RandomVariableOpCode Struct Reference

#include <qle/math/randomvariable_opcodes.hpp>

Collaboration diagram for RandomVariableOpCode:

Static Public Attributes
static constexpr std::size_t	None = 0
static constexpr std::size_t	Add = 1
static constexpr std::size_t	Subtract = 2
static constexpr std::size_t	Negative = 3
static constexpr std::size_t	Mult = 4
static constexpr std::size_t	Div = 5
static constexpr std::size_t	ConditionalExpectation = 6
static constexpr std::size_t	IndicatorEq = 7
static constexpr std::size_t	IndicatorGt = 8
static constexpr std::size_t	IndicatorGeq = 9
static constexpr std::size_t	Min = 10
static constexpr std::size_t	Max = 11
static constexpr std::size_t	Abs = 12
static constexpr std::size_t	Exp = 13
static constexpr std::size_t	Sqrt = 14
static constexpr std::size_t	Log = 15
static constexpr std::size_t	Pow = 16
static constexpr std::size_t	NormalCdf = 17
static constexpr std::size_t	NormalPdf = 18

Detailed Description

Definition at line 26 of file randomvariable_opcodes.hpp.

Member Data Documentation

None

constexpr std::size_t None = 0

staticconstexpr

Definition at line 27 of file randomvariable_opcodes.hpp.

Add

constexpr std::size_t Add = 1

staticconstexpr

Definition at line 28 of file randomvariable_opcodes.hpp.

Subtract

constexpr std::size_t Subtract = 2

staticconstexpr

Definition at line 29 of file randomvariable_opcodes.hpp.

Negative

constexpr std::size_t Negative = 3

staticconstexpr

Definition at line 30 of file randomvariable_opcodes.hpp.

Mult

constexpr std::size_t Mult = 4

staticconstexpr

Definition at line 31 of file randomvariable_opcodes.hpp.

Div

constexpr std::size_t Div = 5

staticconstexpr

Definition at line 32 of file randomvariable_opcodes.hpp.

ConditionalExpectation

constexpr std::size_t ConditionalExpectation = 6

staticconstexpr

Definition at line 33 of file randomvariable_opcodes.hpp.

IndicatorEq

constexpr std::size_t IndicatorEq = 7

staticconstexpr

Definition at line 34 of file randomvariable_opcodes.hpp.

IndicatorGt

constexpr std::size_t IndicatorGt = 8

staticconstexpr

Definition at line 35 of file randomvariable_opcodes.hpp.

IndicatorGeq

constexpr std::size_t IndicatorGeq = 9

staticconstexpr

Definition at line 36 of file randomvariable_opcodes.hpp.

Min

constexpr std::size_t Min = 10

staticconstexpr

Definition at line 37 of file randomvariable_opcodes.hpp.

Max

constexpr std::size_t Max = 11

staticconstexpr

Definition at line 38 of file randomvariable_opcodes.hpp.

Abs

constexpr std::size_t Abs = 12

staticconstexpr

Definition at line 39 of file randomvariable_opcodes.hpp.

Exp

constexpr std::size_t Exp = 13

staticconstexpr

Definition at line 40 of file randomvariable_opcodes.hpp.

Sqrt

constexpr std::size_t Sqrt = 14

staticconstexpr

Definition at line 41 of file randomvariable_opcodes.hpp.

Log

constexpr std::size_t Log = 15

staticconstexpr

Definition at line 42 of file randomvariable_opcodes.hpp.

Pow

constexpr std::size_t Pow = 16

staticconstexpr

Definition at line 43 of file randomvariable_opcodes.hpp.

NormalCdf

constexpr std::size_t NormalCdf = 17

staticconstexpr

Definition at line 44 of file randomvariable_opcodes.hpp.

NormalPdf

constexpr std::size_t NormalPdf = 18

staticconstexpr

Definition at line 45 of file randomvariable_opcodes.hpp.