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xcelerit-team authored Apr 1, 2024
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XAD is a comprehensive C++ library for automatic differentiation.
XAD is a comprehensive library for automatic differentiation, available for both Python and C++.
It targets production-quality code at any scale, striving for both ease of use and high performance.

<p align="center" dir="auto">
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of functions specified as computer programs.
Since every program execution is always composed of a sequence of simple operations with known derivatives (arithmetics and mathematical functions like sin, exp, log, etc.),
the chain rule can be applied repeatedly to calculate partial derivatives automatically.
XAD implements this using operator-overloading in C++,
XAD implements this using operator-overloading in C++ and exposes bindings for Python,
allowing to compute derivatives with minimal changes to the program.
See [automatic differentation mathematical background](https://auto-differentiation.github.io/aad/) for more details.

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- Battle-tested in large production code bases

## Getting Started
### Python
XAD in Pyhon comes as a PyPi package for all major platforms and operating systems.

XAD is a C++ library built with modern CMake and has no external dependencies.
The XAD Python bindings can be installed as usual using pip or any other package manager:
```
pip install xad-autodiff
```
Documentation on usage can be found [here](https://auto-differentiation.github.io/python/#usage).

An example integration with QuantLib, the open source library for quantitative finance, can be found [here](https://auto-differentiation.github.io/quantlib/python/).


### C++
XAD in C++ builds with modern CMake and has no external dependencies.
For instructions how to build and integrate it into your projects, please refer to the
[Installation Guide](https://auto-differentiation.github.io/installation/).

The documentation site also contains [tutorials](https://auto-differentiation.github.io/tutorials/),
[examples](https://auto-differentiation.github.io/examples/),
and information about [integrating XAD into QuantLib](https://auto-differentiation.github.io/quantlib/).
and information about [integrating XAD into QuantLib](https://auto-differentiation.github.io/quantlib/cxx/).

The sources for the site are located in the [docs](docs) directory in this repository.

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