Repository profile
QuantLib with AAD
Tracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-06-19 22:38
1 capture since 2026-06-19
Stars from baseline 0
All tracked data
Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-06-19 22:38
CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Examples/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
ql/CMakeLists.txt
c-cpp ecosystem,
3 dependencies
test-suite/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Examples/AdjointAmericanEquityOption/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Examples/AdjointBermudanSwaption/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Examples/AdjointCDS/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Examples/AdjointEuropeanEquityOption/CMakeLists.txt
c-cpp ecosystem,
0 dependencies
Searchable topics, generated tags, and stack labels that explain where this repository fits.
Agent instructions and tool configuration paths found in the repository tree.
Nearest indexed repositories by embedding similarity.
Fast, easy automatic differentiation in C++
Fast Risks with QuantLib in Python
High-Performance Automatic Differentiation for Python
The QuantLib C++ library
R interface to the QuantLib library
Rust library for quantitative finance.
