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finmath / finmath-lib

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Apache License 2.0
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RandomVariableDifferentiableAAD.getPartialDerivative #61

Closed VEichel closed 5 years ago

VEichel commented 5 years ago

takes argumentIndex as Input now. So that the ID is correct when the same RandomVariable is twice in one OperatorNode.

cfries commented 5 years ago

Thank you!