Uses of Interface
net.finmath.functions.DoubleTernaryOperator
Packages that use DoubleTernaryOperator
Package
Description
Provides basic interfaces and classes used in Monte-Carlo models (like LIBOR market model or Monte-Carlo simulation
of a Black-Scholes model), e.g., the Monte-Carlo random variable and the Brownian motion.
Provides the implementation of backward automatic differentiation.
Provides alternative implementation of backward automatic differentiation.
Provides the implementation of forward automatic differentiation.
Interfaces specifying operations on random variables.
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Uses of DoubleTernaryOperator in net.finmath.montecarlo
Methods in net.finmath.montecarlo with parameters of type DoubleTernaryOperatorModifier and TypeMethodDescriptionRandomVariableFromDoubleArray.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) RandomVariableFromFloatArray.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) RandomVariableLazyEvaluation.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) -
Uses of DoubleTernaryOperator in net.finmath.montecarlo.automaticdifferentiation.backward
Methods in net.finmath.montecarlo.automaticdifferentiation.backward with parameters of type DoubleTernaryOperatorModifier and TypeMethodDescriptionRandomVariableDifferentiableAAD.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) -
Uses of DoubleTernaryOperator in net.finmath.montecarlo.automaticdifferentiation.backward.alternative
Methods in net.finmath.montecarlo.automaticdifferentiation.backward.alternative with parameters of type DoubleTernaryOperatorModifier and TypeMethodDescriptionRandomVariableAAD.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) RandomVariableDifferentiableAADPathwise.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) RandomVariableDifferentiableAADStochasticNonOptimized.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) RandomVariableUniqueVariable.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) -
Uses of DoubleTernaryOperator in net.finmath.montecarlo.automaticdifferentiation.forward
Methods in net.finmath.montecarlo.automaticdifferentiation.forward with parameters of type DoubleTernaryOperatorModifier and TypeMethodDescriptionRandomVariableDifferentiableAD.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) -
Uses of DoubleTernaryOperator in net.finmath.stochastic
Methods in net.finmath.stochastic with parameters of type DoubleTernaryOperatorModifier and TypeMethodDescriptionRandomVariable.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) Applies x → operator(x,y,z) to this random variable, where x is this random variable and y and z are given random variable.RandomVariableArrayImplementation.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2) Scalar.apply
(DoubleTernaryOperator operator, RandomVariable argument1, RandomVariable argument2)