/**
* 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);
}
}