Re: 答复: Adjoint Greeks

Posted by Alexander Sokol on Mar 03, 2015; 8:43am
URL: http://quantlib.414.s1.nabble.com/Adjoint-Greeks-tp16147p16298.html

Hi Peter:

I agree that in this scenario, having them separate is beneficial if this can be accomplished in practice. Perhaps we need two separate branches, one for each approach, with two groups working in parallel.

For the moment, my team is focusing on the typedef approach and taking the next step to making AD usable in practice with Monte Carlo.

Best regards
Alex