Adding resources about fast risks calculation in C++ and Python

wilsonfreitas / awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

https://wilsonfreitas.github.io/awesome-quant/

17.54k stars 2.58k forks source link

Closed auto-differentiation-dev closed 3 weeks ago

auto-differentiation-dev commented 5 months ago

Added references to:

Website with background and resources on automatic differentiation: https://auto-differentiation.github.io/
QuantLibRisks in C++ and Python
XAD in Python (AAD Library): https://pypi.org/project/xad/
XAD in C++: https://github.com/auto-differentiation/xad/