// handling short time to expiry
private double computeKappa(HullWhiteOneFactorPiecewiseConstantParametersProvider hwProvider, double[] discountedCashFlow, double[] alpha, double omega)
{
double kappa = 0d;
if (DoubleArrayMath.fuzzyEqualsZero(alpha, SMALL))
{ // threshold coherent to rootfinder in kappa computation
double totalPv = DoubleArrayMath.sum(discountedCashFlow);
kappa = totalPv * omega > 0d ? double.PositiveInfinity : double.NegativeInfinity;
}
else
{
kappa = hwProvider.Model.kappa(DoubleArray.ofUnsafe(discountedCashFlow), DoubleArray.ofUnsafe(alpha));
}
return(kappa);
}
