- java.lang.Object
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- net.finmath.montecarlo.AbstractRandomVariableFactory
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- net.finmath.opencl.montecarlo.RandomVariableOpenCLFactory
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- All Implemented Interfaces:
Serializable
,RandomVariableFactory
public class RandomVariableOpenCLFactory extends AbstractRandomVariableFactory implements RandomVariableFactory
RandomVariableFactory creating CUDA random variables (object implementing RandomVariable running on Cuda).- Author:
- Christian Fries
- See Also:
- Serialized Form
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Constructor Summary
Constructors Constructor Description RandomVariableOpenCLFactory()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description RandomVariable
createRandomVariable(double time, double value)
RandomVariable
createRandomVariable(double time, double[] values)
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Methods inherited from class net.finmath.montecarlo.AbstractRandomVariableFactory
createRandomVariable, createRandomVariableArray, createRandomVariableMatrix
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface net.finmath.montecarlo.RandomVariableFactory
createRandomVariable, createRandomVariable, createRandomVariableArray, createRandomVariableMatrix
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Method Detail
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createRandomVariable
public RandomVariable createRandomVariable(double time, double value)
- Specified by:
createRandomVariable
in interfaceRandomVariableFactory
- Specified by:
createRandomVariable
in classAbstractRandomVariableFactory
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createRandomVariable
public RandomVariable createRandomVariable(double time, double[] values)
- Specified by:
createRandomVariable
in interfaceRandomVariableFactory
- Specified by:
createRandomVariable
in classAbstractRandomVariableFactory
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