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auto-differentiation
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QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
https://auto-differentiation.github.io
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Various CI fixes
#23
raneamri
opened
1 month ago
2
Linux Boost version mismatch for CXX20
#22
raneamri
opened
1 month ago
7
Lastest master of QuantLib instantiates `normal_distribution` with `double` instead of `Real`
#21
xcelerit-team
opened
1 month ago
0
C++17 build fixes on MacOS
#20
xcelerit-team
closed
1 month ago
1
Investigating performance degradation with some QuantLib tests
#19
xcelerit-squad
opened
3 months ago
0
Failed to build with Quantlib CMAKE_CXX_STANDARD set to 20
#18
xwzhu
opened
4 months ago
11
Rename quantlib-xad -> QuantLib-Risks
#17
auto-differentiation-dev
closed
5 months ago
0
Maintenance, typo fixes, copyright updates
#16
auto-differentiation-dev
closed
5 months ago
0
Adding presets and better description for build
#15
auto-differentiation-dev
closed
5 months ago
0
Fix linking with external application after install
#14
auto-differentiation-dev
closed
6 months ago
0
Fixes for the 1.33 QuantLib release
#13
auto-differentiation-dev
closed
8 months ago
1
Specialises boost::math::tools::evaluate_polynomial for Boost 1.83 compatibility
#12
auto-differentiation-dev
closed
10 months ago
0
Fix linking user applications against installed QuantLib with XAD support
#11
auto-differentiation-dev
closed
6 months ago
1
Prepare release 1.31
#9
auto-differentiation-dev
closed
1 year ago
0
Replaced boost:: make_shared and shared_ptr with ext:: equivalent and adjusted copyright notice
#8
xcelerit-squad
closed
1 year ago
0
Updates after user rename
#7
auto-differentiation-dev
closed
1 year ago
0
Rename qlxad -> quantlib-xad
#6
auto-differentiation-dev
closed
1 year ago
0
Provide Python bindings for QuantLib with XAD
#5
auto-differentiation-dev
closed
5 months ago
1
New samples, tests, and benchmarks
#4
auto-differentiation-dev
closed
1 year ago
0
Updated readme to reflect new documentation site
#3
auto-differentiation-dev
closed
1 year ago
0
Adds boost::numeric_cast overrides for XAD types
#2
auto-differentiation-dev
closed
1 year ago
1
Minor Readme fix
#1
niallosullivan
closed
1 year ago
1