Uses of Package
net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities

Packages that use net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities

Package	Description
net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities	Provides method to obtain robust and fast forward sensitivites and hedge ratios.
net.finmath.montecarlo.interestrate.products	Provides classes which implement financial products which may be valued using a net.finmath.montecarlo.interestrate.LIBORModelMonteCarloSimulationModel.

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

Class	Description
ForwardSensitivities.ProjectedHedgeRatioResult	Result container for a reduced stochastic hedge-ratio calculation.
ForwardSensitivities.ReductionMethod	The reduced coefficient criterion used to determine the basis coefficients.

Classes in net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities used by net.finmath.montecarlo.interestrate.products

Class	Description
ForwardSensitivities.ProjectedHedgeRatioResult	Result container for a reduced stochastic hedge-ratio calculation.
ForwardSensitivities.ReductionMethod	The reduced coefficient criterion used to determine the basis coefficients.