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.

This release mainly adds support for more architectures and compilers and provides higher level derivative functions as well as examples.

• 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)

• Moved website to its own repository and keeping only the reference manual #112

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

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

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

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

• 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)

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

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

• support for hypot math function

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

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

• Documentation updates

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

• Documentation updates

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

• More CI/CD workflows for all supported compiler versions
• Added math function copysign

• Revamped documentation site using mkdocs
• Improved tests and testing infrastructure

• Throw exception when no tape is set on derivative calls
• Some test errors with GCC versions not previously tested

• 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

• Code quality improvements
• Better use of caching in CI/CD pipelines for faster builds

Initial open-source release