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Rust-native derivative pricing library leveraging Enzyme for LLVM-based automatic differentiation. Focused on XVA, numerical stability, and high-performance Monte Carlo simulations.
Rust-native derivative pricing library leveraging Enzyme for LLVM-based automatic differentiation. Focused on XVA, numerical stability, and high-performance Monte Carlo simulations.
Source: GitHub API · observed Oct 11, 2026. Stars and forks are recorded counts. Repository code licenses may differ from dataset or model-weight licenses.
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