Module net.finmath.lib

Package net.finmath.singleswaprate.annuitymapping

Class ConstantNormalizer

java.lang.Object

net.finmath.singleswaprate.annuitymapping.ConstantNormalizer

All Implemented Interfaces:

NormalizingFunction

public class ConstantNormalizer
extends Object
implements NormalizingFunction

Constant normalizer returning the value one.

Author:

Christian Fries, Roland Bachl

Constructor Summary

Constructors

Constructor	Description
ConstantNormalizer()

Method Summary

Modifier and Type	Method	Description
double	getFirstDerivative(double swapRate)	Return the first derivative of the normalizing function at the given swap rate.
double	getSecondDerivative(double swapRate)	Return the second derivative of the normalizing function at the given swap rate.
double	getValue(double swapRate)	Return the value of the normalizing function for the given swap rate.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

ConstantNormalizer

public ConstantNormalizer()

Method Details

getValue

public double getValue(double swapRate)

Description copied from interface: NormalizingFunction

Return the value of the normalizing function for the given swap rate.

Specified by:

getValue in interface NormalizingFunction

Parameters:

swapRate - The desired swap rate

Returns:

The normalizing factor at the given swap rate.

getFirstDerivative

public double getFirstDerivative(double swapRate)

Description copied from interface: NormalizingFunction

Return the first derivative of the normalizing function at the given swap rate.

Specified by:

getFirstDerivative in interface NormalizingFunction

Parameters:

swapRate - The desired swap rate.

Returns:

The first derivative of the normalizing function at the given swap rate.

getSecondDerivative

public double getSecondDerivative(double swapRate)

Description copied from interface: NormalizingFunction

Return the second derivative of the normalizing function at the given swap rate.

Specified by:

getSecondDerivative in interface NormalizingFunction

Parameters:

swapRate - The desired swap rate.

Returns:

The second derivative of the normalizing function at the given swap rate.