- java.lang.Object
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- net.finmath.singleswaprate.annuitymapping.ConstantNormalizer
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- All Implemented Interfaces:
NormalizingFunction
public class ConstantNormalizer extends Object implements NormalizingFunction
Constant normalizer returning the value one.- Author:
- Christian Fries, Roland Bachl
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Constructor Summary
Constructors Constructor Description ConstantNormalizer()
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Method Summary
All Methods Instance Methods Concrete Methods 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.
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Method Detail
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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 interfaceNormalizingFunction
- Parameters:
swapRate
- The desired swap rate- Returns:
- The normalizing factor at the given swap rate.
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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 interfaceNormalizingFunction
- Parameters:
swapRate
- The desired swap rate.- Returns:
- The first derivative of the normalizing function at the given swap rate.
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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 interfaceNormalizingFunction
- Parameters:
swapRate
- The desired swap rate.- Returns:
- The second derivative of the normalizing function at the given swap rate.
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