Re: [Quantlib-users] AAD

[Dmitri G. <dm...@ma...>]

Hi Mohammad,

These two projects were implemented by Compatibl. I'm not sure if they
continue to support this.

I work for Matlogica and we develop an AADC product that allows us to speed
up MC simulations, historical analysis and optional AAD. We have exemplary
integration with QuantLib.
Here https://matlogica.com/practical-AAD-minimizer-demo.php you can see how
integration works and used to construct yield curves using multidimensional
minimizer and demonstrate "live-risk" for a portfolio of swaps.

Kind regards,
Dmitri Goloubentsev
Head of Automatic Adjoint Differentiation,
Matlogica LTD
http://matlogica.com +447378414528
See my schedule and book <https://calendly.com/matlogica> a meeting with me


On Mon, 18 Apr 2022 at 12:08, Mohammad Shoja-talab <msh...@gm...>
wrote:

> Hi all,
>
> I've come across the following two projects:
> https://github.com/compatibl/tapescript
> https://github.com/compatibl/QuantLibAdjoint
>
> and it looks to me that both of them are not maintained and discontinued
> as the last commit goes back to many years ago.
>
> I was wondering if someone here could confirm that it give information
> about any similar active project? Do you know if these projects, at the
> time, have been used to implement AAD? i.e can the code be used as a
> starting point, even though it's not maintained?
>
> Thanks and regards
>
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