No, that is dZ^{[L]}:

dZ^{[L]} = A - Y

That is the derivative of the loss w.r.t. the linear activation output of the last layer as a vector function. In other words:

dZ^{[L]} = \displaystyle \frac {\partial L}{\partial Z^{[L]}}

Here’s a thread which shows the derivation of that formula and some related derivations.