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