net.finmath.montecarlo

Class AbstractRandomVariableFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

All Implemented Interfaces:

Serializable

Direct Known Subclasses:

AbstractRandomVariableDifferentiableFactory, RandomVariableFactory, RandomVariableLazyEvaluationFactory

public abstract class AbstractRandomVariableFactory
extends Object
implements Serializable

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
AbstractRandomVariableFactory()

Method Summary

Modifier and Type	Method and Description
RandomVariable	createRandomVariable(double value)
abstract RandomVariable	createRandomVariable(double time, double value)
abstract RandomVariable	createRandomVariable(double time, double[] values)
RandomVariable[]	createRandomVariableArray(double[] values)
RandomVariable[][]	createRandomVariableMatrix(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 RandomVariable createRandomVariable(double value)

createRandomVariable

public abstract RandomVariable createRandomVariable(double time,
                                                    double value)

createRandomVariable

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

createRandomVariableArray

public RandomVariable[] createRandomVariableArray(double[] values)

createRandomVariableMatrix

public RandomVariable[][] createRandomVariableMatrix(double[][] values)