Package | Description |
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agi.foundation.numericalmethods.advanced |
Contains additional advanced numerical algorithms and supporting types.
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Modifier and Type | Method and Description |
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DurationFunctionThresholdDetails |
DurationFunctionThresholdCollection.add(double threshold)
Adds a threshold.
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DurationFunctionThresholdDetails |
DurationFunctionThresholdCrossingIndicated.getThreshold()
Gets the threshold being crossed.
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DurationFunctionThresholdDetails |
DurationFunctionThresholdCrossingFound.getThreshold()
Gets the threshold crossed by the function.
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Modifier and Type | Method and Description |
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DurationFunctionExtremumFound |
DurationFunctionExtremumIndicated.exploreExtremumForCrossing(DurationFunctionThresholdDetails closestThreshold,
DurationFunctionThresholdDetails furthestThreshold,
boolean[] converged)
Searches an extremum until either the precise date at which the function reaches its extremum is found, or it is
determined that this extremum will not result in a crossing.
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Constructor and Description |
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DurationFunctionThresholdCrossingIndicated(DurationFunctionExplorer explorer,
DurationFunctionDetails function,
DurationFunctionThresholdDetails threshold,
DurationFunctionExtremumFound extremum,
Duration leftDuration,
double leftValue,
Duration rightDuration,
double rightValue)
Initializes a new instance.
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