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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/*
 * (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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