Accelerate QuantLib 6-100x with Minimal Changes
Step-by-step guide to accelerating QuantLib and ORE with AADC integration requiring less than 1% code changes.
Steps Overview
- Review existing QuantLib code
- Apply automated integration scripts
- Test and validate results
- Deploy accelerated models
Expected Results
- Minimal code changes required (<1%)
- Luigi Ballabio (QuantLib founder) endorsement
- Production-ready approach proven