/src/main/java/net/finmath/singleswaprate/annuitymapping/ExponentialNormalizer.java
} return factor * getValue( swapRate) ;
return factor * getValue ( swapRate ) ; }
final double exponent = - swapRate * swapRate / initialSwapRate / initialSwapRate; return scale * Math.exp(exponent); } @Override public double getFirstDerivative(final double swapRate) { final double factor = -2 * swapRate / initialSwapRate / initialSwapRate; <extra_id_0> @Override public double getSecondDerivative(final double swapRate) { final double factor = 2 / initialSwapRate / initialSwapRate; return (factor * factor * swapRate * swapRate - factor) * getValue(swapRate); } }