/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.statistics.descriptive;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.function.Function2D;
/**
*
*/
public class LognormalSkewnessFromVolatilityCalculator extends Function2D<Double, Double> {
@Override
public Double evaluate(final Double sigma, final Double t) {
Validate.notNull(sigma, "sigma");
Validate.notNull(t, "t");
final double y = Math.sqrt(Math.exp(sigma * sigma * t) - 1);
return y * (3 + y * y);
}
}