[Quantlib-users] AAD support in QuantLib

[Jorg L. <jo...@xc...>]

Hi all,

Adjoint algorithmic differentiation (AAD) can now be enabled in
QuantLib using the open-source XAD AAD tool
<https://github.com/xelerit/XAD> and an XAD/QuantLib integration
module <https://github.com/xcelerit/qlxad>.

QuantLib's AAD-compatibility is actively maintained via automated
CI/CD checks, running daily against QuantLib's master branch
<https://github.com/xcelerit/qlxad/actions/workflows/ci.yaml>.

We'd love to hear your feedback and pull requests are welcome.

Regards,
Jörg Lotze