All notable changes to the QuantLibAAD module will be documented in this file.
The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.
Note that we follow QuantLib's releases in this repository, with matching version numbers.
- Fixed typos in samples
- Updated CI scripts
- Fixed missing includes in some samples
- Renamed quantlib-xad -> QuantLib-Risks
- Renamed QuantLib-Risks-Cpp -> QuantLibAAD
1.33 - 2024-03-19
Release compatible with QuantLib v1.33.
- Boost 1.84 compatibility fixes
- Fixed linking issues for external applications after installing
- Adds presets for use as CMakeUserPresets.json with QuantLib
1.31 - 2023-07-23
Release compatible with QuantLib v1.31.
- A new CMake option
QLXAD_DISABLE_AADto allow running the Examples without AAD - A new set of Examples, partially enabled for benchmarking against double
- Additional tests in the adjoint test suite
1.28 - 2022-11-17
Initial open-source release, compatible with QuantLib v1.28.