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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.fouriermethod.calibration;
/**
* Positivity constraint for calibration parameters
* @author Alessandro Gnoatto
*
*/
public class PositivityConstraint extends BoundConstraint {
public PositivityConstraint() {
super(0.0, Double.POSITIVE_INFINITY);
}
@Override
public double apply(final double parameterToTest) {
return Math.abs(parameterToTest);
}
}