Re: [Quantlib-dev] 答复: Adjoint Greeks

[Peter C. <pca...@gm...>]

Alex,

I will try to get an example like this working, then we can compare.

Best regards
Peter

On 3 March 2015 at 09:43, Alexander Sokol <so...@co...> wrote:
> 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
>
>
>
>
> --
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