Uses of Package
net.finmath.montecarlo.automaticdifferentiation
Package
Description
Provides classes adding automatic differentiation capabilities to objects relying on RandomVariable objects.
Provides the implementation of backward automatic differentiation.
Provides the implementation of forward automatic differentiation.
Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
Provides interfaces and classes needed to generate interest rate models model (using numerical
algorithms from
net.finmath.montecarlo.process
.Interest rate models implementing
ProcessModel
e.g.-
ClassDescriptionInterface providing additional methods for random variable implementing
RandomVariable
allowing automatic differentiation.A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
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ClassDescriptionA random variable factory extending
AbstractRandomVariableFactory
providing random variables implementingRandomVariableDifferentiable
.Interface providing additional methods for random variable implementingRandomVariable
allowing automatic differentiation.A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
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ClassDescriptionA random variable factory extending
AbstractRandomVariableFactory
providing random variables implementingRandomVariableDifferentiable
.Interface providing additional methods for random variable implementingRandomVariable
allowing automatic differentiation.A factory for creating objects implementingnet.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable
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ClassDescriptionInterface implemented by model which can provide their independent model parameters.
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ClassDescriptionInterface implemented by model which can provide their independent model parameters.
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ClassDescriptionInterface implemented by model which can provide their independent model parameters.