Uses of Package
net.finmath.montecarlo.automaticdifferentiation
Packages that use 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.-
Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiationClassDescriptionInterface 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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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation.backwardClassDescriptionA 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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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation.forwardClassDescriptionA 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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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.hybridassetinterestrateClassDescriptionInterface implemented by model which can provide their independent model parameters.
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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.interestrateClassDescriptionInterface implemented by model which can provide their independent model parameters.
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Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.interestrate.modelsClassDescriptionInterface implemented by model which can provide their independent model parameters.