Uses of Interface
net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiableInterface

Packages that use RandomVariableDifferentiableInterface

Package	Description
net.finmath.montecarlo.automaticdifferentiation	Provides classes adding automatic differentiation capabilities to objects relying on RandomVariableInterface objects.
net.finmath.montecarlo.automaticdifferentiation.backward	Provides the implementation of backward automatic differentiation.
net.finmath.montecarlo.automaticdifferentiation.forward	Provides the implementation of forward automatic differentiation.

Uses of RandomVariableDifferentiableInterface in net.finmath.montecarlo.automaticdifferentiation

Methods in net.finmath.montecarlo.automaticdifferentiation that return RandomVariableDifferentiableInterface

Modifier and Type	Method and Description
RandomVariableDifferentiableInterface	AbstractRandomVariableDifferentiableFactory.createRandomVariable(double value)
abstract RandomVariableDifferentiableInterface	AbstractRandomVariableDifferentiableFactory.createRandomVariable(double time, double value)
abstract RandomVariableDifferentiableInterface	AbstractRandomVariableDifferentiableFactory.createRandomVariable(double time, double[] values)
default RandomVariableDifferentiableInterface	RandomVariableDifferentiableInterface.getCloneIndependent() Returns a clone of this differentiable random variable with a new ID.

Uses of RandomVariableDifferentiableInterface in net.finmath.montecarlo.automaticdifferentiation.backward

Classes in net.finmath.montecarlo.automaticdifferentiation.backward that implement RandomVariableDifferentiableInterface

Modifier and Type	Class and Description
class	RandomVariableDifferentiableAAD Implementation of RandomVariableDifferentiableInterface using the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).

Methods in net.finmath.montecarlo.automaticdifferentiation.backward that return RandomVariableDifferentiableInterface

Modifier and Type	Method and Description
RandomVariableDifferentiableInterface	RandomVariableDifferentiableAADFactory.createRandomVariable(double time, double value)
RandomVariableDifferentiableInterface	RandomVariableDifferentiableAADFactory.createRandomVariable(double time, double[] values)
RandomVariableDifferentiableInterface	RandomVariableDifferentiableAAD.getCloneIndependent()

Uses of RandomVariableDifferentiableInterface in net.finmath.montecarlo.automaticdifferentiation.forward

Classes in net.finmath.montecarlo.automaticdifferentiation.forward that implement RandomVariableDifferentiableInterface

Modifier and Type	Class and Description
class	RandomVariableDifferentiableAD Implementation of RandomVariableDifferentiableInterface using the forward algorithmic differentiation (AD).

Methods in net.finmath.montecarlo.automaticdifferentiation.forward that return RandomVariableDifferentiableInterface

Modifier and Type	Method and Description
RandomVariableDifferentiableInterface	RandomVariableDifferentiableADFactory.createRandomVariable(double time, double value)
RandomVariableDifferentiableInterface	RandomVariableDifferentiableADFactory.createRandomVariable(double time, double[] values)