Module net.finmath.opencl

Package net.finmath.opencl.montecarlo

Class RandomVariableOpenCLFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory

All Implemented Interfaces:

Serializable, RandomVariableFactory

public class RandomVariableOpenCLFactory
extends AbstractRandomVariableFactory
implements RandomVariableFactory

RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor	Description
RandomVariableOpenCLFactory()

Method Summary

Modifier and Type	Method	Description
RandomVariable	createRandomVariable(double time, double value)
RandomVariable	createRandomVariable(double time, double[] values)

Methods inherited from class net.finmath.montecarlo.AbstractRandomVariableFactory

createRandomVariable, createRandomVariableArray, createRandomVariableMatrix

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.finmath.montecarlo.RandomVariableFactory

createRandomVariable, createRandomVariable, createRandomVariableArray, createRandomVariableMatrix

Constructor Detail

RandomVariableOpenCLFactory

public RandomVariableOpenCLFactory()

Method Detail

createRandomVariable

public RandomVariable createRandomVariable(double time,
                                           double value)

Specified by:

createRandomVariable in interface RandomVariableFactory

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

createRandomVariable

public RandomVariable createRandomVariable(double time,
                                           double[] values)

Specified by:

createRandomVariable in interface RandomVariableFactory

Specified by:

createRandomVariable in class AbstractRandomVariableFactory