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Enabling finmath-lib to perform Monte-Carlo simulations on the GPGPU using Cuda.
/*
* (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: [email protected].
*
* Created on 21.06.2017
*/
package net.finmath.montecarlo.cuda;
import net.finmath.montecarlo.AbstractRandomVariableFactory;
import net.finmath.montecarlo.RandomVariableFactory;
import net.finmath.stochastic.RandomVariable;
/**
* RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).
*
* @author Christian Fries
*/
public class RandomVariableCudaFactory extends AbstractRandomVariableFactory implements RandomVariableFactory {
private static final long serialVersionUID = 1L;
public RandomVariableCudaFactory() {
super();
}
@Override
public RandomVariable createRandomVariable(final double time, final double value) {
return new RandomVariableCuda(time, value);
}
@Override
public RandomVariable createRandomVariable(final double time, final double[] values) {
return new RandomVariableCuda(time, values);
}
}
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