auto-differentiation

Comprehensive automatic differentiation framework

Ireland

Pinned Repositories

QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
Language:C++15 2 611
QuantLib-Risks-Py
Fast Risks with QuantLib in Python
Language:Python9 2 12
xad
Powerful automatic differentiation in C++ and Python
Language:C++258 9 1637
xad-py
High-Performance Automatic Differentiation for Python
Language:Python9 2 51

auto-differentiation's Repositories

auto-differentiation/xad
Powerful automatic differentiation in C++ and Python
Language:C++258 9 1637
auto-differentiation/QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
Language:C++15 2 611
auto-differentiation/QuantLib-Risks-Py
Fast Risks with QuantLib in Python
Language:Python9 2 12
auto-differentiation/xad-py
High-Performance Automatic Differentiation for Python
Language:Python9 2 51