Package net.finmath.montecarlo.automaticdifferentiation

Provides classes adding automatic differentiation capabilities to objects relying on RandomVariable objects.

See: Description

Interface Summary

Interface	Description
IndependentModelParameterProvider	Interface implemented by model which can provide their independent model parameters.
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.

Class Summary

Class	Description
AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiable.

Package net.finmath.montecarlo.automaticdifferentiation Description

Provides classes adding automatic differentiation capabilities to objects relying on RandomVariable objects.

Author:

Christian Fries