GlobalControlCurveParams.java
package org.drip.state.estimator;
/*
* -*- 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.
*/
public class GlobalControlCurveParams extends org.drip.state.estimator.SmoothingCurveStretchParams {
private org.drip.spline.stretch.BoundarySettings _bs = null;
/**
* GlobalControlCurveParams constructor
*
* @param strSmootheningQuantificationMetric Curve Smoothening Quantification Metric
* @param prbp Segment Builder Parameters
* @param bs The Calibration Boundary Condition
* @param iCalibrationDetail The Calibration Detail
* @param sbfr Curve Fitness Weighted Response
* @param sbfrSensitivity Curve Fitness Weighted Response Sensitivity
*
* @throws java.lang.Exception Thrown if the inputs are invalid
*/
public GlobalControlCurveParams (
final java.lang.String strSmootheningQuantificationMetric,
final org.drip.spline.params.SegmentCustomBuilderControl prbp,
final org.drip.spline.stretch.BoundarySettings bs,
final int iCalibrationDetail,
final org.drip.spline.params.StretchBestFitResponse sbfr,
final org.drip.spline.params.StretchBestFitResponse sbfrSensitivity)
throws java.lang.Exception
{
super (strSmootheningQuantificationMetric, prbp, iCalibrationDetail, sbfr, sbfrSensitivity);
if (null == (_bs = bs))
throw new java.lang.Exception ("GlobalControlCurveParams ctr: Invalid Inputs");
}
/**
* Retrieve the Calibration Boundary Condition
*
* @return The Calibration Boundary Condition
*/
public org.drip.spline.stretch.BoundarySettings calibrationBoundaryCondition()
{
return _bs;
}
}