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auto-differentiation / QuantLib-Risks-Cpp

Fast risks with QuantLib in C++
https://auto-differentiation.github.io
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Adds boost::numeric_cast overrides for XAD types #2

Closed auto-differentiation-dev closed 1 year ago

auto-differentiation-dev commented 1 year ago

These added overloads are required to make QuantLib compile, as template type deduction in the boost function fails for expressions otherwise.

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