Integrations
QuantLib Integration
AADC Manual (Public Preview)
Preface
Introduction
What is AADC?
Installation Guide
5-Minute Quick Start
Core Components
class idouble
class ibool
class iint
Branches
Imperative Conditions
Active to Passive
AADCFunctions(aka Kernel)
AADCWorkSpace
Validation Framework
Advanced Components
Testing Guide
Serialization
Tutorials
5-Minute Quick Start
Example 2: Black-Scholes Tutorial
Example 3: Monte Carlo Tutorial
Integration Strategies
Debugging Tools
Debugging Valuations
Adjoint Debugging
Advanced Topics
AADC++ Compiler
Integration Tools
Custom Active-to-Passive Handler
Multi-threading Contract
Serialization Testing
Version Consistency Checks
Quality Assurance
Integrations
Boost Integration
Eigen Integration
QuantLib Integration
Support
Glossary
References
Table of contents
Examples
Par-rate risk
Integrations
QuantLib Integration
QuantLib Integration
… …
Examples
Par-rate risk
Eigen Integration
Support