Package net.finmath.montecarlo.automaticdifferentiation.backward

Provides the implementation of backward automatic differentiation.

See: Description

Class Summary

Class	Description
RandomVariableDifferentiableAAD	Implementation of RandomVariableDifferentiable using the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD).
RandomVariableDifferentiableAADFactory

Enum Summary

Enum	Description
RandomVariableDifferentiableAADFactory.DiracDeltaApproximationMethod

Package net.finmath.montecarlo.automaticdifferentiation.backward Description

Provides the implementation of backward automatic differentiation.

Author:

Christian Fries