Posted by
Peter Caspers-4 on
Mar 03, 2015; 9:04am
URL: http://quantlib.414.s1.nabble.com/Adjoint-Greeks-tp16147p16299.html
Alex,
I will try to get an example like this working, then we can compare.
Best regards
Peter
On 3 March 2015 at 09:43, Alexander Sokol <
[hidden email]> wrote:
> 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
>
>
>
>
> --
> View this message in context:
http://quantlib.10058.n7.nabble.com/Adjoint-Greeks-tp16147p16298.html> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
> ------------------------------------------------------------------------------
> Dive into the World of Parallel Programming The Go Parallel Website, sponsored
> by Intel and developed in partnership with Slashdot Media, is your hub for all
> things parallel software development, from weekly thought leadership blogs to
> news, videos, case studies, tutorials and more. Take a look and join the
> conversation now.
http://goparallel.sourceforge.net/> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]
>
https://lists.sourceforge.net/lists/listinfo/quantlib-dev------------------------------------------------------------------------------
Dive into the World of Parallel Programming The Go Parallel Website, sponsored
by Intel and developed in partnership with Slashdot Media, is your hub for all
things parallel software development, from weekly thought leadership blogs to
news, videos, case studies, tutorials and more. Take a look and join the
conversation now.
http://goparallel.sourceforge.net/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev