Abstract: We present auto_diff, a package that performs automatic differentiation of numerical Python code. auto_diff overrides Python's NumPy package's functions, augmenting them with seamless ...
This repository builds QuantLib Python bindings with automatic differentiation, enabling fast risks calculation with QuantLib in Python. It wraps C++ QuantLib-Risks in Python. It uses elements from ...
"In this lab you explore which tools and libraries are available in Python to compute derivatives. You will perform symbolic differentiation with `SymPy` library, numerical with `NumPy` and automatic ...