10000 auto-differentiation repositories · GitHub

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4 repositories

QuantLib-Risks-Cpp
Public
Fast risks with QuantLib in C++
risk-analysis quantitative-finance algorithmic-differentiation
C++
•12•24•0•0•Updated Apr 29, 2025Apr 29, 2025
xad
Public
Powerful automatic differentiation in C++ and Python
machine-learning robotics computer-graphics automatic-differentiation scientific-computing meteorology derivatives numerical-analysis optimisation biotechnology
C++
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GNU Affero General Public License v3.0
•43•366•8•1•Updated Apr 11, 2025Apr 11, 2025
xad-py
Public
High-Performance Automatic Differentiation for Python
machine-learning robotics computer-graphics automatic-differentiation scientific-computing meteorology derivatives numerical-analysis optimisation biotechnology
Python
•
GNU Affero General Public License v3.0
•1•12•5•7•Updated Sep 2, 2024Sep 2, 2024
QuantLib-Risks-Py
Public
Fast Risks with QuantLib in Python
risk-analysis automatic-differentiation quantitative-finance
Python
•
Other
•3•14•2•3•Updated Jun 17, 2024Jun 17, 2024

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