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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
package net.finmath.singleswaprate.annuitymapping;
/**
* Constant normalizer returning the value one.
*
* @author Christian Fries
* @author Roland Bachl
*
*/
public class ConstantNormalizer implements NormalizingFunction {
@Override
public double getValue(final double swapRate) {
return 1;
}
@Override
public double getFirstDerivative(final double swapRate) {
return 0;
}
@Override
public double getSecondDerivative(final double swapRate) {
return 0;
}
}