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auto-differentiation

Comprehensive automatic differentiation framework

22 followers
Ireland
https://auto-differentiation.github.io

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xad xad Public

Comprehensive automatic differentiation in C++

C++ 216 16

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Showing 4 of 4 repositories

QuantLib-Risks-Py Public
Fast Risks with QuantLib in Python

Python 5 1 0 3 Updated May 13, 2024
xad-py Public
High-Performance Automatic Differentiation for Python

Python 6 AGPL-3.0 0 5 4 Updated May 13, 2024
xad Public
Comprehensive automatic differentiation in C++

C++ 216 AGPL-3.0 16 7 1 Updated May 2, 2024
QuantLib-Risks-Cpp Public
Fast risks with QuantLib in C++

C++ 12 6 1 0 Updated Apr 27, 2024

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