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Fast, easy automatic differentiation in C++
QuantLib with AAD
The main features of auto-differentiation/quantlib-risks-cpp are: Cross-Language Frameworks.
Open-source alternatives to auto-differentiation/quantlib-risks-cpp include: amaggiulli/qlnet — QLNet C# Library. auto-differentiation/xad — Fast, easy automatic differentiation in C++. eddelbuettel/rquantlib — R interface to the QuantLib library. enthought/pyql — Cython QuantLib wrappers. frgomes/jquantlib — JQuantLib is a library for Quantitative Finance written in 100% Java. lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial…