net.finmath.fouriermethod.calibration

Interface ScalarConstraint

All Superinterfaces:

Constraint

All Known Implementing Classes:

BoundConstraint, NegativityConstraint, PositivityConstraint, Unconstrained

public interface ScalarConstraint
extends Constraint

Base interface for scalar parameter constraints.

Author:

Alessandro Gnoatto

Method Summary

Modifier and Type	Method and Description
double	apply(double parameterToTest) Forces the parameter to respect a certain condition.
double	getLowerBound() Returns the lower bound, possibly given by Double.NEGATIVE_INFINITY.
double	getUpperBound() Returns the upper bound, possibly given by Double.POSITIVE_INFINITY.

Method Detail

apply

double apply(double parameterToTest)

Forces the parameter to respect a certain condition.

Parameters:

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

Returns:

the parameter after application of the constraint.

getLowerBound

double getLowerBound()

Returns the lower bound, possibly given by Double.NEGATIVE_INFINITY.

Returns:

the lower bound.

getUpperBound

double getUpperBound()

Returns the upper bound, possibly given by Double.POSITIVE_INFINITY.

Returns:

the upper bound.