Module RustQuant::autodiff

Parent module containing: automatic differentation modules.

Re-exports

• pub use crate::autodiff::gradient::*;
• pub use crate::autodiff::overload::*;
• pub use crate::autodiff::tape::*;
• pub use crate::autodiff::variable::*;

Modules

• gradient
  Submodule of autodiff: implements the gradient computation. This module contains the Gradient trait. Each implementation of wrt returns the chosen partial derivatives.
• overload
  Submodule of autodiff: implements operator/function overloading. This module contains the overloaded operators and primitive functions. Operations such as + and * are redefined, along with primitive functions such as sin, exp, and log.
• tape
  Submodule of autodiff: implements the Tape (Wengert List). This module contains the implementation of the Tape. The tape is also known as a Wengert List.
• variable
  Submodule of autodiff: implements Variables for autodiff. This module contains the implementation of the Variable structure.