Module net.finmath.lib
Package net.finmath.montecarlo.automaticdifferentiation.backward
package net.finmath.montecarlo.automaticdifferentiation.backward
Provides the implementation of backward automatic differentiation.
- Author:
- Christian Fries
-
ClassDescriptionImplementation of
RandomVariableDifferentiable
using the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).