external_randomvariable_ops.hpp File Reference

ops for external randomvariables More...

#include <qle/math/randomvariable_ops.hpp>
#include <ostream>

Classes
class	ExternalRandomVariable

Typedefs
using	ExternalRandomVariableOp
using	ExternalRandomVariableGrad

Functions
bool	isDeterministicAndZero (const ExternalRandomVariable &x)
std::vector< ExternalRandomVariableOp >	getExternalRandomVariableOps ()
std::vector< ExternalRandomVariableGrad >	getExternalRandomVariableGradients ()
std::ostream &	operator<< (std::ostream &out, const ExternalRandomVariable &a)

Detailed Description

ops for external randomvariables

Typedef Documentation

ExternalRandomVariableOp

using ExternalRandomVariableOp

Initial value:

 
    std::function<ExternalRandomVariable(const std::vector<const ExternalRandomVariable*>&, const Size)>

ExternalRandomVariableGrad

using ExternalRandomVariableGrad

Initial value:

 std::function<std::vector<ExternalRandomVariable>(
    const std::vector<const ExternalRandomVariable*>&, const ExternalRandomVariable*, const Size)>