Re: [Quantlib-users] AAD support in QuantLib

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

Fixing a typo below: https://github.com/xcelerit/XAD

Regards,
Jörg


On Mon, 21 Nov 2022 at 13:59, Jorg Lotze <jo...@xc...> wrote:
>
> Hi all,
>
> Adjoint algorithmic differentiation (AAD) can now be enabled in
> QuantLib using the open-source XAD AAD tool
> <https://github.com/xcelerit/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