Module net.finmath.lib
Package 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 Details

    • BoundConstraint

      public BoundConstraint​(double lowerBound, double upperBound)

  • Method Details

    • 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.