auto-differentiation

auto-differentiation/QuantLibAAD-Py

Fast Risks with QuantLib in Python

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automatic-differentiation quantitative-finance risk-analysis
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6 Open Issues Need Help Last updated: Oct 26, 2026

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Barrier option replication example (AAD) 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py
22

Fast Risks with QuantLib in Python

Python
#automatic-differentiation#quantitative-finance#risk-analysis
Heston model example with AAD 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py
22

Fast Risks with QuantLib in Python

Python
#automatic-differentiation#quantitative-finance#risk-analysis
CDS example with sensitivities 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py
22

Fast Risks with QuantLib in Python

Python
#automatic-differentiation#quantitative-finance#risk-analysis
Add an adjoint Bermudan swaption example 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py
22

Fast Risks with QuantLib in Python

Python
#automatic-differentiation#quantitative-finance#risk-analysis
Port the adjoint American option example 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py
22

Fast Risks with QuantLib in Python

Python
#automatic-differentiation#quantitative-finance#risk-analysis
Python example: European option sensitivities with AAD 7 days ago
enhancement good first issue
auto-differentiation/QuantLibAAD-Py
22

Fast Risks with QuantLib in Python

Python
#automatic-differentiation#quantitative-finance#risk-analysis