Uses of Package
net.finmath.montecarlo.automaticdifferentiation

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 from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g.

Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation

Class	Description
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.
RandomVariableDifferentiableFactory	A factory for creating objects implementing net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable.

Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation.backward

Class	Description
AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiable.
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.
RandomVariableDifferentiableFactory	A factory for creating objects implementing net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable.

Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation.forward

Class	Description
AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiable.
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.
RandomVariableDifferentiableFactory	A factory for creating objects implementing net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable.

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.