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In this example we demonstrate how AADC can be used to perform multidimensional curve fitting and AAD risk propagation through optimizers/solvers. It includes a demo of live risk
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Please leave the details below to receive Community Edition of MatLogica AADC.
By downloading and using this version you acknowledge that Community Edition has limited feature set.
Note that this license is for non-commercial use only.
Please leave the details below to receive Community Edition of MatLogica AADC.
By downloading and using this version you acknowledge that Community Edition has limited feature set.
Note that this license is for non-commercial use only.
We will contact you within 2 business days.
Please leave the details below to receive AADC-supercharged QuantLib Demo Edition.
Note that this license is for non-commercial use only.
You can try AADC technology right from your browser. No need to download or install anything!
You have 2 options:
Option 1: An environment with examples, from basic to more complex
Option 2: QuantLib example with AAD Minimisers detailed here
Drop us a note at info@matlogica.com if you have any questions.