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. by extending AbstractProcessModel.

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

Class and Description
RandomVariableDifferentiable Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.

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

Class and 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.

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

Class and 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.

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

Class and 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 and 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 and Description
IndependentModelParameterProvider Interface implemented by model which can provide their independent model parameters.