Features:

- Riskless Units Constraint Generator Function (1, 2, 3) - Bid/Ask Indifference Claims Handler (4, 5) Bug Fixes/Re-organization: - Special Function Bessel First Frobenius Series Term (6, 7, 8) - Special Function Bessel First Frobenius Series Term - Gamma Estimator (9, 10) - Special Function Bessel First Frobenius Series Term - Constructor (11, 12) - Special Function Bessel First Frobenius Series Term - Value (13, 14) - Special Function Bessel First Frobenius Series (15, 16) - Special Function Bessel First Frobenius Series - Summation (17, 18, 19) - Special Function Bessel First Frobenius Series Estimator #1 (20, 21) - Special Function Bessel First Frobenius Series Estimator #2 (22, 23) - Special Function Bessel First Frobenius Series Estimator - Constructor (24, 25) - Special Function Bessel First Frobenius Series Estimator - BigJ (26) - Special Function Bessel First Frobenius Series Estimator - Standard (27, 28) - Special Function Bessel First Schlafli Integral Estimator (29, 30, 31) - Special Function Bessel First Schlafli Integral Estimator - Quadrature Count (32, 33) - Special Function Bessel First Schlafli Integral Estimator - Constructor (34) - Special Function Bessel First Schlafli Integral Estimator - Non-integer Form (35, 36, 37) - Special Function Bessel First Schlafli Integral Estimator - Integer Form (38, 39, 40) - Special Function Bessel Hankel Asymptote Series Term (41, 42, 43) - Special Function Bessel Hankel Asymptote Series Term - Flip (44, 45) - Special Function Bessel Hankel Asymptote Series Term - Constructor (46) - Special Function Bessel Hankel Asymptote Series Term - Value (47, 48, 49) - Special Function Bessel Hankel Asymptote Series (50, 51) - Special Function Bessel Hankel Asymptote Series - Summation (52, 53, 54) - Special Function Bessel Modified First Frobenius Series Term (55, 56, 57) - Special Function Bessel Modified First Frobenius Series Term - Gamma (58, 59) - Special Function Bessel Modified First Frobenius Series Term - Constructor (60) Samples: IdeaDRIP:
lakshmiDRIP · Jan 19, 2024 · c52c06d · c52c06d
1 parent 280405b
commit c52c06d
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diff --git a/ReleaseNotes/05_18_2023.txt b/ReleaseNotes/05_18_2023.txt
@@ -0,0 +1,39 @@
+
+Features:
+
+	- Riskless Units Constraint Generator Function (1, 2, 3)
+	- Bid/Ask Indifference Claims Handler (4, 5)
+
+
+Bug Fixes/Re-organization:
+
+	- Special Function Bessel First Frobenius Series Term (6, 7, 8)
+	- Special Function Bessel First Frobenius Series Term - Gamma Estimator (9, 10)
+	- Special Function Bessel First Frobenius Series Term - Constructor (11, 12)
+	- Special Function Bessel First Frobenius Series Term - Value (13, 14)
+	- Special Function Bessel First Frobenius Series (15, 16)
+	- Special Function Bessel First Frobenius Series - Summation (17, 18, 19)
+	- Special Function Bessel First Frobenius Series Estimator #1 (20, 21)
+	- Special Function Bessel First Frobenius Series Estimator #2 (22, 23)
+	- Special Function Bessel First Frobenius Series Estimator - Constructor (24, 25)
+	- Special Function Bessel First Frobenius Series Estimator - BigJ (26)
+	- Special Function Bessel First Frobenius Series Estimator - Standard (27, 28)
+	- Special Function Bessel First Schlafli Integral Estimator (29, 30, 31)
+	- Special Function Bessel First Schlafli Integral Estimator - Quadrature Count (32, 33)
+	- Special Function Bessel First Schlafli Integral Estimator - Constructor (34)
+	- Special Function Bessel First Schlafli Integral Estimator - Non-integer Form (35, 36, 37)
+	- Special Function Bessel First Schlafli Integral Estimator - Integer Form (38, 39, 40)
+	- Special Function Bessel Hankel Asymptote Series Term (41, 42, 43)
+	- Special Function Bessel Hankel Asymptote Series Term - Flip (44, 45)
+	- Special Function Bessel Hankel Asymptote Series Term - Constructor (46)
+	- Special Function Bessel Hankel Asymptote Series Term - Value (47, 48, 49)
+	- Special Function Bessel Hankel Asymptote Series (50, 51)
+	- Special Function Bessel Hankel Asymptote Series - Summation (52, 53, 54)
+	- Special Function Bessel Modified First Frobenius Series Term (55, 56, 57)
+	- Special Function Bessel Modified First Frobenius Series Term - Gamma (58, 59)
+	- Special Function Bessel Modified First Frobenius Series Term - Constructor (60)
+
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/oms/indifference/ReservationPricer.java b/src/main/java/org/drip/oms/indifference/ReservationPricer.java
@@ -4,6 +4,7 @@
 import org.drip.function.definition.R1ToR1;
 import org.drip.measure.continuous.R1Univariate;
 import org.drip.measure.discrete.R1Distribution;
+import org.drip.numerical.common.NumberUtil;
 import org.drip.numerical.integration.R1ToR1Integrator;
 
 /*
@@ -118,6 +119,7 @@ public class ReservationPricer
 {
 	private double _endowmentValue = Double.NaN;
 	private R1ToR1 _privateValuationUtilityFunction = null;
+	private BidAskClaimsHandler _bidAskClaimsHandler = null;
 
 	private double expectedTerminalUtilityPrice (
 		final R1Distribution terminalDistribution)
@@ -148,7 +150,7 @@ public double expectedTerminalUtilityPrice (
 		if (null == terminalDistribution)
 		{
 			throw new Exception (
-				"ReservationPricer::expectedUtility => Invalid Terminal  Distribution"
+				"ReservationPricer::expectedTerminalUtilityPrice => Invalid Terminal Distribution"
 			);
 		}
 
@@ -191,6 +193,17 @@ public double endowmentValue()
 		return _endowmentValue;
 	}
 
+	/**
+	 * Retrieve the Bid/Ask Claims Handler
+	 * 
+	 * @return The Bid/Ask Claims Handler
+	 */
+
+	public BidAskClaimsHandler bidAskClaimsHandler()
+	{
+		return _bidAskClaimsHandler;
+	}
+
 	/**
 	 * Evaluate the Expected Terminal Endowment Utility Price
 	 * 
@@ -258,4 +271,35 @@ public double expectedTerminalClaimsUtilityPrice (
 	{
 		return expectedTerminalUtilityPrice (terminalClaimsDistribution);
 	}
+
+	/**
+	 * Generate the Function to calculate the Riskless Security Units from the Endowment Value
+	 * 
+	 * @param risklessPrice Riskless Security Unit Price
+	 * @param underlierPrice Underlier Security Unit Price
+	 * 
+	 * @return Riskless Units Constraint Function
+	 */
+
+	public R1ToR1 risklessUnitsConstraintFunction (
+		final double risklessPrice,
+		final double underlierPrice)
+	{
+		return !NumberUtil.IsValid (risklessPrice) || !NumberUtil.IsValid (underlierPrice) ?
+			null : new R1ToR1 (null)
+		{
+			@Override public double evaluate (
+				double underlierUnits)
+				throws Exception
+			{
+				return (_endowmentValue - underlierPrice * underlierUnits) / risklessPrice;
+			}
+		};
+	}
+
+	public UtilityOptimizationRun baselineIndifferenceRun (
+		final R1ToR1 risklessUnitsConstraintFunction)
+	{
+		return null;
+	}
 }
diff --git a/src/main/java/org/drip/specialfunction/bessel/FirstFrobeniusSeries.java b/src/main/java/org/drip/specialfunction/bessel/FirstFrobeniusSeries.java
@@ -1,11 +1,19 @@
 
 package org.drip.specialfunction.bessel;
 
+import java.util.TreeMap;
+
+import org.drip.function.definition.R1ToR1;
+import org.drip.numerical.estimation.R2ToR1Series;
+
 /*
  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * Copyright (C) 2021 Lakshmi Krishnamurthy
  * Copyright (C) 2020 Lakshmi Krishnamurthy
@@ -78,7 +86,7 @@
 
 /**
  * <i>FirstFrobeniusSeries</i> implements the Frobenius Series for the Cylindrical Bessel Function of the
- * First Kind. The References are:
+ * 	First Kind. The References are:
  * 
  * <br><br>
  * 	<ul>
@@ -102,15 +110,27 @@
  * 			Wikipedia (2019): Bessel Function https://en.wikipedia.org/wiki/Bessel_function
  * 		</li>
  * 	</ul>
+ * 
+ * 	It provides the following functionality:
  *
- *	<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/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
- *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation Analysis</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/bessel/README.md">Ordered Bessel Function Variant Estimators</a></li>
+ * 		<li>Construct the R<sup>2</sup> To R<sup>1</sup> Bessel First Kind Frobenius Summation Series</li>
  *  </ul>
  *
+ *  <br>
+ *  <style>table, td, th {
+ *  	padding: 1px; border: 2px solid #008000; border-radius: 8px; background-color: #dfff00;
+ *		text-align: center; color:  #0000ff;
+ *  }
+ *  </style>
+ *  
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation and Analysis</a></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/bessel/README.md">Ordered Bessel Function Variant Estimators</a></td></tr>
+ *  </table>
+ *
  * @author Lakshmi Krishnamurthy
  */
 
@@ -126,31 +146,19 @@ public class FirstFrobeniusSeries
 	 * @return The R<sup>2</sup> To R<sup>1</sup> Bessel First Kind Frobenius Summation Series
 	 */
 
-	public static final org.drip.numerical.estimation.R2ToR1Series Summation (
-		final org.drip.function.definition.R1ToR1 gammaEstimator,
+	public static final R2ToR1Series Summation (
+		final R1ToR1 gammaEstimator,
 		final int termCount)
 	{
-		try
-		{
-			java.util.TreeMap<java.lang.Integer, java.lang.Double> termWeightMap = new
-				java.util.TreeMap<java.lang.Integer, java.lang.Double>();
+		try {
+			TreeMap<Integer, Double> termWeightMap = new TreeMap<Integer, Double>();
 
-			for (int termIndex = 0; termIndex <= termCount; ++termIndex)
-			{
-				termWeightMap.put (
-					termIndex,
-					1.
-				);
+			for (int termIndex = 0; termIndex <= termCount; ++termIndex) {
+				termWeightMap.put (termIndex, 1.);
 			}
 
-			return new org.drip.numerical.estimation.R2ToR1Series (
-				new org.drip.specialfunction.bessel.FirstFrobeniusSeriesTerm (gammaEstimator),
-				false,
-				termWeightMap
-			);
-		}
-		catch (java.lang.Exception e)
-		{
+			return new R2ToR1Series (new FirstFrobeniusSeriesTerm (gammaEstimator), false, termWeightMap);
+		} catch (Exception e) {
 			e.printStackTrace();
 		}
 

diff --git a/src/main/java/org/drip/specialfunction/bessel/FirstFrobeniusSeriesEstimator.java b/src/main/java/org/drip/specialfunction/bessel/FirstFrobeniusSeriesEstimator.java
@@ -1,11 +1,18 @@
 
 package org.drip.specialfunction.bessel;
 
+import org.drip.function.definition.R1ToR1;
+import org.drip.numerical.estimation.R2ToR1Series;
+import org.drip.specialfunction.definition.BesselFirstKindEstimator;
+
 /*
  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  */
 
 /*!
+ * Copyright (C) 2025 Lakshmi Krishnamurthy
+ * Copyright (C) 2024 Lakshmi Krishnamurthy
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
  * Copyright (C) 2022 Lakshmi Krishnamurthy
  * Copyright (C) 2021 Lakshmi Krishnamurthy
  * Copyright (C) 2020 Lakshmi Krishnamurthy
@@ -78,7 +85,7 @@
 
 /**
  * <i>FirstFrobeniusSeriesEstimator</i> implements the Frobenius Series Estimator for the Cylindrical Bessel
- * Function of the First Kind. The References are:
+ * 	Function of the First Kind. The References are:
  * 
  * <br><br>
  * 	<ul>
@@ -102,60 +109,65 @@
  * 			Wikipedia (2019): Bessel Function https://en.wikipedia.org/wiki/Bessel_function
  * 		</li>
  * 	</ul>
+ * 
+ * 	It provides the following functionality:
  *
- *	<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/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
- *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation Analysis</a></li>
- *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/bessel/README.md">Ordered Bessel Function Variant Estimators</a></li>
+ * 		<li>Construct a Standard Instance of Bessel <i>FirstFrobeniusSeriesEstimator</i></li>
+ * 		<li>Retrieve the Frobenius Series</li>
  *  </ul>
  *
+ *  <br>
+ *  <style>table, td, th {
+ *  	padding: 1px; border: 2px solid #008000; border-radius: 8px; background-color: #dfff00;
+ *		text-align: center; color:  #0000ff;
+ *  }
+ *  </style>
+ *  
+ *  <table style="border:1px solid black;margin-left:auto;margin-right:auto;">
+ *		<tr><td><b>Module </b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></td></tr>
+ *		<tr><td><b>Library</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FixedIncomeAnalyticsLibrary.md">Fixed Income Analytics</a></td></tr>
+ *		<tr><td><b>Project</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation and Analysis</a></td></tr>
+ *		<tr><td><b>Package</b></td> <td><a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/bessel/README.md">Ordered Bessel Function Variant Estimators</a></td></tr>
+ *  </table>
+ *
  * @author Lakshmi Krishnamurthy
  */
 
-public class FirstFrobeniusSeriesEstimator extends
-	org.drip.specialfunction.definition.BesselFirstKindEstimator
+public class FirstFrobeniusSeriesEstimator extends BesselFirstKindEstimator
 {
-	private org.drip.numerical.estimation.R2ToR1Series _frobeniusSeries = null;
+	private R2ToR1Series _frobeniusSeries = null;
 
 	/**
-	 * Construct a Standard Instance of Bessel FirstFrobeniusSeriesEstimator
+	 * Construct a Standard Instance of Bessel <i>FirstFrobeniusSeriesEstimator</i>
 	 * 
 	 * @param gammaEstimator The Gamma Estimator
 	 * @param termCount Count of the Number of Terms
 	 * 
-	 * @return The Standard Instance of Bessel FirstFrobeniusSeriesEstimator
+	 * @return The Standard Instance of Bessel <i>FirstFrobeniusSeriesEstimator</i>
 	 */
 
 	public static final FirstFrobeniusSeriesEstimator Standard (
-		final org.drip.function.definition.R1ToR1 gammaEstimator,
+		final R1ToR1 gammaEstimator,
 		final int termCount)
 	{
-		try
-		{
+		try {
 			return new FirstFrobeniusSeriesEstimator (
-				org.drip.specialfunction.bessel.FirstFrobeniusSeries.Summation (
-					gammaEstimator,
-					termCount
-				)
+				FirstFrobeniusSeries.Summation (gammaEstimator, termCount)
 			);
-		}
-		catch (java.lang.Exception e)
-		{
+		} catch (Exception e) {
 			e.printStackTrace();
 		}
 
 		return null;
 	}
 
 	protected FirstFrobeniusSeriesEstimator (
-		final org.drip.numerical.estimation.R2ToR1Series frobeniusSeries)
-		throws java.lang.Exception
+		final R2ToR1Series frobeniusSeries)
+		throws Exception
 	{
-		if (null == (_frobeniusSeries = frobeniusSeries))
-		{
-			throw new java.lang.Exception ("FirstFrobeniusSeriesEstimator Constructor => Invalid Inputs");
+		if (null == (_frobeniusSeries = frobeniusSeries)) {
+			throw new Exception ("FirstFrobeniusSeriesEstimator Constructor => Invalid Inputs");
 		}
 	}
 
@@ -165,19 +177,16 @@ protected FirstFrobeniusSeriesEstimator (
 	 * @return The Frobenius Series
 	 */
 
-	public org.drip.numerical.estimation.R2ToR1Series frobeniusSeries()
+	public R2ToR1Series frobeniusSeries()
 	{
 		return _frobeniusSeries;
 	}
 
 	@Override public double bigJ (
 		final double alpha,
 		final double z)
-		throws java.lang.Exception
+		throws Exception
 	{
-		return _frobeniusSeries.evaluate (
-			alpha,
-			z
-		);
+		return _frobeniusSeries.evaluate (alpha, z);
 	}
 }