XAD is the fastest automatic differentiation library for C++ and Python, built for production-scale systems. Proven in codebases of hundreds of thousands of lines, with 1,200+ tests and ~99% coverage.
| Repository | Description | Language |
|---|---|---|
| xad | Core AD library - forward & adjoint mode, JIT support, Eigen integration | C++ |
| xad-py | Python bindings for XAD | Python |
| QuantLibAAD | Full QuantLib integration - compute all Greeks at once, up to 3 orders of magnitude faster than bump-and-reval | C++ |
| QuantLib-Risks-Py | QuantLib risks from Python via XAD | Python |
| xad-codegen | High-performance native code generation backend for XAD - record-once/replay-many at maximum throughput (commercial) | C++ |
- Fastest AAD library for C++
- Production-proven in large-scale quantitative finance systems
- Full QuantLib integration with 3 orders of magnitude speedup over bump-and-reval
- Eigen compatible - drops into existing C++ codebases with minimal changes
- 1,200+ tests, ~99% coverage
- Python bindings available via
pip install xad
If XAD is useful to you, please star the core repository — it helps others find it.