-
Notifications
You must be signed in to change notification settings - Fork 46
/
Copy pathHankelAsymptoteSeriesTerm.java.html
174 lines (161 loc) · 8.57 KB
/
HankelAsymptoteSeriesTerm.java.html
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd"><html xmlns="http://www.w3.org/1999/xhtml" lang="en"><head><meta http-equiv="Content-Type" content="text/html;charset=UTF-8"/><link rel="stylesheet" href="../jacoco-resources/report.css" type="text/css"/><link rel="shortcut icon" href="../jacoco-resources/report.gif" type="image/gif"/><title>HankelAsymptoteSeriesTerm.java</title><link rel="stylesheet" href="../jacoco-resources/prettify.css" type="text/css"/><script type="text/javascript" src="../jacoco-resources/prettify.js"></script></head><body onload="window['PR_TAB_WIDTH']=4;prettyPrint()"><div class="breadcrumb" id="breadcrumb"><span class="info"><a href="../jacoco-sessions.html" class="el_session">Sessions</a></span><a href="../index.html" class="el_report">DROP</a> > <a href="index.source.html" class="el_package">org.drip.specialfunction.bessel</a> > <span class="el_source">HankelAsymptoteSeriesTerm.java</span></div><h1>HankelAsymptoteSeriesTerm.java</h1><pre class="source lang-java linenums">
package org.drip.specialfunction.bessel;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 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>HankelAsymptoteSeriesTerm</i> implements the Large z Asymptotic Series Term used for Modified Bessel
* Functions. The References are:
*
* <br><br>
* <ul>
* <li>
* Abramowitz, M., and I. A. Stegun (2007): <i>Handbook of Mathematics Functions</i> <b>Dover Book
* on Mathematics</b>
* </li>
* <li>
* Arfken, G. B., and H. J. Weber (2005): <i>Mathematical Methods for Physicists 6<sup>th</sup>
* Edition</i> <b>Harcourt</b> San Diego
* </li>
* <li>
* Temme N. M. (1996): <i>Special Functions: An Introduction to the Classical Functions of
* Mathematical Physics 2<sup>nd</sup> Edition</i> <b>Wiley</b> New York
* </li>
* <li>
* Watson, G. N. (1995): <i>A Treatise on the Theory of Bessel Functions</i> <b>Cambridge University
* Press</b>
* </li>
* <li>
* Wikipedia (2019): Bessel Function https://en.wikipedia.org/wiki/Bessel_function
* </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/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation Analysis</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/bessel/README.md">Ordered Bessel Function Variant Estimators</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class HankelAsymptoteSeriesTerm extends org.drip.numerical.estimation.R2ToR1SeriesTerm
{
<span class="nc" id="L118"> private boolean _flip = false;</span>
/**
* HankelAsymptoteSeriesTerm Constructor
*
* @param flip TRUE - Apply the Odd/Even Term Sign Flip
*/
public HankelAsymptoteSeriesTerm (
final boolean flip)
<span class="nc" id="L128"> {</span>
<span class="nc" id="L129"> _flip = flip;</span>
<span class="nc" id="L130"> }</span>
/**
* Odd/Even Term Sign Flip
*
* @return TRUE - Apply the Odd/Even Term Sign Flip
*/
public boolean flip()
{
<span class="nc" id="L140"> return _flip;</span>
}
@Override public double value (
final int order,
final double alpha,
final double z)
throws java.lang.Exception
{
<span class="nc bnc" id="L149" title="All 2 branches missed."> if (0 > order ||</span>
<span class="nc bnc" id="L150" title="All 2 branches missed."> !org.drip.numerical.common.NumberUtil.IsValid (alpha) ||</span>
<span class="nc bnc" id="L151" title="All 2 branches missed."> !org.drip.numerical.common.NumberUtil.IsValid (z))</span>
{
<span class="nc" id="L153"> throw new java.lang.Exception ("HankelAsymptoteSeriesTerm::value => Invalid Inputs");</span>
}
<span class="nc bnc" id="L156" title="All 2 branches missed."> if (0 == order)</span>
{
<span class="nc" id="L158"> return 1.;</span>
}
<span class="nc" id="L161"> double subOrderProduct = 1.;</span>
<span class="nc bnc" id="L163" title="All 2 branches missed."> for (int subOrderIndex = 1; subOrderIndex <= order; ++subOrderIndex)</span>
{
<span class="nc" id="L165"> subOrderProduct = subOrderProduct * (4 * alpha * alpha - (2. * subOrderIndex - 1.));</span>
}
<span class="nc bnc" id="L168" title="All 4 branches missed."> return (0 != order % 2 && _flip ? -1. : 1.) * subOrderProduct * java.lang.Math.pow (</span>
8. * z,
-1. * order
<span class="nc" id="L171"> ) / org.drip.numerical.common.NumberUtil.Factorial (order);</span>
}
}
</pre><div class="footer"><span class="right">Created with <a href="http://www.jacoco.org/jacoco">JaCoCo</a> 0.7.9.201702052155</span></div></body></html>