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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;

/**
 * A factory (helper class) to create random variables.
 * 
 * By changing the factory implementation used, you can (more or less globally)
 * change which implementation of random variable is used.
 *
 * @author Christian Fries
 */
public class RandomVariableFactory extends AbstractRandomVariableFactory {

    @Override
    public RandomVariableInterface createRandomVariable(double time, double value) {
        return new RandomVariable(time, value);
    }

    @Override
    public RandomVariableInterface createRandomVariable(double time, double[] values) {
        return new RandomVariable(time, values);
    }
}