Uses of Package
net.finmath.montecarlo.automaticdifferentiation

Packages that use net.finmath.montecarlo.automaticdifferentiation

Package	Description
net.finmath.montecarlo.automaticdifferentiation	Provides classes adding automatic differentiation capabilities to objects relying on RandomVariable objects.
net.finmath.montecarlo.automaticdifferentiation.backward	Provides the implementation of backward automatic differentiation.
net.finmath.montecarlo.automaticdifferentiation.backward.alternative	Provides alternative implementation of backward automatic differentiation.
net.finmath.montecarlo.automaticdifferentiation.forward	Provides the implementation of forward automatic differentiation.
net.finmath.montecarlo.automaticdifferentiation.forwardsensitivities	Provides method to obtain robust and fast forward sensitivites and hedge ratios.
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.interestrate	Provides interfaces and classes needed to generate interest rate models model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.models	Interest rate models implementing ProcessModel e.g. by extending AbstractProcessModel.

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

Class	Description
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.
RandomVariableDifferentiableFactory	A factory for creating objects implementing net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable.

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

Class	Description
AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiable.
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.
RandomVariableDifferentiableFactory	A factory for creating objects implementing net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable.

Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.automaticdifferentiation.backward.alternative

Class	Description
AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiable.
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.
RandomVariableDifferentiableFactory	A factory for creating objects implementing net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable.

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

Class	Description
AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiable.
RandomVariableDifferentiable	Interface providing additional methods for random variable implementing RandomVariable allowing automatic differentiation.
RandomVariableDifferentiableFactory	A factory for creating objects implementing net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiable.

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

Class	Description
IndependentModelParameterProvider	Interface implemented by model which can provide their independent model parameters.

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

Class	Description
IndependentModelParameterProvider	Interface implemented by model which can provide their independent model parameters.

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

Class	Description
IndependentModelParameterProvider	Interface implemented by model which can provide their independent model parameters.

Classes in net.finmath.montecarlo.automaticdifferentiation used by net.finmath.montecarlo.interestrate.models

Class	Description
IndependentModelParameterProvider	Interface implemented by model which can provide their independent model parameters.