Module net.finmath.lib
Interface RandomVariableDifferentiableFactory
-
- All Superinterfaces:
RandomVariableFactory
- All Known Implementing Classes:
AbstractRandomVariableDifferentiableFactory
,RandomVariableDifferentiableAADFactory
,RandomVariableDifferentiableADFactory
public interface RandomVariableDifferentiableFactory extends RandomVariableFactory
A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
. The factory extends thenet.finmath.montecarlo.RandomVariableFactory
, which can be used to allow for dependency injection.- Version:
- 1.0
- Author:
- Christian Fries
- See Also:
RandomVariable
-
-
Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description RandomVariableDifferentiable
createRandomVariable(double value)
Create a (deterministic) random variable from a constant.RandomVariableDifferentiable
createRandomVariable(double time, double value)
Create a (deterministic) random variable form a constant using a specific filtration time.RandomVariableDifferentiable
createRandomVariable(double time, double[] values)
Create a random variable form an array using a specific filtration time.RandomVariable
createRandomVariableNonDifferentiable(double time, double value)
Create a (deterministic) random variable, which is not differentiable, from a constant.RandomVariable
createRandomVariableNonDifferentiable(double time, double[] values)
Create a random variable, which is not differentiable, from an array using a specific filtration time.-
Methods inherited from interface net.finmath.montecarlo.RandomVariableFactory
createRandomVariableArray, createRandomVariableMatrix
-
-
-
-
Method Detail
-
createRandomVariable
RandomVariableDifferentiable createRandomVariable(double value)
Create a (deterministic) random variable from a constant.- Specified by:
createRandomVariable
in interfaceRandomVariableFactory
- Parameters:
value
- A constant value.- Returns:
- The
RandomVariableDifferentiable
.
-
createRandomVariable
RandomVariableDifferentiable createRandomVariable(double time, double value)
Create a (deterministic) random variable form 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
RandomVariableDifferentiable
.
-
createRandomVariable
RandomVariableDifferentiable createRandomVariable(double time, double[] values)
Create a random variable form 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
RandomVariableDifferentiable
.
-
createRandomVariableNonDifferentiable
RandomVariable createRandomVariableNonDifferentiable(double time, double value)
Create a (deterministic) random variable, which is not differentiable, from a constant.- Parameters:
value
- A constant value.time
- The filtration time of the random variable.- Returns:
- The
RandomVariable
.
-
createRandomVariableNonDifferentiable
RandomVariable createRandomVariableNonDifferentiable(double time, double[] values)
Create a random variable, which is not differentiable, 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
.
-
-