Uses of Interface
net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable

Packages that use RandomVariableDifferentiable

Package	Description
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 RandomVariableDifferentiable in net.finmath.montecarlo.automaticdifferentiation

Methods in net.finmath.montecarlo.automaticdifferentiation that return RandomVariableDifferentiable

Modifier and Type	Method	Description
RandomVariableDifferentiable	AbstractRandomVariableDifferentiableFactory.createRandomVariable(double value)
abstract RandomVariableDifferentiable	AbstractRandomVariableDifferentiableFactory.createRandomVariable(double time, double value)
abstract RandomVariableDifferentiable	AbstractRandomVariableDifferentiableFactory.createRandomVariable(double time, double[] values)
RandomVariableDifferentiable	RandomVariableDifferentiableFactory.createRandomVariable(double value)	Create a (deterministic) random variable from a constant.
RandomVariableDifferentiable	RandomVariableDifferentiableFactory.createRandomVariable(double time, double value)	Create a (deterministic) random variable form a constant using a specific filtration time.
RandomVariableDifferentiable	RandomVariableDifferentiableFactory.createRandomVariable(double time, double[] values)	Create a random variable form an array using a specific filtration time.
default RandomVariableDifferentiable	RandomVariableDifferentiable.getCloneIndependent()	Returns a clone of this differentiable random variable with a new ID.

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

Classes in net.finmath.montecarlo.automaticdifferentiation.backward that implement RandomVariableDifferentiable

Modifier and Type	Class	Description
class	RandomVariableDifferentiableAAD	Implementation of RandomVariableDifferentiable using the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).

Methods in net.finmath.montecarlo.automaticdifferentiation.backward that return RandomVariableDifferentiable

Modifier and Type	Method	Description
RandomVariableDifferentiable	RandomVariableDifferentiableAADFactory.createRandomVariable(double time, double value)
RandomVariableDifferentiable	RandomVariableDifferentiableAADFactory.createRandomVariable(double time, double[] values)
RandomVariableDifferentiable	RandomVariableDifferentiableAAD.getCloneIndependent()

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

Classes in net.finmath.montecarlo.automaticdifferentiation.forward that implement RandomVariableDifferentiable

Modifier and Type	Class	Description
class	RandomVariableDifferentiableAD	Implementation of RandomVariableDifferentiable using the forward algorithmic differentiation (AD).

Methods in net.finmath.montecarlo.automaticdifferentiation.forward that return RandomVariableDifferentiable

Modifier and Type	Method	Description
RandomVariableDifferentiable	RandomVariableDifferentiableADFactory.createRandomVariable(double time, double value)
RandomVariableDifferentiable	RandomVariableDifferentiableADFactory.createRandomVariable(double time, double[] values)