| Package | Description |
|---|---|
| net.finmath.montecarlo.automaticdifferentiation.backward |
Provides the implementation of backward automatic differentiation.
|
| Class and Description |
|---|
| RandomVariableDifferentiableAAD
Implementation of
RandomVariableDifferentiable using
the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD). |
| RandomVariableDifferentiableAADFactory |
| RandomVariableDifferentiableAADFactory.DiracDeltaApproximationMethod |
Copyright © 2019. All rights reserved.