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Reference manual - version qle_version
Functions
forwardevaluation.hpp File Reference

forward evaluation More...

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

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={})
 

Detailed Description

forward evaluation