Algorithmic Differentiation
3 projects
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RustQuantRust
A comprehensive Rust library for quantitative finance, offering pricing models, risk analysis, and financial data tools.
#mathematics#risk-analysis#finance
Stars1.7k
Forks200
Last commit4 months ago
XADC++
A high-performance C++ automatic differentiation library for large-scale, performance-critical systems.
#forward-mode#scientific-computing#high-performance-computing
Stars420
Forks48
Last commit1 month ago
XADC++
A high-performance C++ automatic differentiation library for large-scale, performance-critical systems.
#adjoint-method#scientific-computing#high-performance-computing
Stars420
Forks48
Last commit1 month ago
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