- 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 doublegetFirstDerivative(double swapRate)Return the first derivative of the normalizing function at the given swap rate.doublegetSecondDerivative(double swapRate)Return the second derivative of the normalizing function at the given swap rate.doublegetValue(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:NormalizingFunctionReturn the value of the normalizing function for the given swap rate.- Specified by:
getValuein 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:NormalizingFunctionReturn the first derivative of the normalizing function at the given swap rate.- Specified by:
getFirstDerivativein 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:NormalizingFunctionReturn the second derivative of the normalizing function at the given swap rate.- Specified by:
getSecondDerivativein interfaceNormalizingFunction- Parameters:
swapRate- The desired swap rate.- Returns:
- The second derivative of the normalizing function at the given swap rate.
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