net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableDifferentiableAADPathwiseFactory Maven / Gradle / Ivy
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 21.06.2017
*/
package net.finmath.montecarlo.automaticdifferentiation.backward.alternative;
import net.finmath.montecarlo.RandomVariableFactory;
import net.finmath.montecarlo.RandomVariableFromDoubleArray;
import net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory;
import net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable;
/**
* @author Christian Fries
*
* @version 1.0
*/
public class RandomVariableDifferentiableAADPathwiseFactory extends AbstractRandomVariableDifferentiableFactory {
/**
*
*/
private static final long serialVersionUID = 178082076449157040L;
/**
*
*/
public RandomVariableDifferentiableAADPathwiseFactory() {
super();
}
/**
* @param randomVariableFactoryForNonDifferentiable Random variable facotory for the underlying values.
*/
public RandomVariableDifferentiableAADPathwiseFactory(final RandomVariableFactory randomVariableFactoryForNonDifferentiable) {
super(randomVariableFactoryForNonDifferentiable);
}
@Override
public RandomVariableDifferentiable createRandomVariable(final double time, final double value) {
return new RandomVariableDifferentiableAADPathwise(new RandomVariableFromDoubleArray(time, value));
}
@Override
public RandomVariableDifferentiable createRandomVariable(final double time, final double[] values) {
return new RandomVariableDifferentiableAADPathwise(new RandomVariableFromDoubleArray(time, values));
}
}