Uses of Class
net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableUniqueVariable
Packages that use RandomVariableUniqueVariable
Package
Description
Provides alternative implementation of backward automatic differentiation.
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Uses of RandomVariableUniqueVariable in net.finmath.montecarlo.automaticdifferentiation.backward.alternative
Method parameters in net.finmath.montecarlo.automaticdifferentiation.backward.alternative with type arguments of type RandomVariableUniqueVariableModifier and TypeMethodDescriptionRandomVariableUniqueVariableFactory.createRandomVariable(RandomVariable randomvariable, boolean isConstant, ArrayList<RandomVariableUniqueVariable> parentVariables, RandomVariableUniqueVariable.OperatorType parentOperatorType) Add an object ofRandomVariableto variable list at the index of the current ID and rises the current ID to the next one.Constructor parameters in net.finmath.montecarlo.automaticdifferentiation.backward.alternative with type arguments of type RandomVariableUniqueVariableModifierConstructorDescriptionRandomVariableUniqueVariable(double time, double[] values, boolean isConstant, ArrayList<RandomVariableUniqueVariable> parentVariables, RandomVariableUniqueVariable.OperatorType parentOperatorType) RandomVariableUniqueVariable(int variableID, boolean isConstant, ArrayList<RandomVariableUniqueVariable> parentVariables, RandomVariableUniqueVariable.OperatorType parentOperatorType) Do not use this constructor on its own. It is thought only to be use by theRandomVariableUniqueVariableFactory!RandomVariableUniqueVariable(RandomVariable randomVariable, boolean isConstant, ArrayList<RandomVariableUniqueVariable> parentVariables, RandomVariableUniqueVariable.OperatorType parentOperatorType)