <li>
* Static methods that help construct standard boundary settings
* </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/stretch/README.md">Multi-Segment Sequence Spline Stretch</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class BoundarySettings {
/**
* Calibration Boundary Condition: Floating Boundary Condition
*/
public static final int BOUNDARY_CONDITION_FLOATING = 1;
/**
* Calibration Boundary Condition: Natural Boundary Condition
*/
public static final int BOUNDARY_CONDITION_NATURAL = 2;
/**
* Calibration Boundary Condition: Financial Boundary Condition
*/
public static final int BOUNDARY_CONDITION_FINANCIAL = 4;
/**
* Calibration Boundary Condition: Not-A-Knot Boundary Condition
*/
public static final int BOUNDARY_CONDITION_NOT_A_KNOT = 8;
private int _iLeftDerivOrder = -1;
private int _iRightDerivOrder = -1;
private int _iBoundaryConditionType = -1;
/**
* Return the Instance of the Standard Natural Boundary Condition
*
* @return Instance of the Standard Natural Boundary Condition
*/
public static final BoundarySettings NaturalStandard()
{
try {
return new BoundarySettings (-1, 2, BOUNDARY_CONDITION_NATURAL);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Return the Instance of the Standard Floating Boundary Condition
*
* @return Instance of the Standard Floating Boundary Condition
*/
public static final BoundarySettings FloatingStandard()
{
try {
return new BoundarySettings (-1, -1, BOUNDARY_CONDITION_FLOATING);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Return the Instance of the Standard Financial Boundary Condition
*
* @return Instance of the Standard Financial Boundary Condition
*/
public static final BoundarySettings FinancialStandard()
{
try {
return new BoundarySettings (-1, 1, BOUNDARY_CONDITION_FINANCIAL);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* Return the Instance of the Standard Not-A-Knot Boundary Condition
*
* @param iLeftDerivOrder Order of the Left Derivative
* @param iRightDerivOrder Order of the Right Derivative
*
* @return Instance of the Standard Not-A-Knot Boundary Condition
*/
public static final BoundarySettings NotAKnotStandard (
final int iLeftDerivOrder,
final int iRightDerivOrder)
{
try {
return new BoundarySettings (iLeftDerivOrder, iRightDerivOrder, BOUNDARY_CONDITION_NOT_A_KNOT);
} catch (java.lang.Exception e) {
e.printStackTrace();
}
return null;
}
/**
* BoundarySettings constructor
*
* @param iLeftDerivOrder Order of the Left Derivative
* @param iRightDerivOrder Order of the Right Derivative
* @param iBoundaryConditionType Type of the Boundary Condition - NATURAL/FINANCIAL/NOT_A_KNOT
*
* @throws java.lang.Exception Thrown if Inputs are invalid
*/
public BoundarySettings (
final int iLeftDerivOrder,
final int iRightDerivOrder,
final int iBoundaryConditionType)
throws java.lang.Exception
{
if (BOUNDARY_CONDITION_FLOATING != (_iBoundaryConditionType = iBoundaryConditionType) &&
BOUNDARY_CONDITION_NATURAL != _iBoundaryConditionType && BOUNDARY_CONDITION_FINANCIAL !=
_iBoundaryConditionType && BOUNDARY_CONDITION_NOT_A_KNOT != _iBoundaryConditionType)
throw new java.lang.Exception ("BoundarySettings ct: Invalid Inputs");
_iLeftDerivOrder = iLeftDerivOrder;
_iRightDerivOrder = iRightDerivOrder;
}
/**
* Retrieve the Order of the Left Derivative
*
* @return The Order of the Left Derivative
*/
public int leftDerivOrder()
{
return _iLeftDerivOrder;
}
/**
* Retrieve the Order of the Right Derivative
*
* @return The Order of the Right Derivative
*/
public int rightDerivOrder()
{
return _iRightDerivOrder;
}
/**
* Retrieve the Type of the Boundary Condition
*
* @return The Type of the Boundary Condition
*/
public int boundaryCondition()
{
return _iBoundaryConditionType;
}
}