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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 21.10.2007
* Created on 02.02.2014
*/
package net.finmath.stochastic;
import java.util.Objects;
import java.util.function.Function;
import java.util.function.UnaryOperator;
/**
* @author Chrisitan Fries
*/
@FunctionalInterface
public interface RandomOperator extends UnaryOperator {
/**
* Applies this function to the given argument.
*
* @param value the function argument
* @return the function result
*/
@Override
RandomVariable apply(RandomVariable value);
/**
* Returns a composed function that first applies the {@code before}
* function to its input, and then applies this function to the result.
* If evaluation of either function throws an exception, it is relayed to
* the caller of the composed function.
*
* @param before the function to apply before this function is applied
* @return a composed function that first applies the {@code before}
* function and then applies this function
* @throws NullPointerException if before is null
*
* @see #andThen(Function)
*/
default RandomOperator compose(RandomOperator before) {
Objects.requireNonNull(before);
return v -> apply(before.apply(v));
}
/**
* Returns a composed function that first applies this function to
* its input, and then applies the {@code after} function to the result.
* If evaluation of either function throws an exception, it is relayed to
* the caller of the composed function.
*
* @param after the function to apply after this function is applied
* @return a composed function that first applies this function and then
* applies the {@code after} function
* @throws NullPointerException if after is null
*
* @see #compose(Function)
*/
default RandomOperator andThen(RandomOperator after) {
Objects.requireNonNull(after);
return t -> after.apply(apply(t));
}
/**
* Returns a function that always returns its input argument.
*
* @return a function that always returns its input argument
*/
static RandomOperator identity() {
return t -> t;
}
}