Module net.finmath.lib
Package net.finmath.montecarlo.automaticdifferentiation.backward
package net.finmath.montecarlo.automaticdifferentiation.backward
Provides the implementation of backward automatic differentiation.
- Author:
- Christian Fries
-
Class SummaryClassDescriptionImplementation of
RandomVariableDifferentiableusing the backward algorithmic differentiation (adjoint algorithmic differentiation, AAD). -
Enum Summary