- java.lang.Object
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- net.finmath.montecarlo.AbstractRandomVariableFactory
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- net.finmath.montecarlo.RandomVariableFromArrayFactory
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- 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
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Constructor Summary
Constructors Constructor Description RandomVariableFromArrayFactory()
RandomVariableFromArrayFactory(boolean isUseDoublePrecisionFloatingPointImplementation)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method 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.String
toString()
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Methods inherited from class net.finmath.montecarlo.AbstractRandomVariableFactory
createRandomVariableArray, createRandomVariableMatrix
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Method Detail
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createRandomVariable
public RandomVariable createRandomVariable(double value)
Description copied from interface:RandomVariableFactory
Create a (deterministic) random variable from a constant.- Specified by:
createRandomVariable
in interfaceRandomVariableFactory
- Overrides:
createRandomVariable
in classAbstractRandomVariableFactory
- Parameters:
value
- A constant value.- Returns:
- The
RandomVariable
.
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createRandomVariable
public RandomVariable createRandomVariable(double time, double value)
Description copied from interface:RandomVariableFactory
Create a (deterministic) random variable from a constant using a specific filtration time.- Specified by:
createRandomVariable
in interfaceRandomVariableFactory
- Specified by:
createRandomVariable
in classAbstractRandomVariableFactory
- Parameters:
time
- The filtration time of the random variable.value
- A constant value.- Returns:
- The
RandomVariable
.
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createRandomVariable
public RandomVariable createRandomVariable(double time, double[] values)
Description copied from interface:RandomVariableFactory
Create a random variable from an array using a specific filtration time.- Specified by:
createRandomVariable
in interfaceRandomVariableFactory
- Specified by:
createRandomVariable
in classAbstractRandomVariableFactory
- Parameters:
time
- The filtration time of the random variable.values
- Array representing values of the random variable at the sample paths.- Returns:
- The
RandomVariable
.
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