net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableDifferentiableAADStochasticNonOptimizedFactory Maven / Gradle / Ivy
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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (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 RandomVariableDifferentiableAADStochasticNonOptimizedFactory extends AbstractRandomVariableDifferentiableFactory {
/**
*
*/
private static final long serialVersionUID = 2297640879918234200L;
/**
*
*/
public RandomVariableDifferentiableAADStochasticNonOptimizedFactory() {
super();
}
/**
* @param randomVariableFactoryForNonDifferentiable Random variable facotory for the underlying values.
*/
public RandomVariableDifferentiableAADStochasticNonOptimizedFactory(final RandomVariableFactory randomVariableFactoryForNonDifferentiable) {
super(randomVariableFactoryForNonDifferentiable);
}
@Override
public RandomVariableDifferentiable createRandomVariable(final double time, final double value) {
return new RandomVariableDifferentiableAADStochasticNonOptimized(new RandomVariableFromDoubleArray(time, value));
}
@Override
public RandomVariableDifferentiable createRandomVariable(final double time, final double[] values) {
return new RandomVariableDifferentiableAADStochasticNonOptimized(new RandomVariableFromDoubleArray(time, values));
}
}