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@quantlib

Popular repositories

  1. QuantLibAdjoint

    QuantLib with adjoint algorithmic differentiation (AAD)

    C++ 17 15

  2. tapescript

    Scalar and vector adjoint algorithmic differentiation (AAD)

    C++ 13 11

  3. quantlib-old

    Forked from lballabio/quantlib-old

    Archived, use QuantLibAdjoint repo instead

    C++ 5 1

  4. QuantLib

    Forked from lballabio/QuantLib

    The QuantLib C++ library

    C++

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