external_randomvariable_ops.hpp File Reference

ops for external randomvariables More...

#include <qle/math/randomvariable_ops.hpp>

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Classes
class	ExternalRandomVariable

Namespaces
namespace	QuantExt

Typedefs
using	ExternalRandomVariableOp = std::function< ExternalRandomVariable(const std::vector< const ExternalRandomVariable * > &)>
using	ExternalRandomVariableGrad = std::function< std::vector< ExternalRandomVariable >(const std::vector< const ExternalRandomVariable * > &, const ExternalRandomVariable *)>

Functions
bool	isDeterministicAndZero (const ExternalRandomVariable &x)
std::vector< ExternalRandomVariableOp >	getExternalRandomVariableOps ()
std::vector< ExternalRandomVariableGrad >	getExternalRandomVariableGradients ()

Detailed Description

ops for external randomvariables

Definition in file external_randomvariable_ops.hpp.