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Quantlib-risks Documentation
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auto-differentiation-dev authored Mar 25, 2024
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description: >
Quick examples for calculating forward, adjoint, and higher order derivatives with the XAD automatic differentiation tool.
Examples for calculating forward, adjoint, and higher order derivatives with the XAD automatic differentiation tool.
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# Simple Examples
# Examples

To quickly get an idea how using XAD looks like in practice,
see the examples below.
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Note that XAD ships with a [set of examples](https://github.com/auto-differentiation/XAD/tree/main/samples) that can be used as a starting point for development.
Further, for examples how to use it with a large-scale project,
please see [QuantLib Integration](quantlib.md).
please see [QuantLib Integration](quantlib/cxx.md).

## First Order Forward Mode

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As a demonstrator for integration with real-world code, as of version 1.28 (October 2022), QuantLib is AAD-enabled with XAD.
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# QuantLib Integration
# C++ QuantLib Integration

As a demonstrator of integration with real-world code, the latest release of [QuantLib](https://www.quantlib.org) is AAD-enabled with XAD.
The performance achieved on sample applications is many-fold superior to what has been reported previously with other tools.
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