forwardderivatives.hpp File Reference

forward derivatives computation More...

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

Functions
template<class T >
void	forwardDerivatives (const ComputationGraph &g, const std::vector< T > &values, std::vector< T > &derivatives, const std::vector< std::function< std::vector< T >(const std::vector< const T * > &, const T *)>> &grad, std::function< void(T &)> deleter={}, const std::vector< bool > &keepNodes={})

Detailed Description

forward derivatives computation