KLKHyperbolicTensionPhy.java

package org.drip.spline.tension;

/*
 * -*- 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>KLKHyperbolicTensionPhy</i> implements the basic framework and the family of C2 Tension Splines
 * outlined in Koch and Lyche (1989), Koch and Lyche (1993), and Kvasov (2000) Papers.
 * KLKHyperbolicTensionPsy implements the custom evaluator, differentiator, and integrator for the KLK
 * Tension Phy Functions outlined in the publications above.
 *
 *  <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/tension/README.md">Koch Lyche Kvasov Tension Splines</a></li>
 *  </ul>
 * <br><br>
 *  
 * @author Lakshmi Krishnamurthy
 */

public class KLKHyperbolicTensionPhy extends org.drip.function.definition.R1ToR1 {
    private double _dblTension = java.lang.Double.NaN;

    /**
     * KLKHyperbolicTensionPhy constructor
     * 
     * @param dblTension Tension of the HyperbolicTension Function
     * 
     * @throws java.lang.Exception Thrown if the input is invalid
     */

    public KLKHyperbolicTensionPhy (
        final double dblTension)
        throws java.lang.Exception
    {
        super (null);

        if (!org.drip.numerical.common.NumberUtil.IsValid (_dblTension = dblTension))
            throw new java.lang.Exception ("KLKHyperbolicTensionPhy ctr: Invalid Inputs");
    }

    @Override public double evaluate (
        final double dblVariate)
        throws java.lang.Exception
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblVariate))
            throw new java.lang.Exception ("KLKHyperbolicTensionPhy::evaluate => Invalid Inputs");

        return java.lang.Math.sinh (_dblTension * dblVariate) / java.lang.Math.sinh (_dblTension);
    }

    @Override public double derivative (
        final double dblVariate,
        final int iOrder)
        throws java.lang.Exception
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblVariate) || 0 > iOrder)
            throw new java.lang.Exception ("KLKHyperbolicTensionPhy::derivative => Invalid Inputs");

        return java.lang.Math.pow (_dblTension, iOrder) * java.lang.Math.sinh (_dblTension * dblVariate) /
            java.lang.Math.sinh (_dblTension);
    }

    @Override public double integrate (
        final double dblBegin,
        final double dblEnd)
        throws java.lang.Exception
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblBegin) || !org.drip.numerical.common.NumberUtil.IsValid
            (dblEnd))
            throw new java.lang.Exception ("HyperbolicTension::integrate => Invalid Inputs");

        return (java.lang.Math.cosh (_dblTension * dblEnd) - java.lang.Math.cosh (_dblTension * dblBegin)) /
            (_dblTension * java.lang.Math.sinh (_dblTension));
    }

    /**
     * Retrieve the Tension Parameter
     * 
     * @return Tension Parameter
     */

    public double getTension()
    {
        return _dblTension;
    }

    public static final void main (
        final java.lang.String[] astrArgs)
        throws java.lang.Exception
    {
        KLKHyperbolicTensionPhy khtp = new KLKHyperbolicTensionPhy (2.);

        System.out.println ("KLKHyperbolicTensionPhy[0.0] = " + khtp.evaluate (0.0));

        System.out.println ("KLKHyperbolicTensionPhy[0.5] = " + khtp.evaluate (0.5));

        System.out.println ("KLKHyperbolicTensionPhy[1.0] = " + khtp.evaluate (1.0));

        System.out.println ("KLKHyperbolicTensionPhyDeriv[0.0] = " + khtp.derivative (0.0, 2));

        System.out.println ("KLKHyperbolicTensionPhyDeriv[0.5] = " + khtp.derivative (0.5, 2));

        System.out.println ("KLKHyperbolicTensionPhyDeriv[1.0] = " + khtp.derivative (1.0, 2));
    }
}