[Quantlib-users] Quantlib-Risks Update

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

Dear Community,

Thank you for your active participation and the numerous questions
following our QuantLib-Risks announcement (
https://auto-differentiation.github.io/quantlib-risks/). We have addressed
each inquiry individually and will continue to do so. For broader support,
we have established an FAQ page that compiles essential responses and
information, accessible at: https://auto-differentiation.github.io/faq/.
This resource will continuously be updated with new content and answers to
additional questions. Furthermore, we invite you to share your experiences
or challenges on GitHub, fostering a collaborative environment for
innovation - either through direct contributions or by engaging in
discussions: https://github.com/auto-differentiation/xad/discussions.

Grasping the intricacies of automatic differentiation and its application,
especially in large code bases within quantitative finance, can be
challenging. That's why, for the past ten years, we've provided a
comprehensive two-day training course available both online and in person.
This course is tailored to demystify complex retrofitting techniques for
large-scale financial software for a broad range of skills and interests.
It is enriched by years of experience and valuable feedback from
participants such as yourself. For more information or to address specific
queries, feel free to reach out to me directly via email.

Warm regards,
Jorg