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wilsonfreitas
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awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
https://wilsonfreitas.github.io/awesome-quant/
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Adding resources about fast risks calculation in C++ and Python
#185
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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/
Added references to: