set_order_convert

rateslib.dual.set_order_convert(val, order, tag, vars_from=None)

Convert a float, Dual or Dual2 type to a specified alternate type with tagged variables.

Parameters:

• val (float, Dual, Dual2, Variable) – The value to convert.

• order (int) – The AD order to convert the value to if necessary.

• tag (list of str, optional) – The variable name(s) if upcasting a float to a Dual or Dual2

• vars_from (optional, Dual or Dual2) – A pre-existing Dual of correct order from which the Vars are extracted. Improves efficiency when given.

Return type:

float, Dual, Dual2

Notes

This function is used for AD variable management.

tag and vars_from are only used when floats are upcast and the variables need to be specifically define.