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Releases: auto-differentiation/xad

v1.6.0

17 Jul 20:30
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This release mainly adds support for more architectures and compilers and provides higher level derivative functions as well as examples.

Added

  • Support for Mac M1+ architecture (ARM) as well as AppleClang 15 support (by @raneamri #116)
  • High level functions to compute Jacobian and Hessian matrices (by @raneamri #117)

Removed

  • Moved website to its own repository and keeping only the reference manual #112

New Contributors

Full Changelog: v1.5.2...v1.6.0

v1.5.2

04 Apr 12:58
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What's Changed

This is a patch release after factoring out the Python bindings, to get the versioning consistent with the xad-py repository.

Full Changelog: v1.5.1...v1.5.2

v1.5.1

28 Mar 16:15
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This is a patch release to allow interoperability with the QuantLib-Risks Python package.

What's Changed

  • Adds static tape functions to control tape activation in #102

Full Changelog: v1.5.0...v1.5.1

v1.5.0

25 Mar 08:30
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Added

  • Python bindings as xad-autodiff in #98
  • Added std::is_signed trait to StdCompatibility.hpp header for consistency
  • Added application areas to docs & readme in #97
  • Added Natvis file to display XAD types as values in Visual Studio debugger by @dholden3 in #94

Changed

  • Updated Quantlib-XAD build documentation in #96
  • Cleaned up output of Swap Pricer example

New Contributors

Full Changelog: v1.4.1...v1.5.0

v1.4.1

10 Jan 09:44
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This is a patch release to ensure compatibility with QuantLib 1.33.

Further details are listed below.

Added

  • support for hypot math function

Fixed

  • avoid overflow with complex abs function when real / imaginary parts are large

v1.4.0

09 Jan 15:04
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This release fixes an issue with complex XAD types, updates documentation, and improves compiler support.

Further details are listed below.

Added

  • Supporting Clang version 16 and added to CI/CD
  • Adding complex arithmetics between complex XAD types and std::complex<double>

Fixed

  • Documentation updates

v1.3.0

16 Aug 15:08
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This release fixes issues for supporting a wider range of compilers, improves CI/CD, and improves the documentation.

Further details are listed below:

Added

  • Improved CI/CD workflows with better caching and latest compilers

Changed

  • Documentation updates

Fixed

  • Fixed missing include of <memory> in ChunkContainer.hpp

v1.2.0

24 May 10:09
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This release revamps the documentation site, fixes issues for a wider range of compilers, improves CI/CD, and adds new math functions.

Further details are listed below:

Added

  • More CI/CD workflows for all supported compiler versions
  • Added math function copysign

Changed

  • Revamped documentation site using mkdocs
  • Improved tests and testing infrastructure

Fixed

  • Throw exception when no tape is set on derivative calls
  • Some test errors with GCC versions not previously tested

v1.1.0

17 Nov 15:15
85abf5b
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This release includes full MacOS support and can be fully integrated with QuantLib.

Further details are listed below:

Added

  • QuantLib integration by means of the qlxad integration module
  • Full MacOS support
  • Better CI pipeline with more platforms and compilers tested
  • Code coverage and quality measured on pull requests and reported in README.md
  • More tests to improve code coverage
  • Status badges in README.md
  • Documentation updates

Changed

  • Code quality improvements
  • Better use of caching in CI/CD pipelines for faster builds

v1.0.0

07 Jul 14:47
5a47dcc
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Initial open-source release