net.finmath.montecarlo

Class AbstractRandomVariableFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

Direct Known Subclasses:

RandomVariableFactory, RandomVariableLazyEvaluationFactory

public abstract class AbstractRandomVariableFactory
extends Object

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
AbstractRandomVariableFactory()

Method Summary

Modifier and Type	Method and Description
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)