Module net.finmath.lib

Package net.finmath.montecarlo

Class RandomVariableFloatFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

net.finmath.montecarlo.RandomVariableFloatFactory

All Implemented Interfaces:

Serializable, RandomVariableFactory

public class RandomVariableFloatFactory
extends AbstractRandomVariableFactory

Author:

Christian Fries

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
RandomVariableFloatFactory()

Method Summary

Modifier and Type	Method	Description
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.

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

Constructor Details

RandomVariableFloatFactory

public RandomVariableFloatFactory()

Method Details

createRandomVariable

public RandomVariable createRandomVariable(double time,
 double value)

Description copied from interface: RandomVariableFactory

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

Specified by:

createRandomVariable in interface RandomVariableFactory

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

Parameters:

time - The filtration time of the random variable.

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

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

Description copied from interface: RandomVariableFactory

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

Specified by:

createRandomVariable in interface RandomVariableFactory

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

Parameters:

time - The filtration time of the random variable.

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

Returns:

The RandomVariable.