Package net.finmath.montecarlo

Provides implementation of RandomVariable and RandomVariableFactory.

See: Description

Class Summary

Class	Description
RandomVariableFloatFactory
RandomVariableFromFloatArray	The class RandomVariableFromFloatArray represents a random variable being the evaluation of a stochastic process at a certain time within a Monte-Carlo simulation.

Package net.finmath.montecarlo Description

Provides implementation of RandomVariable and RandomVariableFactory.

Author:

Christian Fries