net.finmath.montecarlo
Class RandomVariableFactory

java.lang.Object
  net.finmath.montecarlo.AbstractRandomVariableFactory
      net.finmath.montecarlo.RandomVariableFactory

public class RandomVariableFactory
extends AbstractRandomVariableFactory

A factory (helper class) to create random variables. By changing the factory implementation used, you can (more or less globally) change which implementation of random variable is used.

Author:

Christian Fries

Constructor Summary

RandomVariableFactory()

Method Summary

RandomVariableInterface	createRandomVariable(double time, double value)
RandomVariableInterface	createRandomVariable(double time, double[] values)

Methods inherited from class net.finmath.montecarlo.AbstractRandomVariableFactory

createRandomVariable

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomVariableFactory

public RandomVariableFactory()

Method Detail

createRandomVariable

public RandomVariableInterface createRandomVariable(double time,
                                                    double value)

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

createRandomVariable

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

Specified by:

createRandomVariable in class AbstractRandomVariableFactory