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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. Contact: [email protected].
 *
 * Created on 09.02.2009
 */
package net.finmath.stochastic;

import java.util.function.DoubleBinaryOperator;
import java.util.function.DoubleUnaryOperator;
import java.util.function.Function;
import java.util.function.IntToDoubleFunction;
import java.util.stream.DoubleStream;

import net.finmath.functions.DoubleTernaryOperator;

/**
 * An implementation of RandomVariableArray implementing an array of RandomVariable objects,
 * implementing the RandomVariable interface.
 *
 * @author Christian Fries
 */
public class RandomVariableArrayImplementation implements RandomVariableArray {

	private static final long serialVersionUID = -5718980901166760522L;

	private final RandomVariable[] elements;

	public static RandomVariableArray of(final RandomVariable[] elements) {
		return new RandomVariableArrayImplementation(elements.clone());
	}

	private RandomVariableArrayImplementation(final RandomVariable[] elements) {
		super();

		if(elements.length == 0) {
			throw new IllegalArgumentException("Empty array.");
		}

		// Ensure that all elements
		final int level = getLevel(elements[0]);
		for(int i=1; i operator) {
		final RandomVariable[] newElments = new RandomVariable[getNumberOfElements()];
		for(int i=1; i() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.apply(operator);
			}
		});
	}

	@Override
	public RandomVariable apply(final DoubleBinaryOperator operator, final RandomVariable argument) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.apply(operator, argument);
			}
		});
	}

	@Override
	public RandomVariable apply(final DoubleTernaryOperator operator, final RandomVariable argument1, final RandomVariable argument2) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.apply(operator, argument1, argument2);
			}
		});
	}

	@Override
	public RandomVariable cap(final double cap) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.cap(cap);
			}
		});
	}

	@Override
	public RandomVariable floor(final double floor) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.floor(floor);
			}
		});
	}

	@Override
	public RandomVariable add(final double value) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.add(value);
			}
		});
	}

	@Override
	public RandomVariable sub(final double value) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.sub(value);
			}
		});
	}

	@Override
	public RandomVariable mult(final double value) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.mult(value);
			}
		});
	}

	@Override
	public RandomVariable div(final double value) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.div(value);
			}
		});
	}

	@Override
	public RandomVariable pow(final double exponent) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.pow(exponent);
			}
		});
	}

	@Override
	public RandomVariable average() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.average();
			}
		});
	}

	@Override
	public RandomVariable squared() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.squared();
			}
		});
	}

	@Override
	public RandomVariable sqrt() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.sqrt();
			}
		});
	}

	@Override
	public RandomVariable exp() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.exp();
			}
		});
	}

	@Override
	public RandomVariable log() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.log();
			}
		});
	}

	@Override
	public RandomVariable sin() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.sin();
			}
		});
	}

	@Override
	public RandomVariable cos() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.cos();
			}
		});
	}

	@Override
	public RandomVariable add(final RandomVariable randomVariable) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.add(randomVariable);
			}
		});
	}

	@Override
	public RandomVariable sub(final RandomVariable randomVariable) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.sub(randomVariable);
			}
		});
	}

	@Override
	public RandomVariable bus(final RandomVariable randomVariable) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.bus(randomVariable);
			}
		});
	}

	@Override
	public RandomVariable mult(final RandomVariable randomVariable) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.mult(randomVariable);
			}
		});
	}

	@Override
	public RandomVariable div(final RandomVariable randomVariable) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.div(randomVariable);
			}
		});
	}

	@Override
	public RandomVariable vid(final RandomVariable randomVariable) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.vid(randomVariable);
			}
		});
	}

	@Override
	public RandomVariable cap(final RandomVariable cap) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.cap(cap);
			}
		});
	}

	@Override
	public RandomVariable floor(final RandomVariable floor) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.cap(floor);
			}
		});
	}

	@Override
	public RandomVariable accrue(final RandomVariable rate, final double periodLength) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.accrue(rate, periodLength);
			}
		});
	}

	@Override
	public RandomVariable discount(final RandomVariable rate, final double periodLength) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.discount(rate, periodLength);
			}
		});
	}

	@Override
	public RandomVariable choose(final RandomVariable valueIfTriggerNonNegative, final RandomVariable valueIfTriggerNegative) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.choose(valueIfTriggerNonNegative, valueIfTriggerNegative);
			}
		});
	}

	@Override
	public RandomVariable invert() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.invert();
			}
		});
	}

	@Override
	public RandomVariable abs() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.abs();
			}
		});
	}

	@Override
	public RandomVariable addProduct(final RandomVariable factor1, final double factor2) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.addProduct(factor1, factor2);
			}
		});
	}

	@Override
	public RandomVariable addProduct(final RandomVariable factor1, final RandomVariable factor2) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.addProduct(factor1, factor2);
			}
		});
	}

	@Override
	public RandomVariable addRatio(final RandomVariable numerator, final RandomVariable denominator) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.addRatio(numerator, denominator);
			}
		});
	}

	@Override
	public RandomVariable subRatio(final RandomVariable numerator, final RandomVariable denominator) {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.subRatio(numerator, denominator);
			}
		});
	}

	@Override
	public RandomVariable isNaN() {
		return map(new Function() {
			@Override
			public RandomVariable apply(final RandomVariable x) {
				return x.isNaN();
			}
		});
	}
}