net.finmath.montecarlo

Class RandomVariableFromArrayFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

net.finmath.montecarlo.RandomVariableFromArrayFactory

All Implemented Interfaces:

Serializable, RandomVariableFactory

public class RandomVariableFromArrayFactory
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.

Version:

1.0

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
RandomVariableFromArrayFactory()
RandomVariableFromArrayFactory(boolean isUseDoublePrecisionFloatingPointImplementation)

Method Summary

Modifier and Type	Method and Description
RandomVariable	createRandomVariable(double value) Create a (deterministic) random variable form a constant.
RandomVariable	createRandomVariable(double time, double value) Create a (deterministic) random variable form a constant using a specific filtration time.
RandomVariable	createRandomVariable(double time, double[] values) Create a random variable form an array using a specific filtration time.

Methods inherited from class net.finmath.montecarlo.AbstractRandomVariableFactory

createRandomVariableArray, createRandomVariableMatrix

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomVariableFromArrayFactory

public RandomVariableFromArrayFactory()

RandomVariableFromArrayFactory

public RandomVariableFromArrayFactory(boolean isUseDoublePrecisionFloatingPointImplementation)

Method Detail

createRandomVariable

public RandomVariable createRandomVariable(double value)

Description copied from interface: RandomVariableFactory

Create a (deterministic) random variable form a constant.

Specified by:

createRandomVariable in interface RandomVariableFactory

Overrides:

createRandomVariable in class AbstractRandomVariableFactory

Parameters:

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

public RandomVariable createRandomVariable(double time,
                                           double value)

Description copied from interface: RandomVariableFactory

Create a (deterministic) random variable form a constant using a specific filtration time.

Specified by:

createRandomVariable in interface RandomVariableFactory

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

Parameters:

time - The filtration time of the random variable.

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

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

Description copied from interface: RandomVariableFactory

Create a random variable form an array using a specific filtration time.

Specified by:

createRandomVariable in interface RandomVariableFactory

Specified by:

createRandomVariable in class AbstractRandomVariableFactory

Parameters:

time - The filtration time of the random variable.

values - Array representing values of the random variable at the sample paths.

Returns:

The RandomVariable.