ExternalRandomVariable Class Reference

#include <qle/ad/external_randomvariable_ops.hpp>

Collaboration diagram for ExternalRandomVariable:

Public Member Functions
	ExternalRandomVariable ()
	ExternalRandomVariable (std::size_t id)
	ExternalRandomVariable (double v)
	ExternalRandomVariable (const std::size_t randomVariableOpCode, const std::vector< const ExternalRandomVariable * > &args)
void	clear ()
bool	initialised () const
void	declareAsOutput () const
std::size_t	id () const

Static Public Attributes
static std::function< void(ExternalRandomVariable &)>	deleter

Private Attributes
bool	initialized_ = false
double	v_
std::size_t	id_

Detailed Description

Definition at line 29 of file external_randomvariable_ops.hpp.

Constructor & Destructor Documentation

ExternalRandomVariable() [1/4]

ExternalRandomVariable

(

)

Definition at line 31 of file external_randomvariable_ops.hpp.

{}

ExternalRandomVariable() [2/4]

ExternalRandomVariable ( std::size_t  id )

explicit

Definition at line 25 of file external_randomvariable_ops.cpp.

: initialized_(true), id_(id) {}

ExternalRandomVariable() [3/4]

ExternalRandomVariable ( double  v )

explicit

Definition at line 27 of file external_randomvariable_ops.cpp.

                                                       : initialized_(true), v_(v) {
    id_ = ComputeEnvironment::instance().context().createInputVariable(v);
}

ExternalRandomVariable() [4/4]

ExternalRandomVariable	(	const std::size_t	randomVariableOpCode,
		const std::vector< const ExternalRandomVariable * > &	args
	)

Definition at line 31 of file external_randomvariable_ops.cpp.

                                                                                                     {
    std::vector<std::size_t> argIds(args.size());
    std::transform(args.begin(), args.end(), argIds.begin(), [](const ExternalRandomVariable* v) { return v->id(); });
    id_ = ComputeEnvironment::instance().context().applyOperation(randomVariableOpCode, argIds);
    initialized_ = true;
}

Member Function Documentation

clear()

void clear

(

)

Definition at line 39 of file external_randomvariable_ops.cpp.

                                   {
    QL_REQUIRE(initialized_, "ExternalRandomVariable::clear(): not initialized");
    ComputeEnvironment::instance().context().freeVariable(id_);
    initialized_ = false;
}

initialised()

bool initialised

(

)

const

Definition at line 37 of file external_randomvariable_ops.hpp.

{ return initialized_; }

declareAsOutput()

void declareAsOutput

(

)

const

Definition at line 45 of file external_randomvariable_ops.cpp.

                                                   {
    QL_REQUIRE(initialized_, "ExternalRandomVariable::declareAsOutput(): not initialized");
    ComputeEnvironment::instance().context().declareOutputVariable(id_);
}

id()

std::size_t id

(

)

const

Definition at line 50 of file external_randomvariable_ops.cpp.

                                           {
    QL_REQUIRE(initialized_, "ExternalRandomVariable::id(): not initialized");
    return id_;
}

Member Data Documentation

deleter

std::function< void(ExternalRandomVariable &)> deleter

static

Initial value:

=
    std::function<void(ExternalRandomVariable&)>([](ExternalRandomVariable& x) { x.clear(); })

Definition at line 41 of file external_randomvariable_ops.hpp.

initialized_

bool initialized_ = false

private

Definition at line 44 of file external_randomvariable_ops.hpp.

v_

double v_

private

Definition at line 45 of file external_randomvariable_ops.hpp.

id_

std::size_t id_

private

Definition at line 46 of file external_randomvariable_ops.hpp.