replay
Re-evaluate a recorded tape at new inputs without rerunning the model; get the exact value if the path survives or a withheld result naming the flipped decision.
Instructions
Re-evaluate the tape at new inputs without re-running the model. assignments: '#12=101' or '#12=101,#15=0.21' (leaf ids from 'leaves kind=input' or 'leaves by=leaf'); out: the output id from 'find value='. survives=true: the recorded path holds and value is exact (equal to a fresh run to the last digit). survives=false: WITHHELD; flipped names the decision (file:line, decided true -> false) and unchecked the conversions the tape cannot check. There is no value to quote in that case. A tape read back from a file keeps no operand for a counted conversion, so on most QuantLib tapes a replay is withheld with unchecked naming the line (often errorfunction.cpp:200); say so and re-run the script at the new inputs for the price. path_recorded=true returns the recorded path's value labelled as such, for comparison only.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| out | Yes | ||
| tape_id | Yes | ||
| assignments | Yes | ||
| path_recorded | No |