v1.6.0

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

• @raneamri made their first contribution in #116

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

v1.5.2

What's Changed

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

• Updated naming of QuantLib-Risks by @auto-differentiation-dev in #101
• Bump actions/cache from 3 to 4 by @dependabot in #106
• Bump actions/setup-python from 4 to 5 by @dependabot in #105
• Bump github/codeql-action from 2 to 3 by @dependabot in #103
• Bump jwlawson/actions-setup-cmake from 1.14 to 2.0 by @dependabot in #104
• Removing Python bindings and refactor website by @auto-differentiation-dev in #107
• Bump emibcn/badge-action from 2.0.2 to 2.0.3 by @dependabot in #108

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

v1.5.1

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

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

• @dholden3 made their first contribution in #94

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

v1.4.1

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

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

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

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

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

Initial open-source release