Uses of Class
net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities.ForwardSensitivities.Timings
Packages that use ForwardSensitivities.Timings
Package
Description
Provides method to obtain robust and fast forward sensitivites and hedge ratios.
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Uses of ForwardSensitivities.Timings in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities
Methods in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities that return ForwardSensitivities.TimingsConstructors in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities with parameters of type ForwardSensitivities.TimingsModifierConstructorDescriptionProjectedHedgeRatioResult(RandomVariable[] hedgeRatios, double[][] coefficients, double[][] reducedMatrix, double[] reducedRhs, List<String> riskFactorNames, ForwardSensitivities.ReductionMethod reductionMethod, ForwardSensitivities.Timings timings)