Uses of Class
net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAADFactory
| Package | Description |
|---|---|
| net.finmath.montecarlo.automaticdifferentiation.backward |
Provides the implementation of backward automatic differentiation.
|
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Uses of RandomVariableDifferentiableAADFactory in net.finmath.montecarlo.automaticdifferentiation.backward
Methods in net.finmath.montecarlo.automaticdifferentiation.backward that return RandomVariableDifferentiableAADFactory Modifier and Type Method Description RandomVariableDifferentiableAADFactoryRandomVariableDifferentiableAAD. getFactory()Constructors in net.finmath.montecarlo.automaticdifferentiation.backward with parameters of type RandomVariableDifferentiableAADFactory Constructor Description RandomVariableDifferentiableAAD(RandomVariable values, List<net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorTreeNode> argumentOperatorTreeNodes, List<RandomVariable> argumentValues, ConditionalExpectationEstimator estimator, net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorType operator, RandomVariableDifferentiableAADFactory factory, int methodArgumentTypePriority)RandomVariableDifferentiableAAD(RandomVariable values, List<RandomVariable> arguments, ConditionalExpectationEstimator estimator, net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorType operator, RandomVariableDifferentiableAADFactory factory)RandomVariableDifferentiableAAD(RandomVariable values, List<RandomVariable> arguments, ConditionalExpectationEstimator estimator, net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorType operator, RandomVariableDifferentiableAADFactory factory, int methodArgumentTypePriority)RandomVariableDifferentiableAAD(RandomVariable values, RandomVariableDifferentiableAADFactory factory)