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- R^1 -> R^1 Inverse Sine Trigonometric Function Evaluate (1, 2) - R^1 -> R^1 Inverse Sine Trigonometric Function Condition Number (3, 4) - R^1 -> R^1 Inverse Cosine Trigonometric Function Shell (5, 6) - R^1 -> R^1 Inverse Cosine Trigonometric Function Constructor (7, 8) - R^1 -> R^1 Inverse Cosine Trigonometric Function Evaluate (9, 10) - R^1 -> R^1 Inverse Cosine Trigonometric Function Condition Number (11, 12) - R^1 -> R^1 Inverse Tangent Trigonometric Function Shell (13, 14) - R^1 -> R^1 Inverse Tangent Trigonometric Function Constructor (15, 16) - R^1 -> R^1 Inverse Tangent Trigonometric Function Evaluate (17, 18) - R^1 -> R^1 Inverse Tangent Trigonometric Function Condition Number (19, 20) - Natural Log Series Element Operator (21, 22) - Built-in R<sup>1</sup> To R<sup>1</sup> Custom Functions (25, 26) - R^1 -> R^1 Custom Almgren Enhanced Euler Update (27, 28) - R^1 -> R^1 Custom Andersen Piterbarg Mean Reverter (29, 30) - R^1 -> R^1 Custom SABR LIBOR Cap Volatility (31, 32) - R^1 -> R^1 Custom CIR PDF (33, 34) - R^1 -> R^1 Custom Quadratic Rational Shape Control (35, 36) - R^1 -> R^1 Custom Linear Rational Tension Exponential (37, 38) - R^1 -> R^1 Custom Linear Rational Shape Control (39, 40) - R^1 -> R^1 Custom ISDA Bucket Curvature Tenor Scaler (41, 42) - Condition Number Analysis of R<sup>1</sup> To R<sup>1</sup> Functions (43, 44) - R^1 -> R^1 Reciprocal Operator Function Shell (94, 95) - R^1 -> R^1 Reciprocal Operator Function Constructor (96, 97) - R^1 -> R^1 Reciprocal Operator Function Evaluate (98, 99) - R^1 -> R^1 Reciprocal Operator Function Condition Number (100, 101) Bug Fixes/Re-organization: - R^1 -> R^1 Trigonometric Function Migration (23, 24) - R^1 -> R^1 Function Univariate Reciprocal Migration (94, 95, 96) Samples: - Condition Number Trigonometric Functions #1 (45, 46) - Condition Number Trigonometric Functions #2 (47, 48) - Condition Number Trigonometric Functions #3 (49, 50, 51) - Condition Number Trigonometric Functions #4 (52, 53, 54) - Condition Number Trigonometric Functions #5 (55, 56, 57) - Condition Number Trigonometric Functions #6 (58, 59, 60) - Condition Number Trigonometric Functions #7 (61, 62, 63) - Condition Number Trigonometric Functions #8 (64, 65, 66) - Condition Number Trigonometric Functions #9 (67, 68, 69) - Condition Number Trigonometric Functions #10 (70, 71, 72) - Condition Number Trigonometric Functions #11 (73, 74, 75) - Condition Number Trigonometric Functions #12 (76, 77, 78) - Condition Number Trigonometric Functions #13 (79, 80, 81) - Condition Number Trigonometric Functions #14 (82, 83, 84) - Condition Number Operator Functions #1 (85, 86, 87) - Condition Number Operator Functions #2 (88, 89, 90) - Condition Number Operator Functions #3 (91, 92, 93) - Condition Number Operator Functions #4 (102, 103) - Condition Number Operator Functions #5 (104, 105) - Condition Number Operator Functions #6 (106, 107, 108) - Condition Number Operator Functions #7 (109, 110, 111) - Condition Number Operator Functions #8 (112, 113, 114) - Condition Number Operator Functions #9 (115, 116, 117) - Condition Number Operator Functions #10 (118, 119, 120) IdeaDRIP:
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| Original file line number | Diff line number | Diff line change |
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| Features: | ||
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| - R^1 -> R^1 Inverse Sine Trigonometric Function Evaluate (1, 2) | ||
| - R^1 -> R^1 Inverse Sine Trigonometric Function Condition Number (3, 4) | ||
| - R^1 -> R^1 Inverse Cosine Trigonometric Function Shell (5, 6) | ||
| - R^1 -> R^1 Inverse Cosine Trigonometric Function Constructor (7, 8) | ||
| - R^1 -> R^1 Inverse Cosine Trigonometric Function Evaluate (9, 10) | ||
| - R^1 -> R^1 Inverse Cosine Trigonometric Function Condition Number (11, 12) | ||
| - R^1 -> R^1 Inverse Tangent Trigonometric Function Shell (13, 14) | ||
| - R^1 -> R^1 Inverse Tangent Trigonometric Function Constructor (15, 16) | ||
| - R^1 -> R^1 Inverse Tangent Trigonometric Function Evaluate (17, 18) | ||
| - R^1 -> R^1 Inverse Tangent Trigonometric Function Condition Number (19, 20) | ||
| - Natural Log Series Element Operator (21, 22) | ||
| - Built-in R<sup>1</sup> To R<sup>1</sup> Custom Functions (25, 26) | ||
| - R^1 -> R^1 Custom Almgren Enhanced Euler Update (27, 28) | ||
| - R^1 -> R^1 Custom Andersen Piterbarg Mean Reverter (29, 30) | ||
| - R^1 -> R^1 Custom SABR LIBOR Cap Volatility (31, 32) | ||
| - R^1 -> R^1 Custom CIR PDF (33, 34) | ||
| - R^1 -> R^1 Custom Quadratic Rational Shape Control (35, 36) | ||
| - R^1 -> R^1 Custom Linear Rational Tension Exponential (37, 38) | ||
| - R^1 -> R^1 Custom Linear Rational Shape Control (39, 40) | ||
| - R^1 -> R^1 Custom ISDA Bucket Curvature Tenor Scaler (41, 42) | ||
| - Condition Number Analysis of R<sup>1</sup> To R<sup>1</sup> Functions (43, 44) | ||
| - R^1 -> R^1 Reciprocal Operator Function Shell (94, 95) | ||
| - R^1 -> R^1 Reciprocal Operator Function Constructor (96, 97) | ||
| - R^1 -> R^1 Reciprocal Operator Function Evaluate (98, 99) | ||
| - R^1 -> R^1 Reciprocal Operator Function Condition Number (100, 101) | ||
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| Bug Fixes/Re-organization: | ||
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| - R^1 -> R^1 Trigonometric Function Migration (23, 24) | ||
| - R^1 -> R^1 Function Univariate Reciprocal Migration (94, 95, 96) | ||
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| Samples: | ||
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| - Condition Number Trigonometric Functions #1 (45, 46) | ||
| - Condition Number Trigonometric Functions #2 (47, 48) | ||
| - Condition Number Trigonometric Functions #3 (49, 50, 51) | ||
| - Condition Number Trigonometric Functions #4 (52, 53, 54) | ||
| - Condition Number Trigonometric Functions #5 (55, 56, 57) | ||
| - Condition Number Trigonometric Functions #6 (58, 59, 60) | ||
| - Condition Number Trigonometric Functions #7 (61, 62, 63) | ||
| - Condition Number Trigonometric Functions #8 (64, 65, 66) | ||
| - Condition Number Trigonometric Functions #9 (67, 68, 69) | ||
| - Condition Number Trigonometric Functions #10 (70, 71, 72) | ||
| - Condition Number Trigonometric Functions #11 (73, 74, 75) | ||
| - Condition Number Trigonometric Functions #12 (76, 77, 78) | ||
| - Condition Number Trigonometric Functions #13 (79, 80, 81) | ||
| - Condition Number Trigonometric Functions #14 (82, 83, 84) | ||
| - Condition Number Operator Functions #1 (85, 86, 87) | ||
| - Condition Number Operator Functions #2 (88, 89, 90) | ||
| - Condition Number Operator Functions #3 (91, 92, 93) | ||
| - Condition Number Operator Functions #4 (102, 103) | ||
| - Condition Number Operator Functions #5 (104, 105) | ||
| - Condition Number Operator Functions #6 (106, 107, 108) | ||
| - Condition Number Operator Functions #7 (109, 110, 111) | ||
| - Condition Number Operator Functions #8 (112, 113, 114) | ||
| - Condition Number Operator Functions #9 (115, 116, 117) | ||
| - Condition Number Operator Functions #10 (118, 119, 120) | ||
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| IdeaDRIP: |
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124 changes: 124 additions & 0 deletions
124
src/main/java/org/drip/function/r1tor1/UnivariateReciprocal.java
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| package org.drip.function.r1tor1; | ||
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| /* | ||
| * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- | ||
| */ | ||
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| /*! | ||
| * Copyright (C) 2022 Lakshmi Krishnamurthy | ||
| * Copyright (C) 2021 Lakshmi Krishnamurthy | ||
| * 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 | ||
| * | ||
| * 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, | ||
| * graph builder/navigator, 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 | ||
| * - Graph Algorithm | ||
| * - 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 | ||
| * | ||
| * 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. | ||
| */ | ||
|
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| /** | ||
| * <i>UnivariateReciprocal</i> provides the evaluation 1/f(x) instead of f(x) for a given f. | ||
| * | ||
| * <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/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li> | ||
| * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/README.md">R<sup>d</sup> To R<sup>d</sup> Function Analysis</a></li> | ||
| * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/r1tor1operator/README.md">Built-in R<sup>1</sup> To R<sup>1</sup> Operator Functions</a></li> | ||
| * </ul> | ||
| * | ||
| * @author Lakshmi Krishnamurthy | ||
| */ | ||
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| public class UnivariateReciprocal extends org.drip.function.definition.R1ToR1 { | ||
| private org.drip.function.definition.R1ToR1 _au = null; | ||
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| /** | ||
| * UnivariateReciprocal constructor | ||
| * | ||
| * @param au Univariate Function | ||
| * | ||
| * @throws java.lang.Exception Thrown if the input is invalid | ||
| */ | ||
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| public UnivariateReciprocal ( | ||
| final org.drip.function.definition.R1ToR1 au) | ||
| throws java.lang.Exception | ||
| { | ||
| super (null); | ||
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| if (null == (_au = au)) throw new java.lang.Exception ("UnivariateReciprocal ctr: Invalid Inputs"); | ||
| } | ||
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| @Override public double evaluate ( | ||
| final double dblVariate) | ||
| throws java.lang.Exception | ||
| { | ||
| return 1. / _au.evaluate (dblVariate); | ||
| } | ||
| } |
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2 changes: 1 addition & 1 deletion
2
...on/r1tor1/LinearRationalShapeControl.java → ...or1custom/LinearRationalShapeControl.java
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