backward derivatives computation More...

#include <qle/ad/computationgraph.hpp>
#include <ql/errors.hpp>
#include <ql/shared_ptr.hpp>

Functions
template<class T>
void	backwardDerivatives (const ComputationGraph &g, std::vector< T > &values, std::vector< T > &derivatives, const std::vector< std::function< std::vector< T >(const std::vector< const T * > &, const T , const QuantLib::Size)> > &grad, std::function< void(T &)> deleter={}, const std::vector< bool > &keepNodes={}, const std::vector< std::function< T(const std::vector< const T > &, const QuantLib::Size)> > &fwdOps={}, const std::vector< std::function< std::pair< std::vector< bool >, bool >(const std::size_t)> > &fwdOpRequiresNodesForDerivatives={}, const std::vector< bool > &fwdOpKeepNodes={}, const std::size_t conditionalExpectationOpId=0, const std::function< T(const std::vector< const T * > &, const QuantLib::Size)> &conditionalExpectation={}, std::function< void(T &)> fwdOpPreDeleter={}, const std::vector< bool > &fwdOpAllowsPredeletion={})

Detailed Description

backward derivatives computation

Functions