ops for type randomvariable
More...
#include <qle/math/randomvariable.hpp>
#include <qle/math/randomvariable_opcodes.hpp>
#include <map>
|
using | RandomVariableOp = std::function< RandomVariable(const std::vector< const RandomVariable * > &)> |
|
using | RandomVariableGrad = std::function< std::vector< RandomVariable >(const std::vector< const RandomVariable * > &, const RandomVariable *)> |
|
using | RandomVariableOpNodeRequirements = std::function< std::pair< std::vector< bool >, bool >(const std::size_t)> |
|
|
std::vector< RandomVariableOp > | getRandomVariableOps (const Size size, const std::map< Size, std::vector< std::function< RandomVariable(const std::vector< const RandomVariable * > &)>>> &basisFn={}) |
|
std::vector< RandomVariableGrad > | getRandomVariableGradients (const Size size, const double eps=0.2, const std::vector< std::function< RandomVariable(const std::vector< const RandomVariable * > &)>> &basisFn={}) |
|
std::vector< RandomVariableOpNodeRequirements > | getRandomVariableOpNodeRequirements () |
|
ops for type randomvariable