Uses of Class
net.finmath.montecarlo.AbstractRandomVariableFactory

Packages that use AbstractRandomVariableFactory

Package	Description
net.finmath.montecarlo	Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
net.finmath.montecarlo.automaticdifferentiation	Provides classes adding automatic differentiation capabilities to objects relying on RandomVariable 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 AbstractRandomVariableFactory in net.finmath.montecarlo

Subclasses of AbstractRandomVariableFactory in net.finmath.montecarlo

Modifier and Type	Class	Description
class	RandomVariableFloatFactory
class	RandomVariableFromArrayFactory	A factory (helper class) to create random variables.
class	RandomVariableLazyEvaluationFactory

Uses of AbstractRandomVariableFactory in net.finmath.montecarlo.automaticdifferentiation

Subclasses of AbstractRandomVariableFactory in net.finmath.montecarlo.automaticdifferentiation

Modifier and Type	Class	Description
class	AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiable.

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

Subclasses of AbstractRandomVariableFactory in net.finmath.montecarlo.automaticdifferentiation.backward

Modifier and Type	Class	Description
class	RandomVariableDifferentiableAADFactory

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

Subclasses of AbstractRandomVariableFactory in net.finmath.montecarlo.automaticdifferentiation.forward

Modifier and Type	Class	Description
class	RandomVariableDifferentiableADFactory