jar

net.finmath : finmath-lib-automaticdifferentiation-extensions

Maven & Gradle

Jul 21, 2018
17 stars

finmath lib automatic differentiation extensions · Enabling finmath-lib to perform automatic differentiation (e.g. backward automatic differentiation, aka AAD).

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1.0.x
0.9.x
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net.finmath.montecarlo.automaticdifferentiation

├─ net.finmath.montecarlo.automaticdifferentiation.AbstractRandomVariableDifferentiableFactory.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.RandomVariableDifferentiableInterface.class - [JAR]

net.finmath.rootfinder

├─ net.finmath.rootfinder.StochasticNewtonMethod.class - [JAR]

├─ net.finmath.rootfinder.StochasticRootFinder.class - [JAR]

├─ net.finmath.rootfinder.StochasticRootFinderUsingDerivative.class - [JAR]

net.finmath.montecarlo.automaticdifferentiation.backward.alternative

├─ net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableAAD.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableDifferentiableAADPathwise.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableDifferentiableAADPathwiseFactory.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableDifferentiableAADStochasticNonOptimized.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableDifferentiableAADStochasticNonOptimizedFactory.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableUniqueVariable.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.backward.alternative.RandomVariableUniqueVariableFactory.class - [JAR]

net.finmath.montecarlo.automaticdifferentiation.forward

├─ net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableAD.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.forward.RandomVariableDifferentiableADFactory.class - [JAR]

net.finmath.montecarlo.interestrate.products

├─ net.finmath.montecarlo.interestrate.products.SwaptionATM.class - [JAR]

net.finmath.optimizer

├─ net.finmath.optimizer.StochasticLevenbergMarquardtAD.class - [JAR]

├─ net.finmath.optimizer.StochasticOptimizerFactoryLevenbergMarquardtAD.class - [JAR]

├─ net.finmath.optimizer.StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD.class - [JAR]

├─ net.finmath.optimizer.StochasticPathwiseLevenbergMarquardtAD.class - [JAR]

net.finmath.montecarlo.assetderivativevaluation.products

├─ net.finmath.montecarlo.assetderivativevaluation.products.DeltaHedgedPortfolioWithAAD.class - [JAR]

net.finmath.montecarlo.automaticdifferentiation.backward

├─ net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAAD.class - [JAR]

├─ net.finmath.montecarlo.automaticdifferentiation.backward.RandomVariableDifferentiableAADFactory.class - [JAR]