DoubleRampFunction.java

/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.math.function.special;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.function.Function1D;

/**
 * Class representing the "double-ramp" function, defined as:
 * $$
 * \begin{align*}
 * R(x)=
 * \begin{cases}
 * y_1 & x < x_1\\
 * y_1 + \frac{x-x_1}{x_2-x_2} (y_2 - y_1) & x_1 < x < x_2\\
 * y_2 & x > x_2
 * \end{cases}
 * \end{align*}
 * $$
 * where $x_1$ is the lower edge of the "ramp", $x_2$ is the upper edge, 
 * $y_1$ is the height of the function below the lower edge and $y_2$ is the height of the function above the lower edge.
 */
public class DoubleRampFunction extends Function1D<Double, Double> {
  private final double _x1;
  private final double _x2;
  private final double _y1;
  private final double _y2;

  /**
   * @param x1 The lower edge 
   * @param x2 The upper edge, must be greater than x1
   * @param y1 The height below x1 
   * @param y2 The height above x2 
   */
  public DoubleRampFunction(final double x1, final double x2, final double y1, final double y2) {
    Validate.isTrue(x1 < x2, "x1 must be less than x2");
    _x1 = x1;
    _x2 = x2;
    _y1 = y1;
    _y2 = y2;
  }

  /**
   * @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 evaluate(final Double x) {
    Validate.notNull(x, "x");
    if (x < _x1) {
      return _y1;
    }
    if (x > _x2) {
      return _y2;
    }
    return _y1 + (x - _x1) / (_x2 - _x1) * (_y2 - _y1);
  }

}