Re: [Quantlib-dev] 答复: Adjoint Greeks

[Ferdinando M. A. <fer...@am...>]

Hi Alex and Peter

too bad in this period of my professional life I'm busy with other issues,
as I would love to join you in this exciting endeavor (not sure you would
appreciate, but that's another story... :-)

I don't see your different approaches as conflicting: if Sokol's approach
will not alter the QL codebase significantly, nothing is preventing
Caspers' approach to be overlaid on the same QL codebase. To me this seems
the best outcome: both alternatives being available to all users for
experimenting, testing, and customizing solutions!

In time we might settle on which would be the best practice for every
different use case.

just my $0.02 (or mBTC0.2)

ciao -- Nando


On Tue, Mar 3, 2015 at 10:12 AM, Peter Caspers <pca...@gm...>
wrote:

> 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
> >
> >
> >
> >
> > --
> > 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.
> >
> >
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