computationgraph.cpp File Reference

#include <qle/ad/computationgraph.hpp>
#include <qle/math/randomvariable_opcodes.hpp>
#include <ql/errors.hpp>
#include <ql/math/comparison.hpp>
#include <boost/math/distributions/normal.hpp>

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Namespaces
namespace	QuantExt

Functions
std::size_t	cg_const (ComputationGraph &g, const double value)
std::size_t	cg_insert (ComputationGraph &g, const std::string &label)
std::size_t	cg_var (ComputationGraph &g, const std::string &name, const ComputationGraph::VarDoesntExist v)
std::size_t	cg_add (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_subtract (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_negative (ComputationGraph &g, const std::size_t a, const std::string &label)
std::size_t	cg_mult (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_div (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_conditionalExpectation (ComputationGraph &g, const std::size_t regressand, const std::vector< std::size_t > &regressor, const std::size_t filter, const std::string &label)
std::size_t	cg_indicatorEq (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_indicatorGt (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_indicatorGeq (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_min (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_max (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_abs (ComputationGraph &g, const std::size_t a, const std::string &label)
std::size_t	cg_exp (ComputationGraph &g, const std::size_t a, const std::string &label)
std::size_t	cg_sqrt (ComputationGraph &g, const std::size_t a, const std::string &label)
std::size_t	cg_log (ComputationGraph &g, const std::size_t a, const std::string &label)
std::size_t	cg_pow (ComputationGraph &g, const std::size_t a, const std::size_t b, const std::string &label)
std::size_t	cg_normalCdf (ComputationGraph &g, const std::size_t a, const std::string &label)
std::size_t	cg_normalPdf (ComputationGraph &g, const std::size_t a, const std::string &label)