- java.lang.Object
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- net.finmath.montecarlo.AbstractRandomVariableFactory
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- All Implemented Interfaces:
Serializable
,RandomVariableFactory
- Direct Known Subclasses:
AbstractRandomVariableDifferentiableFactory
,RandomVariableFloatFactory
,RandomVariableFromArrayFactory
,RandomVariableLazyEvaluationFactory
public abstract class AbstractRandomVariableFactory extends Object implements Serializable, RandomVariableFactory
- Version:
- 1.0
- Author:
- Christian Fries
- See Also:
- Serialized Form
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Constructor Summary
Constructors Constructor Description AbstractRandomVariableFactory()
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description RandomVariable
createRandomVariable(double value)
Create a (deterministic) random variable from a constant.abstract RandomVariable
createRandomVariable(double time, double value)
Create a (deterministic) random variable from a constant using a specific filtration time.abstract 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.
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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
- Parameters:
value
- A constant value.- Returns:
- The
RandomVariable
.
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createRandomVariable
public abstract 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
- Parameters:
time
- The filtration time of the random variable.value
- A constant value.- Returns:
- The
RandomVariable
.
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createRandomVariable
public abstract 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
- 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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createRandomVariableArray
public RandomVariable[] createRandomVariableArray(double[] values)
Description copied from interface:RandomVariableFactory
Create an array of (deterministic) random variables from an array of constants.- Specified by:
createRandomVariableArray
in interfaceRandomVariableFactory
- Parameters:
values
- Array representing constants.- Returns:
- The
RandomVariable
.
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createRandomVariableMatrix
public RandomVariable[][] createRandomVariableMatrix(double[][] values)
Description copied from interface:RandomVariableFactory
Create a matrix of (deterministic) random variables from an matrix of constants.- Specified by:
createRandomVariableMatrix
in interfaceRandomVariableFactory
- Parameters:
values
- Matrix representing constants.- Returns:
- The
RandomVariable
.
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