Any future plans for supporting AAD for risk sensitivities of vanilla swaps, etc.?

[yrtf]

I wanted to ask about Adjoint Algorithmic Differentiation support, particularly for risk sensitivity calculations going forward. I have been experimenting with computing IR deltas for vanilla swaps and more complex scripted products. The current sensitivity framework in ORE relies primarily on bump-and-reval, which works well but comes with a known computational cost. Is AAD support intended only for the ScriptedTrade / AMCValuation engine, or is there a roadmap to extend it to native trade types (Swap, Swaption, etc.)?