Skip to content

Latest commit

 

History

History
200 lines (116 loc) · 6.21 KB

CHANGELOG.md

File metadata and controls

200 lines (116 loc) · 6.21 KB

Changelog

All notable changes to XAD will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

unreleased

Added

Changed

Deprecated

Removed

Fixed

1.7.0 - 2024-11-30

This release features extensive performance improvements.

Added

  • Template Variables: Added support for C++17 type traits such as std::is_floating_point_v (#127).
  • CI/CD Workflows: Updated workflows to target the C++17 standard (#127).
  • New Sample: Introduced a Monte-Carlo swaption portfolio pricer, including path-wise derivative calculations (#126).

Changed

  • Performance Improvements (#150):

    • Optimised OperationsContainer for handling slots and multipliers.
    • Enhanced iteration efficiency in computeAdjoints by avoiding redundant operations.
    • Implemented joint tape appending for multipliers and slots in a single operation.
    • Removed the overhead of std::fma calls, relying on compiler-level optimisations.
    • Added pre-checks to skip derivative calculations when tape is not required.
    • Provided branch prediction hints using XAD_LIKELY and XAD_UNLIKELY.
    • Introduced a paired operations container variant for improved performance at a slight memory cost, with a XAD_REDUCED_MEMORY CMake option to toggle memory usage.

  • Documentation Updates: Improved and expanded documentation (#125).

  • CMake Module Renaming: Renamed helper modules to avoid name clashes (by @raneamri, #123).

Fixed

  • Move Behaviour of ChunkContainer Fixed move behaviour of ChunkContainer (by @rghouzra, #152)

1.6.0 - 2024-07-17

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

1.5.2 - 2024-04-04

This patch release is for matching versions with xad-py.

Changed

  • Moved Python bindings into its own repository (new Python package name is xad)
  • Reorganised website
  • Upgraded CI/CD actions

1.5.1 - 2024-03-28

This is a patch release to allow interoperability with the QuantLib-Risks Python package.

Added

  • added static functions to Tape to activate and deactivate a specific tape instance

1.5.0 - 2024-03-25

Added

  • Python bindings as xad-autodiff
  • Added std::is_signed trait to StdCompatibility.hpp header for consistency
  • Support for enhanced debugger visualisations in Visual Studio (@dholden3)

Changed

  • Improved documentation for QuantLib-Risks build
  • Cleaned up output of Swap Pricer example

1.4.1 - 2024-01-10

This is a patch release to ensure compatibility with QuantLib 1.33.

Added

  • support for hypot math function

Fixed

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

1.4.0 - 2024-01-09

Added

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

Fixed

  • Documentation updates

1.3.0 - 2023-08-16

Added

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

Changed

  • Documentation updates

Fixed

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

1.2.0 - 2023-05-24

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

1.1.0 - 2022-11-17

Added

  • QuantLib integration by means of the QuantLib-Risks 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

1.0.0 - 2022-07-07

Initial open-source release