forwardevaluation.hpp File Reference

forward evaluation More...

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

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Namespaces
namespace	QuantExt

Functions
template<class T >
void	forwardEvaluation (const ComputationGraph &g, std::vector< T > &values, const std::vector< std::function< T(const std::vector< const T * > &)> > &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)

Detailed Description

forward evaluation

Definition in file forwardevaluation.hpp.