  The paper concerns classical solution of path-dependent partial differential
equations (PPDEs) with coefficients depending on both variables of path and
path-valued measure, which are crucial to understanding large-scale mean-field
interacting systems in a non-Markovian setting. We construct classical
solutions of the PPDEs via solution of the forward and backward stochastic
differential equations. To accommodate the intricacies introduced by the
appearance of the path in the coefficients, we develop a novel technique known
as the ``parameter frozen'' approach to the PPDEs.
