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From: Alexander S. <so...@co...> - 2015-03-03 08:52:35
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Hi Peter: I agree that in this scenario, having them separate is beneficial if this can be accomplished in practice. Perhaps we need two separate branches, one for each approach, with two groups working in parallel. For the moment, my team is focusing on the typedef approach and taking the next step to making AD usable in practice with Monte Carlo. Best regards Alex -- View this message in context: http://quantlib.10058.n7.nabble.com/Adjoint-Greeks-tp16147p16298.html Sent from the quantlib-dev mailing list archive at Nabble.com. |