net.finmath.fouriermethod.calibration

Class PositivityConstraint

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 and Description
PositivityConstraint()

Method Summary

Modifier and Type	Method and Description
double	apply(double parameterToTest) Forces the parameter to respect a certain condition.

Methods inherited from class net.finmath.fouriermethod.calibration.BoundConstraint

getLowerBound, getUpperBound

Methods inherited from class java.lang.Object

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

Constructor Detail

PositivityConstraint

public PositivityConstraint()

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 interface ScalarConstraint

Overrides:

apply in class BoundConstraint

Parameters:

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

Returns:

the parameter after application of the constraint.