com.opengamma.strata.math.impl.function.special.TopHatFunction Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of strata-math Show documentation
Show all versions of strata-math Show documentation
Mathematic support for Strata
/*
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.math.impl.function.special;
import java.util.function.Function;
import com.opengamma.strata.collect.ArgChecker;
/**
* Class representing the top-hat function, defined as:
* $$
* \begin{align*}
* T(x)=
* \begin{cases}
* 0 & x < x_1\\
* y & x_1 < x < x_2\\
* 0 & x > x_2
* \end{cases}
* \end{align*}
* $$
* where $x_1$ is the lower edge of the "hat", $x_2$ is the upper edge and $y$
* is the height of the function.
*
* This function is discontinuous at $x_1$ and $x_2$.
*/
public class TopHatFunction implements Function {
private final double _x1;
private final double _x2;
private final double _y;
/**
* Creates an instance.
*
* @param x1 the lower edge
* @param x2 the upper edge, must be greater than x1
* @param y the height
*/
public TopHatFunction(double x1, double x2, double y) {
ArgChecker.isTrue(x1 < x2, "x1 must be less than x2");
_x1 = x1;
_x2 = x2;
_y = y;
}
//-------------------------------------------------------------------------
/**
* Evaluates the function.
*
* @param x The argument of the function, not null. Must have $x_1 < x < x_2$
* @return The value of the function
*/
@Override
public Double apply(Double x) {
ArgChecker.notNull(x, "x");
ArgChecker.isTrue(x != _x1, "Function is undefined for x = x1");
ArgChecker.isTrue(x != _x2, "Function is undefined for x = x2");
if (x > _x1 && x < _x2) {
return _y;
}
return 0.;
}
}
© 2015 - 2024 Weber Informatics LLC | Privacy Policy