Uses of Package
net.finmath.montecarlo.automaticdifferentiation.backward
Package | Description |
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net.finmath.montecarlo.automaticdifferentiation.backward |
Provides the implementation of backward automatic differentiation.
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Classes in net.finmath.montecarlo.automaticdifferentiation.backward used by net.finmath.montecarlo.automaticdifferentiation.backward Class Description RandomVariableDifferentiableAAD Implementation ofRandomVariableDifferentiable
using the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).RandomVariableDifferentiableAADFactory RandomVariableDifferentiableAADFactory.DiracDeltaApproximationMethod