com.opengamma.analytics.financial.covariance.VolatilityAnnualizingFunction.java Source code

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Here is the source code for com.opengamma.analytics.financial.covariance.VolatilityAnnualizingFunction.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.covariance;

import org.apache.commons.lang.Validate;

import com.opengamma.analytics.math.function.Function;

/**
 * 
 */
public class VolatilityAnnualizingFunction implements Function<Double, Double> {
    private final double _periodsPerYear;

    public VolatilityAnnualizingFunction(final double periodsPerYear) {
        Validate.isTrue(periodsPerYear > 0);
        _periodsPerYear = periodsPerYear;
    }

    @Override
    public Double evaluate(final Double... x) {
        Validate.notNull(x, "x");
        Validate.notEmpty(x, "x");
        Validate.notNull(x[0], "x");
        return Math.sqrt(_periodsPerYear / x[0]);
    }

}