ssaform.hpp

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/*
 Copyright (C) 2021 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file qle/ad/ssaform.hpp
    \brief convert cg to ssa form
*/
 
#pragma once
 
#include <qle/ad/computationgraph.hpp>
 
#include <ql/shared_ptr.hpp>
 
namespace QuantExt {
 
template <class T = double>
std::string ssaForm(const ComputationGraph& g, const std::vector<std::string>& opCodeLabels,
                    const std::vector<T>& values = {}, const std::vector<T>& values2 = {});
}