Module net.finmath.lib
Package net.finmath.montecarlo.automaticdifferentiation.backward
Provides the implementation of backward automatic differentiation.
- Author:
- Christian Fries
-
Class Summary Class Description RandomVariableDifferentiableAAD Implementation ofRandomVariableDifferentiableusing the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).RandomVariableDifferentiableAADFactory -
Enum Summary Enum Description RandomVariableDifferentiableAADFactory.DiracDeltaApproximationMethod