Tiny code improvements.
@@ -12,10 +12,12 @@ import java.util.Map;
import org.junit.Test;
import net.finmath.exception.CalculationException;
+import net.finmath.montecarlo.AbstractRandomVariableFactory;
import net.finmath.montecarlo.BrownianMotion;
import net.finmath.montecarlo.RandomVariableFactory;
import net.finmath.montecarlo.assetderivativevaluation.products.BermudanDigitalOption;
import net.finmath.montecarlo.assetderivativevaluation.products.BermudanDigitalOption.ExerciseMethod;
+import net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory;
import net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiableInterface;
import net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAADFactory;
import net.finmath.montecarlo.model.AbstractModel;
@@ -53,7 +55,7 @@ public class MonteCarloBlackScholesModelBermudanDigitalOptionSensitivitiesGraphs
@Test
public void testProductAADSensitivities() throws CalculationException {
- RandomVariableDifferentiableAADFactory randomVariableFactory = new RandomVariableDifferentiableAADFactory(new RandomVariableFactory());
+ AbstractRandomVariableDifferentiableFactory randomVariableFactory = new RandomVariableDifferentiableAADFactory(new RandomVariableFactory());
// Generate independent variables (quantities w.r.t. to which we like to differentiate)
RandomVariableDifferentiableInterface initialValue = randomVariableFactory.createRandomVariable(modelInitialValue);
