computationgraph.hpp File Reference

computation graph More...

#include <boost/integer.hpp>
#include <map>
#include <set>
#include <string>
#include <vector>

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Classes
class	ComputationGraph

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)

Detailed Description

computation graph

Definition in file computationgraph.hpp.