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

Constructors

Constructor and Description
RandomVariableFactory()
RandomVariableFactory(boolean isUseDoublePrecisionFloatingPointImplementation)

Method Summary

Modifier and Type	Method and Description
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()

RandomVariableFactory

public RandomVariableFactory(boolean isUseDoublePrecisionFloatingPointImplementation)

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