Module net.finmath.lib

Package net.finmath.montecarlo

Class AbstractRandomVariableFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

All Implemented Interfaces:

Serializable, RandomVariableFactory

Direct Known Subclasses:

AbstractRandomVariableDifferentiableFactory, RandomVariableFloatFactory, RandomVariableFromArrayFactory, RandomVariableLazyEvaluationFactory

public abstract class AbstractRandomVariableFactory
extends Object
implements Serializable, RandomVariableFactory

Version:

1.0

Author:

Christian Fries

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
AbstractRandomVariableFactory()

Method Summary

Modifier and Type	Method	Description
RandomVariable	createRandomVariable(double value)	Create a (deterministic) random variable from a constant.
abstract RandomVariable	createRandomVariable(double time, double value)	Create a (deterministic) random variable from a constant using a specific filtration time.
abstract 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.

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

AbstractRandomVariableFactory

public AbstractRandomVariableFactory()

Method Details

createRandomVariable

public RandomVariable createRandomVariable(double value)

Description copied from interface: RandomVariableFactory

Create a (deterministic) random variable from a constant.

Specified by:

createRandomVariable in interface RandomVariableFactory

Parameters:

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

public abstract 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

Parameters:

time - The filtration time of the random variable.

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

public abstract 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

Parameters:

time - The filtration time of the random variable.

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

Returns:

The RandomVariable.

createRandomVariableArray

public RandomVariable[] createRandomVariableArray(double[] values)

Description copied from interface: RandomVariableFactory

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

Specified by:

createRandomVariableArray in interface RandomVariableFactory

Parameters:

values - Array representing constants.

Returns:

The RandomVariable.

createRandomVariableMatrix

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

Description copied from interface: RandomVariableFactory

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

Specified by:

createRandomVariableMatrix in interface RandomVariableFactory

Parameters:

values - Matrix representing constants.

Returns:

The RandomVariable.