[Quantlib-users] AAD

[Ben W. <ben...@ma...>]

I have been looking at some applications where AAD might be applicable. I
found some stuff for C++ Quantlib it was implemented by operator overlading
(not sure about this last bit!).

 

My question is. has any of the functionality of AAD been ported to Quantlib
Python? If so - is there an example could be followed??

 

Regards

 

Ben