/*
Copyright (C) 2007 Richard Gomes
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
Copyright (C) 2003, 2004, 2005 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
package org.jquantlib.methods.montecarlo;
import org.jquantlib.math.randomnumbers.InverseCumulative;
import org.jquantlib.math.randomnumbers.RandomNumberGenerator;
/**
* Default Monte Carlo traits for single-variate models
*
* @author Richard Gomes
*/
public class SingleVariate implements Variate {
public SingleVariate() {
if (0==0) throw new UnsupportedOperationException("Work in progress");
}
// FIXME: should not expose fields
// FIXME: adhere to standards
public RNG rng_traits;
// public Path path_type;
//public PathPricer path_pricer_type;
//public InverseCumulativeRsg rsg_type;
//TODO: code review
//public PathGenerator path_generator_type;
// public class PathGenerator RNG extends RandomNumberGenerator, GSG extends RandomSequenceGenerator> { // should be GaussianSequenceGenerator ?
//
// hints for reference
//
// InverseCumulativeRsg
//
//
// public PathGenerator, IC>> path_generator_type;
//
// public class InverseCumulativeRsg>, IC extends InverseCumulative>
// implements UniformSequenceGenerator>> {
//
//
// enum { allowsErrorEstimate = RNG::allowsErrorEstimate };
}
//template
//struct SingleVariate {
// typedef RNG rng_traits;
// typedef Path path_type;
// typedef PathPricer path_pricer_type;
// typedef typename RNG::rsg_type rsg_type;
// typedef PathGenerator path_generator_type;
// enum { allowsErrorEstimate = RNG::allowsErrorEstimate };
//};
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