Module net.finmath.lib
Package net.finmath.montecarlo.automaticdifferentiation
Provides classes adding automatic differentiation capabilities to objects relying on RandomVariable objects.
- Author:
- Christian Fries
-
Interface Summary Interface Description IndependentModelParameterProvider Interface implemented by model which can provide their independent model parameters.RandomVariableDifferentiable Interface providing additional methods for random variable implementingRandomVariable
allowing automatic differentiation.RandomVariableDifferentiableFactory A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
. -
Class Summary Class Description AbstractRandomVariableDifferentiableFactory A random variable factory extendingAbstractRandomVariableFactory
providing random variables implementingRandomVariableDifferentiable
.