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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 09.02.2004
 */
package net.finmath.montecarlo;

import net.finmath.stochastic.RandomVariable;
import net.finmath.stochastic.Scalar;

/**
 * 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
 * @version 1.0
 */
public class RandomVariableFromArrayFactory extends AbstractRandomVariableFactory {

	private static final long serialVersionUID = 9124600813005863273L;

	private final boolean isUseDoublePrecisionFloatingPointImplementation;

	public RandomVariableFromArrayFactory() {
		super();
		isUseDoublePrecisionFloatingPointImplementation = true;
	}

	public RandomVariableFromArrayFactory(final boolean isUseDoublePrecisionFloatingPointImplementation) {
		super();
		this.isUseDoublePrecisionFloatingPointImplementation = isUseDoublePrecisionFloatingPointImplementation;
	}

	@Override
	public RandomVariable createRandomVariable(final double value) {
		return new Scalar(value);
	}

	@Override
	public RandomVariable createRandomVariable(final double time, final double value) {
		return new Scalar(value);
		/*
		if(isUseDoublePrecisionFloatingPointImplementation) {
			return new RandomVariableFromDoubleArray(time, value);
		} else {
			return new RandomVariableFromFloatArray(time, value);
		}
		 */
	}

	@Override
	public RandomVariable createRandomVariable(final double time, final double[] values) {
		if(isUseDoublePrecisionFloatingPointImplementation) {
			return new RandomVariableFromDoubleArray(time, values);
		} else {
			return new RandomVariableFromFloatArray(time, values);
		}
	}

	@Override
	public String toString() {
		return getClass().getSimpleName() + " [isUseDoublePrecisionFloatingPointImplementation="
				+ isUseDoublePrecisionFloatingPointImplementation + "]";
	}
}