net.finmath.fouriermethod.calibration

Class BoundConstraint

java.lang.Object

net.finmath.fouriermethod.calibration.BoundConstraint

All Implemented Interfaces:

Constraint, ScalarConstraint

Direct Known Subclasses:

NegativityConstraint, PositivityConstraint, Unconstrained

public class BoundConstraint
extends Object
implements ScalarConstraint

A class applying a bound constraint to a parameter.

Author:

Alessandro Gnoatto

Constructor Summary

Constructors

Constructor and Description
BoundConstraint(double lowerBound, double upperBound)

Method Summary

Modifier and Type	Method and Description
double	apply(double parameterToTest) Forces the parameter to respect a certain condition.
double	getLowerBound() Return the lower bound.
double	getUpperBound() Return the upper bound.

Methods inherited from class java.lang.Object

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

Constructor Detail

BoundConstraint

public BoundConstraint(double lowerBound,
                       double upperBound)

Method Detail

getLowerBound

public double getLowerBound()

Return the lower bound.

Specified by:

getLowerBound in interface ScalarConstraint

Returns:

the lower bound.

getUpperBound

public double getUpperBound()

Return the upper bound.

Specified by:

getUpperBound in interface ScalarConstraint

Returns:

the upper bound.

apply

public double apply(double parameterToTest)

Description copied from interface: ScalarConstraint

Forces the parameter to respect a certain condition.

Specified by:

apply in interface ScalarConstraint

Parameters:

parameterToTest - The value to which the constraint should be applied.

Returns:

the parameter after application of the constraint.