net.finmath.montecarlo

Interface RandomVariableFactory

All Known Subinterfaces:

RandomVariableDifferentiableFactory

All Known Implementing Classes:

AbstractRandomVariableDifferentiableFactory, AbstractRandomVariableFactory, RandomVariableDifferentiableAADFactory, RandomVariableDifferentiableADFactory, RandomVariableFloatFactory, RandomVariableFromArrayFactory, RandomVariableLazyEvaluationFactory

public interface RandomVariableFactory

A factory for creating objects implementing net.finmath.stochastic.RandomVariable. Use this interface in your implementations to allow dependency injection, i.e. to allow the use of different implementations of net.finmath.stochastic.RandomVariable whenever random variables need to be constructed.

Version:

1.0

Author:

Christian Fries

See Also:

RandomVariable

Method Summary

Modifier and Type	Method and Description
RandomVariable	createRandomVariable(double value) Create a (deterministic) random variable from a constant.
RandomVariable	createRandomVariable(double time, double value) Create a (deterministic) random variable from a constant using a specific filtration time.
RandomVariable	createRandomVariable(double time, double[] values) Create a random variable from an array using a specific filtration time.
RandomVariable[]	createRandomVariableArray(double[] values) Create an array of (deterministic) random variables from an array of constants.
RandomVariable[][]	createRandomVariableMatrix(double[][] values) Create a matrix of (deterministic) random variables from an matrix of constants.

Method Detail

createRandomVariable

RandomVariable createRandomVariable(double value)

Create a (deterministic) random variable from a constant.

Parameters:

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

RandomVariable createRandomVariable(double time,
                                    double value)

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

Parameters:

time - The filtration time of the random variable.

value - A constant value.

Returns:

The RandomVariable.

createRandomVariable

RandomVariable createRandomVariable(double time,
                                    double[] values)

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

Parameters:

time - The filtration time of the random variable.

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

Returns:

The RandomVariable.

createRandomVariableArray

RandomVariable[] createRandomVariableArray(double[] values)

Create an array of (deterministic) random variables from an array of constants.

Parameters:

values - Array representing constants.

Returns:

The RandomVariable.

createRandomVariableMatrix

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

Create a matrix of (deterministic) random variables from an matrix of constants.

Parameters:

values - Matrix representing constants.

Returns:

The RandomVariable.