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From: Jorg L. <jor...@xc...> - 2024-04-05 16:59:50
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Dear Community, Exciting news for QuantLib users! QuantLib-Risks, now available for Python, supercharges QuantLib with automatic differentiation. This new addition streamlines risk assessments and derivative pricing, making complex analyses more accessible than ever. Get started effortlessly with: pip install QuantLib-Risks Curious about the impact? QuantLib-Risks dramatically improves efficiency, achieving sensitivities calculation in nearly the same timeframe as standard pricing. Discover the full performance story with a real-world application here: https://auto-differentiation.github.io/quantlib-risks Kind regards, Jorg |