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Published 20 hours ago • verified publisher icon wilsonfreitas

Adding resources about fast risks calculation in C++ and Python

Open auto-differentiation-dev opened this issue 10 months ago • 0 comments

Added references to:

  • Website with background and resources on automatic differentiation: https://auto-differentiation.github.io/
  • QuantLibRisks in C++ and Python
  • XAD in Python (AAD Library): https://pypi.org/project/xad/
  • XAD in C++: https://github.com/auto-differentiation/xad/

auto-differentiation-dev avatar Apr 05 '24 06:04 auto-differentiation-dev