> I am relearning Ocaml. I thought something as "call with current
> continuation" was implemented. But a search for it in the reference manual
> didn't give anything.

There is no callcc in Ocaml. You may have used this feature with other
implementations of ML, say SML-NJ. The implementation technology
of the latter is based on continuations, which makes callcc
easily available. Ocaml implementation is not based on continuations,
but on stacks: it proved to be fairly more efficient, but
you lose callcc.

  JF Monin