Class RandomVariableUniqueVariableFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableUniqueVariableFactory

All Implemented Interfaces:

Serializable, RandomVariableFactory

public class RandomVariableUniqueVariableFactory
extends AbstractRandomVariableFactory

Version:

1.0

Author:

Stefan Sedlmair

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
RandomVariableUniqueVariableFactory()	empty constructor: does nothing since all elements of this class are static!

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.
RandomVariable	createRandomVariable(double time, double[] values, boolean isConstant)
RandomVariable	createRandomVariable(double time, double value, boolean isConstant)
RandomVariable	createRandomVariable(RandomVariable randomvariable)
RandomVariable	createRandomVariable(RandomVariable randomvariable, boolean isConstant, ArrayList<RandomVariableUniqueVariable> parentVariables, RandomVariableUniqueVariable.OperatorType parentOperatorType)	Add an object of RandomVariable to variable list at the index of the current ID and rises the current ID to the next one.
ArrayList<RandomVariable>	getListOfAllVariables()
int	getNumberOfEntriesInList()

Methods inherited from class AbstractRandomVariableFactory

createRandomVariable, createRandomVariableArray, createRandomVariableMatrix

Methods inherited from class Object

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

Methods inherited from interface RandomVariableFactory

createRandomVariable

Constructor Details

RandomVariableUniqueVariableFactory

public RandomVariableUniqueVariableFactory()

empty constructor: does nothing since all elements of this class are static!

Method Details

createRandomVariable

public RandomVariable createRandomVariable(RandomVariable randomvariable,
 boolean isConstant,
 ArrayList<RandomVariableUniqueVariable> parentVariables,
 RandomVariableUniqueVariable.OperatorType parentOperatorType)

Add an object of RandomVariable to variable list at the index of the current ID and rises the current ID to the next one.

Parameters:

randomvariable - object of RandomVariable to add to ArrayList and return as RandomVariableUniqueVariable

isConstant - boolean such that if true the derivative will be set to zero

parentVariables - List of RandomVariableUniqueVariable that are the parents of the new instance

parentOperatorType - Operator type

Returns:

new instance of RandomVariableUniqueVariable

createRandomVariable

public RandomVariable createRandomVariable(double time,
 double value,
 boolean isConstant)

createRandomVariable

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

createRandomVariable

public RandomVariable createRandomVariable(RandomVariable randomvariable)

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.

getListOfAllVariables

public ArrayList<RandomVariable> getListOfAllVariables()

Returns:

ArrayList containing all Variables and Constants of the session in the JVM

getNumberOfEntriesInList

public int getNumberOfEntriesInList()

Returns:

Number of Entries in the List