net.finmath.montecarlo.automaticdifferentiation.forward

Class RandomVariableDifferentiableADFactory

java.lang.Object

net.finmath.montecarlo.AbstractRandomVariableFactory

net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory

net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableADFactory

All Implemented Interfaces:

Serializable

public class RandomVariableDifferentiableADFactory
extends AbstractRandomVariableDifferentiableFactory

Author:

Christian Fries

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
RandomVariableDifferentiableADFactory()
RandomVariableDifferentiableADFactory(AbstractRandomVariableFactory randomVariableFactoryForNonDifferentiable)

Method Summary

Modifier and Type	Method and Description
RandomVariableDifferentiableInterface	createRandomVariable(double time, double value)
RandomVariableDifferentiableInterface	createRandomVariable(double time, double[] values)

Methods inherited from class net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory

createRandomVariable, createRandomVariableNonDifferentiable, createRandomVariableNonDifferentiable

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomVariableDifferentiableADFactory

public RandomVariableDifferentiableADFactory()

RandomVariableDifferentiableADFactory

public RandomVariableDifferentiableADFactory(AbstractRandomVariableFactory randomVariableFactoryForNonDifferentiable)

Parameters:

randomVariableFactoryForNonDifferentiable - Random variable facotory for the underlying values.

Method Detail

createRandomVariable

public RandomVariableDifferentiableInterface createRandomVariable(double time,
                                                                  double value)

Specified by:

createRandomVariable in class AbstractRandomVariableDifferentiableFactory

createRandomVariable

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

Specified by:

createRandomVariable in class AbstractRandomVariableDifferentiableFactory