An illustration of a magnifying glass. An illustration of a magnifying glass.

Add a description, image, and links to the auto-diff topic page so that developers can more easily learn about it.

OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It provides ...

is Kwan Im Thong Hood Cho Temple professor at Yale-NUS College in Singapore, professor of philosophy at Vassar College in New York, and chair professor at Wuhan University in China. His latest book is ...