net.finmath.montecarlo.automaticdifferentiation

Class AbstractRandomVariableDifferentiableFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory

All Implemented Interfaces:

Serializable

Direct Known Subclasses:

RandomVariableDifferentiableAADFactory, RandomVariableDifferentiableADFactory

public abstract class AbstractRandomVariableDifferentiableFactory
extends AbstractRandomVariableFactory

A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiableInterface.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
AbstractRandomVariableDifferentiableFactory()
AbstractRandomVariableDifferentiableFactory(AbstractRandomVariableFactory randomVariableFactoryForNonDifferentiable) Construct an object extending AbstractRandomVariableDifferentiableFactory with a specific AbstractRandomVariableFactory for the storage of values.

Method Summary

Modifier and Type	Method and Description
RandomVariableDifferentiableInterface	createRandomVariable(double value)
abstract RandomVariableDifferentiableInterface	createRandomVariable(double time, double value)
abstract RandomVariableDifferentiableInterface	createRandomVariable(double time, double[] values)
RandomVariableInterface	createRandomVariableNonDifferentiable(double time, double value)
RandomVariableInterface	createRandomVariableNonDifferentiable(double time, double[] values)

Methods inherited from class java.lang.Object

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

Constructor Detail

AbstractRandomVariableDifferentiableFactory

public AbstractRandomVariableDifferentiableFactory(AbstractRandomVariableFactory randomVariableFactoryForNonDifferentiable)

Construct an object extending AbstractRandomVariableDifferentiableFactory with a specific AbstractRandomVariableFactory for the storage of values.

Parameters:

randomVariableFactoryForNonDifferentiable - Random variable factory to be used for the storage of values.

AbstractRandomVariableDifferentiableFactory

public AbstractRandomVariableDifferentiableFactory()

Method Detail

createRandomVariable

public RandomVariableDifferentiableInterface createRandomVariable(double value)

Overrides:

createRandomVariable in class AbstractRandomVariableFactory

createRandomVariable

public abstract RandomVariableDifferentiableInterface createRandomVariable(double time,
                                                                           double value)

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

createRandomVariable

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

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

createRandomVariableNonDifferentiable

public RandomVariableInterface createRandomVariableNonDifferentiable(double time,
                                                                     double value)

createRandomVariableNonDifferentiable

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