- java.lang.Object
-
- net.finmath.fouriermethod.calibration.BoundConstraint
-
- net.finmath.fouriermethod.calibration.PositivityConstraint
-
- All Implemented Interfaces:
Constraint
,ScalarConstraint
public class PositivityConstraint extends BoundConstraint
Positivity constraint for calibration parameters- Author:
- Alessandro Gnoatto
-
-
Constructor Summary
Constructors Constructor Description PositivityConstraint()
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
apply(double parameterToTest)
Forces the parameter to respect a certain condition.-
Methods inherited from class net.finmath.fouriermethod.calibration.BoundConstraint
getLowerBound, getUpperBound
-
-
-
-
Method Detail
-
apply
public double apply(double parameterToTest)
Description copied from interface:ScalarConstraint
Forces the parameter to respect a certain condition.- Specified by:
apply
in interfaceScalarConstraint
- Overrides:
apply
in classBoundConstraint
- Parameters:
parameterToTest
- The value to which the constraint should be applied.- Returns:
- the parameter after application of the constraint.
-
-