Package net.finmath.montecarlo.automaticdifferentiation

Provides classes adding automatic differentiation capabilities to objects relying on RandomVariableInterface objects.

See: Description

Interface Summary

Interface	Description
RandomVariableDifferentiableInterface	Interface providing additional methods for random variable implementing RandomVariableInterface allowing automatic differentiation.

Class Summary

Class	Description
AbstractRandomVariableDifferentiableFactory	A random variable factory extending AbstractRandomVariableFactory providing random variables implementing RandomVariableDifferentiableInterface.

Package net.finmath.montecarlo.automaticdifferentiation Description

Provides classes adding automatic differentiation capabilities to objects relying on RandomVariableInterface objects.

Author:

Christian Fries