Uses of Class
net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD
Package | Description |
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net.finmath.montecarlo.automaticdifferentiation.backward |
Provides the implementation of backward automatic differentiation.
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Uses of RandomVariableDifferentiableAAD in net.finmath.montecarlo.automaticdifferentiation.backward
Methods in net.finmath.montecarlo.automaticdifferentiation.backward that return RandomVariableDifferentiableAAD Modifier and Type Method Description static RandomVariableDifferentiableAAD
RandomVariableDifferentiableAAD. of(double value)
static RandomVariableDifferentiableAAD
RandomVariableDifferentiableAAD. of(RandomVariable randomVariable)