Uses of Package
net.finmath.montecarlo.automaticdifferentiation
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Packages that use net.finmath.montecarlo.automaticdifferentiation 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.net.finmath.montecarlo.hybridassetinterestrate Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.net.finmath.montecarlo.interestrate Provides classes needed to generate a LIBOR market model (using numerical algorithms fromnet.finmath.montecarlo.process
.net.finmath.montecarlo.interestrate.models Interest rate models implementingProcessModel
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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation Class Description RandomVariableDifferentiable Interface providing additional methods for random variable implementingRandomVariable
allowing automatic differentiation.RandomVariableDifferentiableFactory A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation.backward Class Description AbstractRandomVariableDifferentiableFactory A random variable factory extendingAbstractRandomVariableFactory
providing random variables implementingRandomVariableDifferentiable
.RandomVariableDifferentiable Interface providing additional methods for random variable implementingRandomVariable
allowing automatic differentiation.RandomVariableDifferentiableFactory A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation.forward Class Description AbstractRandomVariableDifferentiableFactory A random variable factory extendingAbstractRandomVariableFactory
providing random variables implementingRandomVariableDifferentiable
.RandomVariableDifferentiable Interface providing additional methods for random variable implementingRandomVariable
allowing automatic differentiation.RandomVariableDifferentiableFactory A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.hybridassetinterestrate Class Description IndependentModelParameterProvider Interface implemented by model which can provide their independent model parameters. -
Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.interestrate Class Description IndependentModelParameterProvider Interface implemented by model which can provide their independent model parameters. -
Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.interestrate.models Class Description IndependentModelParameterProvider Interface implemented by model which can provide their independent model parameters.