Class ConstantNormalizer

    • Constructor Detail

      • ConstantNormalizer

        public ConstantNormalizer()
    • Method Detail

      • 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.