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CHANGELOG.md

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Changelog

All notable changes to XAD will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

unreleased

Added

Changed

Deprecated

Removed

Fixed

1.5.2 - 2024-04-04

This patch release is for matching versions with xad-py.

Changed

  • Moved Python bindings into its own repository (new Python package name is xad)
  • Reorganised website
  • Upgraded CI/CD actions

1.5.1 - 2024-03-28

This is a patch release to allow interoperability with the QuantLib-Risks Python package.

Added

  • added static functions to Tape to activate and deactivate a specific tape instance

1.5.0 - 2024-03-25

Added

  • Python bindings as xad-autodiff
  • Added std::is_signed trait to StdCompatibility.hpp header for consistency
  • Support for enhanced debugger visualisations in Visual Studio (@dholden3)

Changed

  • Improved documentation for QuantLib-Risks build
  • Cleaned up output of Swap Pricer example

1.4.1 - 2024-01-10

This is a patch release to ensure compatibility with QuantLib 1.33.

Added

  • support for hypot math function

Fixed

  • avoid overflow with complex abs function when real / imaginary parts are large

1.4.0 - 2024-01-09

Added

  • Supporting Clang version 16 and added to CI/CD
  • Adding complex arithmetics between complex XAD types and std::complex<double>

Fixed

  • Documentation updates

1.3.0 - 2023-08-16

Added

  • Improved CI/CD workflows with better caching and latest compilers

Changed

  • Documentation updates

Fixed

  • Fixed missing include of <memory> in ChunkContainer.hpp

1.2.0 - 2023-05-24

Added

  • More CI/CD workflows for all supported compiler versions
  • Added math function copysign

Changed

  • Revamped documentation site using mkdocs
  • Improved tests and testing infrastructure

Fixed

  • Throw exception when no tape is set on derivative calls
  • Some test errors with GCC versions not previously tested

1.1.0 - 2022-11-17

Added

  • QuantLib integration by means of the QuantLib-Risks integration module
  • Full MacOS support
  • Better CI pipeline with more platforms and compilers tested
  • Code coverage and quality measured on pull requests and reported in README.md
  • More tests to improve code coverage
  • Status badges in README.md
  • Documentation updates

Changed

  • Code quality improvements
  • Better use of caching in CI/CD pipelines for faster builds

1.0.0 - 2022-07-07

Initial open-source release