finMath lib documentation

net.finmath.montecarlo
Class AbstractRandomVariableFactory

java.lang.Object
  extended by net.finmath.montecarlo.AbstractRandomVariableFactory
Direct Known Subclasses:
RandomVariableFactory

public abstract class AbstractRandomVariableFactory
extends Object

Author:
Christian Fries

Constructor Summary
AbstractRandomVariableFactory()
           
 
Method Summary
 RandomVariableInterface createRandomVariable(double value)
           
abstract  RandomVariableInterface createRandomVariable(double time, double value)
           
abstract  RandomVariableInterface createRandomVariable(double time, double[] values)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

AbstractRandomVariableFactory

public AbstractRandomVariableFactory()
Method Detail

createRandomVariable

public RandomVariableInterface createRandomVariable(double value)

createRandomVariable

public abstract RandomVariableInterface createRandomVariable(double time,
                                                             double value)

createRandomVariable

public abstract RandomVariableInterface createRandomVariable(double time,
                                                             double[] values)

Copyright © 2014 Christian P. Fries.

Copyright © 2014. All rights reserved.