| Package | Description |
|---|---|
| net.finmath.montecarlo.automaticdifferentiation.backward |
Provides the implementation of backward automatic differentiation.
|
| Modifier and Type | Method and Description |
|---|---|
RandomVariableDifferentiableAADFactory |
RandomVariableDifferentiableAAD.getFactory() |
| Constructor and Description |
|---|
RandomVariableDifferentiableAAD(RandomVariableInterface values,
List<RandomVariableInterface> arguments,
ConditionalExpectationEstimatorInterface estimator,
net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.OperatorType operator,
RandomVariableDifferentiableAADFactory factory) |
RandomVariableDifferentiableAAD(RandomVariableInterface values,
RandomVariableDifferentiableAADFactory factory) |
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