Module net.finmath.lib

Package net.finmath.montecarlo

Interface RandomVariableFactory

All Known Subinterfaces:

RandomVariableDifferentiableFactory

All Known Implementing Classes:

AbstractRandomVariableDifferentiableFactory, AbstractRandomVariableFactory, RandomVariableDifferentiableAADFactory, RandomVariableDifferentiableADFactory, RandomVariableFloatFactory, RandomVariableFromArrayFactory, RandomVariableLazyEvaluationFactory

public interface RandomVariableFactory

A factory for creating objects implementing net.finmath.stochastic.RandomVariable. Use this interface in your implementations to allow dependency injection, i.e. to allow the use of different implementations of net.finmath.stochastic.RandomVariable whenever random variables need to be constructed.

Version:

1.0

Author:

Christian Fries

See Also:

• RandomVariable

Method Summary

Modifier and Type	Method	Description
RandomVariable	createRandomVariable(double value)	Create a (deterministic) random variable from a constant.
default RandomVariable	createRandomVariable(double[] values)
RandomVariable	createRandomVariable(double time, double value)	Create a (deterministic) random variable from a constant using a specific filtration time.
RandomVariable	createRandomVariable(double time, double[] values)	Create a random variable from an array using a specific filtration time.
RandomVariable[]	createRandomVariableArray(double[] values)	Create an array of (deterministic) random variables from an array of constants.
RandomVariable[][]	createRandomVariableMatrix(double[][] values)	Create a matrix of (deterministic) random variables from an matrix of constants.
static RandomVariable	getRandomVariableOrDefault(RandomVariableFactory randomVariableFactory, Object value, RandomVariable defaultValue)	Static method for creating random variables from Objects.

Method Details

getRandomVariableOrDefault

static RandomVariable getRandomVariableOrDefault(RandomVariableFactory randomVariableFactory,
 Object value,
 RandomVariable defaultValue)

Static method for creating random variables from Objects.

Parameters:

randomVariableFactory - The RandomVariableFactory used to construct the random variable, if needed.

value - The value used to construct the random variable, if needed.

defaultValue - The default value to be used if value is null.

Returns:

A RandomVariable with the given value (or the defaultValue).

createRandomVariable

RandomVariable createRandomVariable(double value)

Create a (deterministic) random variable from a constant.

Parameters:

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

RandomVariable createRandomVariable(double time,
 double value)

Create a (deterministic) random variable from a constant using a specific filtration time.

Parameters:

time - The filtration time of the random variable.

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

RandomVariable createRandomVariable(double time,
 double[] values)

Create a random variable from an array using a specific filtration time.

Parameters:

time - The filtration time of the random variable.

values - Array representing values of the random variable at the sample paths.

Returns:

The RandomVariable.

createRandomVariable

default RandomVariable createRandomVariable(double[] values)

createRandomVariableArray

RandomVariable[] createRandomVariableArray(double[] values)

Create an array of (deterministic) random variables from an array of constants.

Parameters:

values - Array representing constants.

Returns:

The RandomVariable.

createRandomVariableMatrix

RandomVariable[][] createRandomVariableMatrix(double[][] values)

Create a matrix of (deterministic) random variables from an matrix of constants.

Parameters:

values - Matrix representing constants.

Returns:

The RandomVariable.