net.finmath.montecarlo.AbstractRandomVariableFactory Maven / Gradle / Ivy
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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (c) Copyright Christian P. Fries, Germany. All rights reserved. Contact: [email protected].
*
* Created on 09.02.2004
*/
package net.finmath.montecarlo;
import net.finmath.stochastic.RandomVariableInterface;
/**
*
* @author Christian Fries
*/
public abstract class AbstractRandomVariableFactory {
public RandomVariableInterface createRandomVariable(double value) {
return createRandomVariable(-Double.MAX_VALUE, value);
}
public abstract RandomVariableInterface createRandomVariable(double time, double value);
public abstract RandomVariableInterface createRandomVariable(double time, double[] values);
}
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