# auto-differentiation/quantlib-risks-cpp

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40 stars · 16 forks · C++

## Links

- GitHub: https://github.com/auto-differentiation/QuantLib-Risks-Cpp
- Homepage: https://auto-differentiation.github.io/quantlib-aad/cxx/
- awesome-repositories: https://awesome-repositories.com/repository/auto-differentiation-quantlib-risks-cpp.md

## Description

QuantLib with AAD

## Tags

### Part of an Awesome List

- [Cross-Language Frameworks](https://awesome-repositories.com/f/awesome-lists/devtools/cross-language-frameworks.md) — C++ implementation for fast risk calculations using QuantLib.