forwardevaluation.hpp File Reference

forward evaluation More...

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

Functions
template<class T>
void	forwardEvaluation (const ComputationGraph &g, std::vector< T > &values, const std::vector< std::function< T(const std::vector< const T * > &, QuantLib::Size)> > &ops, std::function< void(T &)> deleter={}, bool keepValuesForDerivatives=true, const std::vector< std::function< std::pair< std::vector< bool >, bool >(const std::size_t)> > &opRequiresNodesForDerivatives={}, const std::vector< bool > &keepNodes={}, const std::size_t startNode=0, const std::size_t endNode=ComputationGraph::nan, const bool redBlockReconstruction=false, std::function< void(T &)> preDeleter={}, const std::vector< bool > &opAllowsPredeletion={})

Detailed Description

forward evaluation