From db0324d9ff5cfa07c36abb92b2e39f3688c7dcf2 Mon Sep 17 00:00:00 2001 From: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com> Date: Sun, 25 Oct 2026 11:14:35 +0000 Subject: [PATCH 1/6] rename: QuantLib-Risks -> QuantLibAAD (package, module, CMake target) --- CMakeLists.txt | 2 +- Python/CMakeLists.txt | 2 +- .../CMakeLists.txt | 33 +++++++++++-------- .../__init__.py | 26 +++++++-------- .../converters.cpp | 0 .../converters.hpp | 0 Python/README.md | 18 ++++++---- Python/examples/README.md | 8 ++--- Python/examples/american-option.py | 2 +- Python/examples/basket-option.py | 2 +- Python/examples/bermudan-swaption.py | 2 +- Python/examples/bonds.py | 2 +- Python/examples/callablebonds.py | 2 +- Python/examples/capsfloors.py | 2 +- Python/examples/cashflows.py | 2 +- Python/examples/cds.py | 2 +- Python/examples/european-option.py | 2 +- Python/examples/gaussian1d-models.py | 2 +- Python/examples/global-bootstrap.py | 2 +- Python/examples/isda-engine.py | 2 +- Python/examples/multicurve-bootstrapping.py | 6 ++-- Python/examples/slv.py | 2 +- Python/examples/swap-adjoint.py | 2 +- Python/examples/swap.py | 2 +- Python/examples/swing.py | 2 +- Python/test/test_americanquantooption.py | 2 +- Python/test/test_basket_option.py | 2 +- Python/test/test_blackformula.py | 2 +- Python/test/test_bondfunctions.py | 2 +- Python/test/test_bonds.py | 2 +- Python/test/test_calendars.py | 2 +- Python/test/test_capfloor.py | 2 +- Python/test/test_cms.py | 2 +- Python/test/test_coupons.py | 2 +- Python/test/test_currencies.py | 2 +- Python/test/test_date.py | 2 +- Python/test/test_daycounters.py | 2 +- Python/test/test_equityindex.py | 2 +- Python/test/test_extrapolation.py | 2 +- Python/test/test_fdm.py | 2 +- Python/test/test_futures.py | 2 +- Python/test/test_iborindex.py | 2 +- Python/test/test_inflation.py | 2 +- Python/test/test_instruments.py | 2 +- Python/test/test_integrals.py | 2 +- Python/test/test_linear_algebra.py | 2 +- Python/test/test_marketelements.py | 2 +- Python/test/test_money.py | 2 +- Python/test/test_ode.py | 2 +- Python/test/test_options.py | 2 +- Python/test/test_ratehelpers.py | 2 +- Python/test/test_risks.py | 2 +- Python/test/test_sabr.py | 2 +- Python/test/test_settings.py | 2 +- Python/test/test_slv.py | 2 +- Python/test/test_solvers1d.py | 2 +- Python/test/test_swap.py | 2 +- Python/test/test_swaption.py | 2 +- Python/test/test_termstructures.py | 2 +- Python/test/test_volatilities.py | 2 +- SWIG/inflation.i | 4 +-- SWIG/patches/inflation.i.patch | 4 +-- SWIG/patches/quantlib.i.patch | 4 +-- SWIG/quantlib.i | 4 +-- binder/requirements.txt | 2 +- pyproject.toml | 13 ++++---- 66 files changed, 119 insertions(+), 109 deletions(-) rename Python/{QuantLib_Risks => QuantLibAAD}/CMakeLists.txt (64%) rename Python/{QuantLib_Risks => QuantLibAAD}/__init__.py (76%) rename Python/{QuantLib_Risks => QuantLibAAD}/converters.cpp (100%) rename Python/{QuantLib_Risks => QuantLibAAD}/converters.hpp (100%) diff --git a/CMakeLists.txt b/CMakeLists.txt index 8c2bf7a1..2c7b8a0a 100644 --- a/CMakeLists.txt +++ b/CMakeLists.txt @@ -24,7 +24,7 @@ ############################################################################## cmake_minimum_required(VERSION 3.18...4.2) -project(QuantLib_Risks LANGUAGES CXX VERSION 1.41.0) +project(QuantLibAAD_Py LANGUAGES CXX VERSION 1.41.0) set(QLR_VERSION ${PROJECT_VERSION}) set(QLR_HEX_VERSION "0x014100f0") diff --git a/Python/CMakeLists.txt b/Python/CMakeLists.txt index fc12bd66..bfcb80fb 100644 --- a/Python/CMakeLists.txt +++ b/Python/CMakeLists.txt @@ -30,4 +30,4 @@ include(UseSWIG) set(PYBIND11_FINDPYTHON ON) add_subdirectory(${PROJECT_SOURCE_DIR}/lib/pybind11 ${CMAKE_BINARY_DIR}/pybind11) -add_subdirectory(QuantLib_Risks) +add_subdirectory(QuantLibAAD) diff --git a/Python/QuantLib_Risks/CMakeLists.txt b/Python/QuantLibAAD/CMakeLists.txt similarity index 64% rename from Python/QuantLib_Risks/CMakeLists.txt rename to Python/QuantLibAAD/CMakeLists.txt index f31cc43e..c492d82e 100644 --- a/Python/QuantLib_Risks/CMakeLists.txt +++ b/Python/QuantLibAAD/CMakeLists.txt @@ -30,31 +30,36 @@ set_property(SOURCE ${QLR_SWIG_SOURCE} PROPERTY COMPILE_OPTIONS -DQLR_VERSION=\"${QLR_VERSION}\" -DQLR_HEX_VERSION=${QLR_HEX_VERSION}) -# builds _QuantLib_Risks and generates QuantLib_Risks.py -swig_add_library(QuantLib_Risks +set_property(SOURCE ${QLR_SWIG_SOURCE} PROPERTY SWIG_MODULE_NAME QuantLibAAD) + +# builds _QuantLibAAD and generates QuantLibAAD.py; the target name avoids a clash +# with the C++ QuantLibAAD target +swig_add_library(QuantLibAAD_Python LANGUAGE python OUTPUT_DIR ${CMAKE_CURRENT_BINARY_DIR} SOURCES ${QLR_SWIG_SOURCE} converters.cpp) -target_link_libraries(QuantLib_Risks PRIVATE QuantLib::QuantLib XAD::xad pybind11::module) -target_compile_definitions(QuantLib_Risks PRIVATE +target_link_libraries(QuantLibAAD_Python PRIVATE QuantLib::QuantLib XAD::xad pybind11::module) +target_compile_definitions(QuantLibAAD_Python PRIVATE QL_XAD=1 QLR_VERSION=\"${QLR_VERSION}\" QLR_HEX_VERSION=${QLR_HEX_VERSION}) -target_include_directories(QuantLib_Risks PRIVATE ${CMAKE_CURRENT_SOURCE_DIR}) -set_target_properties(QuantLib_Risks PROPERTIES SUFFIX "${PYTHON_MODULE_EXTENSION}") +target_include_directories(QuantLibAAD_Python PRIVATE ${CMAKE_CURRENT_SOURCE_DIR}) +set_target_properties(QuantLibAAD_Python PROPERTIES + OUTPUT_NAME QuantLibAAD + SUFFIX "${PYTHON_MODULE_EXTENSION}") # libxad from the installed xad package (on Windows, importing xad adds its DLL directory) if(APPLE) - set_target_properties(QuantLib_Risks PROPERTIES INSTALL_RPATH "@loader_path/../xad/lib") + set_target_properties(QuantLibAAD_Python PROPERTIES INSTALL_RPATH "@loader_path/../xad/lib") elseif(UNIX) - set_target_properties(QuantLib_Risks PROPERTIES INSTALL_RPATH "$ORIGIN/../xad/lib") + set_target_properties(QuantLibAAD_Python PROPERTIES INSTALL_RPATH "$ORIGIN/../xad/lib") endif() if(NOT CMAKE_BUILD_TYPE MATCHES "Debug|RelWithDebInfo") - pybind11_strip(QuantLib_Risks) + pybind11_strip(QuantLibAAD_Python) endif() -get_property(QLR_SWIG_PY TARGET QuantLib_Risks PROPERTY SWIG_SUPPORT_FILES) -install(TARGETS QuantLib_Risks - LIBRARY DESTINATION QuantLib_Risks COMPONENT python - RUNTIME DESTINATION QuantLib_Risks COMPONENT python) +get_property(QLR_SWIG_PY TARGET QuantLibAAD_Python PROPERTY SWIG_SUPPORT_FILES) +install(TARGETS QuantLibAAD_Python + LIBRARY DESTINATION QuantLibAAD COMPONENT python + RUNTIME DESTINATION QuantLibAAD COMPONENT python) install(FILES __init__.py ${QLR_SWIG_PY} - DESTINATION QuantLib_Risks COMPONENT python) + DESTINATION QuantLibAAD COMPONENT python) diff --git a/Python/QuantLib_Risks/__init__.py b/Python/QuantLibAAD/__init__.py similarity index 76% rename from Python/QuantLib_Risks/__init__.py rename to Python/QuantLibAAD/__init__.py index 9263c3cc..2b01f8ed 100644 --- a/Python/QuantLib_Risks/__init__.py +++ b/Python/QuantLibAAD/__init__.py @@ -33,16 +33,16 @@ import xad # loads libxad, which the binary module links against -from .QuantLib_Risks import * +from .QuantLibAAD import * if XAD_ENABLED: from xad.adj_1st import Real, Tape from typing import Union, Tuple, List - # as part of the input at the top, we'll have _QuantLib_Risks in scope - DoubleVector = _QuantLib_Risks.DoubleVector - DoublePairVector = _QuantLib_Risks.DoublePairVector - DoubleVectorVector = _QuantLib_Risks.DoubleVectorVector + # as part of the input at the top, we'll have _QuantLibAAD in scope + DoubleVector = _QuantLibAAD.DoubleVector + DoublePairVector = _QuantLibAAD.DoublePairVector + DoubleVectorVector = _QuantLibAAD.DoubleVectorVector def Concentrating1dMesherPoint( x1: Union[Real, float, int], x2: Union[Real, float, int], v: bool @@ -54,16 +54,16 @@ def PairDoubleVector( ) -> Tuple[List[Real], List[Real]]: return ([Real(x) for x in x1], [Real(x) for x in x2]) -if hasattr(_QuantLib_Risks, "__version__"): - __version__ = _QuantLib_Risks.__version__ -elif hasattr(_QuantLib_Risks.cvar, "__version__"): - __version__ = _QuantLib_Risks.cvar.__version__ +if hasattr(_QuantLibAAD, "__version__"): + __version__ = _QuantLibAAD.__version__ +elif hasattr(_QuantLibAAD.cvar, "__version__"): + __version__ = _QuantLibAAD.cvar.__version__ else: print("Could not find __version__ attribute") -if hasattr(_QuantLib_Risks, "__hexversion__"): - __hexversion__ = _QuantLib_Risks.__hexversion__ -elif hasattr(_QuantLib_Risks.cvar, "__hexversion__"): - __hexversion__ = _QuantLib_Risks.cvar.__hexversion__ +if hasattr(_QuantLibAAD, "__hexversion__"): + __hexversion__ = _QuantLibAAD.__hexversion__ +elif hasattr(_QuantLibAAD.cvar, "__hexversion__"): + __hexversion__ = _QuantLibAAD.cvar.__hexversion__ else: print("Could not find __hexversion__ attribute") diff --git a/Python/QuantLib_Risks/converters.cpp b/Python/QuantLibAAD/converters.cpp similarity index 100% rename from Python/QuantLib_Risks/converters.cpp rename to Python/QuantLibAAD/converters.cpp diff --git a/Python/QuantLib_Risks/converters.hpp b/Python/QuantLibAAD/converters.hpp similarity index 100% rename from Python/QuantLib_Risks/converters.hpp rename to Python/QuantLibAAD/converters.hpp diff --git a/Python/README.md b/Python/README.md index 30935146..2f1f67df 100644 --- a/Python/README.md +++ b/Python/README.md @@ -9,9 +9,13 @@ Useful links: ## Installation ``` -pip install QuantLib-Risks +pip install QuantLibAAD ``` +This package was called QuantLib-Risks up to version 1.33.3. `QuantLib-Risks` 1.41 is a +deprecated alias that installs `QuantLibAAD` and keeps `import QuantLib_Risks` working with a +`DeprecationWarning`. Anyone pinned to `QuantLib-Risks==1.33.3` must also pin `xad<2`. + Binary wheels are provided for CPython 3.10 to 3.14 on Linux (x86_64, aarch64), macOS (x86_64, arm64) and Windows (x86_64). The package requires the matching [xad](https://pypi.org/project/xad/) release, which pip installs automatically. @@ -22,20 +26,20 @@ On other platforms pip builds the package from the source distribution, which co and takes a while. This needs a C++17 compiler; CMake, Ninja and SWIG are fetched as build dependencies, and Boost headers are downloaded unless found on the system (or via `BOOST_ROOT`). To build from a clone of the -[repository](https://github.com/auto-differentiation/QuantLib-Risks-Py): +[repository](https://github.com/auto-differentiation/QuantLibAAD-Py): ``` -git clone --recurse-submodules https://github.com/auto-differentiation/QuantLib-Risks-Py.git -pip install -v ./QuantLib-Risks-Py +git clone --recurse-submodules https://github.com/auto-differentiation/QuantLibAAD-Py.git +pip install -v ./QuantLibAAD-Py ``` ## Usage Illustration ```python -import QuantLib_Risks as ql +import QuantLibAAD as ql from xad.adj_1st import Tape -with Tape() as t: +with Tape() as tape: rate = ql.Real(0.2) tape.registerInput(rate) @@ -55,4 +59,4 @@ with Tape() as t: ## Related Projects - XAD Comprehensive automatic differentiation in [Python](https://github.com/auto-differentiation/xad-py) and [C++](https://github.com/auto-differentiation/xad) -- QuantLib-Risks: Fast risk evaluations in [Python](https://github.com/auto-differentiation/QuantLib-Risks-Py) and [C++ (QuantLibAAD)](https://github.com/auto-differentiation/QuantLibAAD) +- QuantLibAAD: Fast risk evaluations in [Python](https://github.com/auto-differentiation/QuantLibAAD-Py) and [C++](https://github.com/auto-differentiation/QuantLibAAD) diff --git a/Python/examples/README.md b/Python/examples/README.md index 623c3742..f573cfe6 100644 --- a/Python/examples/README.md +++ b/Python/examples/README.md @@ -1,6 +1,6 @@ -# QuantLib-Risks Python examples +# QuantLibAAD Python examples -[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/auto-differentiation/QuantLib-Risks/main?labpath=Python%2Fexamples) +[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/auto-differentiation/QuantLibAAD-Py/main?labpath=Python%2Fexamples) This directory contains a number of examples of using risk-enabled QuantLib from Python. They can also run as Jupyter notebooks by means of @@ -11,8 +11,8 @@ If you're seeing this file as a notebook, you're probably there already. If not, you can click the "Launch Binder" badge at the top of this file. If you want to run these examples locally, you'll need the modules listed in the -`requirements.txt` file in the `binder` folder at the root of the [QuantLib-Risks -repository](https://github.com/auto-differentiation/QuantLib-Risks); to install +`requirements.txt` file in the `binder` folder at the root of the [QuantLibAAD-Py +repository](https://github.com/auto-differentiation/QuantLibAAD-Py); to install them, you can execute pip install -r requirements.txt diff --git a/Python/examples/american-option.py b/Python/examples/american-option.py index 6b807a9b..1107c006 100644 --- a/Python/examples/american-option.py +++ b/Python/examples/american-option.py @@ -47,7 +47,7 @@ # FOR A PARTICULAR PURPOSE. See the license for more details. # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd # %% [markdown] diff --git a/Python/examples/basket-option.py b/Python/examples/basket-option.py index cb673dce..c2c8f25a 100644 --- a/Python/examples/basket-option.py +++ b/Python/examples/basket-option.py @@ -45,7 +45,7 @@ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the license for more details. -import QuantLib_Risks as ql +import QuantLibAAD as ql # ### Global data diff --git a/Python/examples/bermudan-swaption.py b/Python/examples/bermudan-swaption.py index 5f642415..cee52be3 100644 --- a/Python/examples/bermudan-swaption.py +++ b/Python/examples/bermudan-swaption.py @@ -45,7 +45,7 @@ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the license for more details. -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd # ### Setup diff --git a/Python/examples/bonds.py b/Python/examples/bonds.py index 44f65604..e2f6ef75 100644 --- a/Python/examples/bonds.py +++ b/Python/examples/bonds.py @@ -50,7 +50,7 @@ # some simple bonds. The last part is dedicated to peripherical # computations such as "Yield to Price" or "Price to Yield" -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd interactive = 'get_ipython' in globals() diff --git a/Python/examples/callablebonds.py b/Python/examples/callablebonds.py index 3eec3dc6..59709071 100644 --- a/Python/examples/callablebonds.py +++ b/Python/examples/callablebonds.py @@ -42,7 +42,7 @@ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the license for more details. -import QuantLib_Risks as ql +import QuantLibAAD as ql import numpy as np calcDate = ql.Date(16, 8, 2006) diff --git a/Python/examples/capsfloors.py b/Python/examples/capsfloors.py index 303d0b1e..947a960c 100644 --- a/Python/examples/capsfloors.py +++ b/Python/examples/capsfloors.py @@ -42,7 +42,7 @@ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the license for more details. -import QuantLib_Risks as ql +import QuantLibAAD as ql calcDate = ql.Date(14, 6, 2016) ql.Settings.instance().evaluationDate = calcDate diff --git a/Python/examples/cashflows.py b/Python/examples/cashflows.py index a7e78492..0e868364 100644 --- a/Python/examples/cashflows.py +++ b/Python/examples/cashflows.py @@ -47,7 +47,7 @@ # FOR A PARTICULAR PURPOSE. See the license for more details. # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd # %% diff --git a/Python/examples/cds.py b/Python/examples/cds.py index 4891c174..255892e8 100644 --- a/Python/examples/cds.py +++ b/Python/examples/cds.py @@ -47,7 +47,7 @@ # ### Setup -import QuantLib_Risks as ql +import QuantLibAAD as ql calendar = ql.TARGET() diff --git a/Python/examples/european-option.py b/Python/examples/european-option.py index 3bd1872f..4cd4b0df 100644 --- a/Python/examples/european-option.py +++ b/Python/examples/european-option.py @@ -47,7 +47,7 @@ # FOR A PARTICULAR PURPOSE. See the license for more details. # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd # %% [markdown] diff --git a/Python/examples/gaussian1d-models.py b/Python/examples/gaussian1d-models.py index a3e36566..0cf18d07 100644 --- a/Python/examples/gaussian1d-models.py +++ b/Python/examples/gaussian1d-models.py @@ -50,7 +50,7 @@ # ### Setup # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd # %% diff --git a/Python/examples/global-bootstrap.py b/Python/examples/global-bootstrap.py index 44056a4e..cff70cde 100644 --- a/Python/examples/global-bootstrap.py +++ b/Python/examples/global-bootstrap.py @@ -47,7 +47,7 @@ # FOR A PARTICULAR PURPOSE. See the license for more details. # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd # %% diff --git a/Python/examples/isda-engine.py b/Python/examples/isda-engine.py index 215a81e6..e9b35a3c 100644 --- a/Python/examples/isda-engine.py +++ b/Python/examples/isda-engine.py @@ -42,7 +42,7 @@ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the license for more details. -import QuantLib_Risks as ql +import QuantLibAAD as ql import pandas as pd interactive = 'get_ipython' in globals() diff --git a/Python/examples/multicurve-bootstrapping.py b/Python/examples/multicurve-bootstrapping.py index f3b0034f..67b86e95 100644 --- a/Python/examples/multicurve-bootstrapping.py +++ b/Python/examples/multicurve-bootstrapping.py @@ -18,7 +18,7 @@ # # This sample prices a forward-starting interest rate swap on a curve that # has been bootrapped on a large number of market quotes. -# It calculates all sensitivities using QuantLib-Risks and measures the performance +# It calculates all sensitivities using QuantLibAAD and measures the performance # (averaged over a number of repetitions). # # Pricing using standard QuantLib can also be done by simply changing the import @@ -60,7 +60,7 @@ # %% -import QuantLib_Risks as ql # enable this to calculate sensitivities +import QuantLibAAD as ql # enable this to calculate sensitivities # import QuantLib as ql # enable this for regular QuantLib performance @@ -578,7 +578,7 @@ def printResults( if not getattr(ql, "XAD_ENABLED", False): - # ql.XAD_ENABLED is set if we're using QuantLib-Risks + # ql.XAD_ENABLED is set if we're using QuantLibAAD print("Pricing swap with multicurve bootstrapping without sensitivities...") start = time.perf_counter_ns() for _ in range(N): diff --git a/Python/examples/slv.py b/Python/examples/slv.py index 7ed47e28..307a337f 100644 --- a/Python/examples/slv.py +++ b/Python/examples/slv.py @@ -56,7 +56,7 @@ sys.exit() # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql from matplotlib import pyplot as plt import numpy as np from xad import math, value diff --git a/Python/examples/swap-adjoint.py b/Python/examples/swap-adjoint.py index fd23f63a..30efde00 100644 --- a/Python/examples/swap-adjoint.py +++ b/Python/examples/swap-adjoint.py @@ -47,7 +47,7 @@ # FOR A PARTICULAR PURPOSE. See the license for more details. # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql from xad.adj_1st import Tape # %% [markdown] diff --git a/Python/examples/swap.py b/Python/examples/swap.py index 44fe6108..4d764c1e 100644 --- a/Python/examples/swap.py +++ b/Python/examples/swap.py @@ -47,7 +47,7 @@ # FOR A PARTICULAR PURPOSE. See the license for more details. # %% -import QuantLib_Risks as ql +import QuantLibAAD as ql # %% [markdown] # ### Global data diff --git a/Python/examples/swing.py b/Python/examples/swing.py index 80458736..a8ed9bae 100644 --- a/Python/examples/swing.py +++ b/Python/examples/swing.py @@ -45,7 +45,7 @@ # ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS # FOR A PARTICULAR PURPOSE. See the license for more details. -import QuantLib_Risks as ql +import QuantLibAAD as ql from xad import math todaysDate = ql.Date(30, ql.September, 2018) diff --git a/Python/test/test_americanquantooption.py b/Python/test/test_americanquantooption.py index 7632f9aa..ee4c88bc 100644 --- a/Python/test/test_americanquantooption.py +++ b/Python/test/test_americanquantooption.py @@ -31,7 +31,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class AmericanQuantoOptionTest(unittest.TestCase): def setUp(self): diff --git a/Python/test/test_basket_option.py b/Python/test/test_basket_option.py index 9b7648ac..e15f23be 100644 --- a/Python/test/test_basket_option.py +++ b/Python/test/test_basket_option.py @@ -17,7 +17,7 @@ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class BasketOptionTest(unittest.TestCase): diff --git a/Python/test/test_blackformula.py b/Python/test/test_blackformula.py index 27e8404b..537f6190 100644 --- a/Python/test/test_blackformula.py +++ b/Python/test/test_blackformula.py @@ -32,7 +32,7 @@ """ import unittest import math -import QuantLib_Risks as ql +import QuantLibAAD as ql class BlackFormulaTest(unittest.TestCase): diff --git a/Python/test/test_bondfunctions.py b/Python/test/test_bondfunctions.py index 6f5f28c6..3526980c 100644 --- a/Python/test/test_bondfunctions.py +++ b/Python/test/test_bondfunctions.py @@ -32,7 +32,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_bonds.py b/Python/test/test_bonds.py index f5d6dd77..646088e3 100644 --- a/Python/test/test_bonds.py +++ b/Python/test/test_bonds.py @@ -31,7 +31,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_calendars.py b/Python/test/test_calendars.py index 60c4f5d4..ebbb49f4 100644 --- a/Python/test/test_calendars.py +++ b/Python/test/test_calendars.py @@ -32,7 +32,7 @@ import itertools import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class JointCalendarTest(unittest.TestCase): diff --git a/Python/test/test_capfloor.py b/Python/test/test_capfloor.py index 28400f6c..ab7da320 100644 --- a/Python/test/test_capfloor.py +++ b/Python/test/test_capfloor.py @@ -31,7 +31,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest class CapFloorTest(unittest.TestCase): diff --git a/Python/test/test_cms.py b/Python/test/test_cms.py index d29efc94..99f99d00 100644 --- a/Python/test/test_cms.py +++ b/Python/test/test_cms.py @@ -30,7 +30,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_coupons.py b/Python/test/test_coupons.py index 2bbd3a69..1f9038c5 100644 --- a/Python/test/test_coupons.py +++ b/Python/test/test_coupons.py @@ -16,7 +16,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql EPSILON = 1.e-9 diff --git a/Python/test/test_currencies.py b/Python/test/test_currencies.py index 8d724673..89d27481 100644 --- a/Python/test/test_currencies.py +++ b/Python/test/test_currencies.py @@ -31,7 +31,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class CurrencyTest(unittest.TestCase): diff --git a/Python/test/test_date.py b/Python/test/test_date.py index a6060a6b..ed59bc44 100644 --- a/Python/test/test_date.py +++ b/Python/test/test_date.py @@ -32,7 +32,7 @@ import datetime import operator -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_daycounters.py b/Python/test/test_daycounters.py index b92261ee..36b2c0b6 100644 --- a/Python/test/test_daycounters.py +++ b/Python/test/test_daycounters.py @@ -1,4 +1,4 @@ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_equityindex.py b/Python/test/test_equityindex.py index 1143454e..e855bff7 100644 --- a/Python/test/test_equityindex.py +++ b/Python/test/test_equityindex.py @@ -15,7 +15,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_extrapolation.py b/Python/test/test_extrapolation.py index 1e5e4abf..b528cd48 100644 --- a/Python/test/test_extrapolation.py +++ b/Python/test/test_extrapolation.py @@ -33,7 +33,7 @@ import math import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class ExtrapolationTest(unittest.TestCase): diff --git a/Python/test/test_fdm.py b/Python/test/test_fdm.py index 5923b166..0dc9ff1b 100644 --- a/Python/test/test_fdm.py +++ b/Python/test/test_fdm.py @@ -33,7 +33,7 @@ import math import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class FdmTest(unittest.TestCase): diff --git a/Python/test/test_futures.py b/Python/test/test_futures.py index 41871ec6..b2b8e722 100644 --- a/Python/test/test_futures.py +++ b/Python/test/test_futures.py @@ -16,7 +16,7 @@ """ import unittest import math -import QuantLib_Risks as ql +import QuantLibAAD as ql LAG = 0 DC = ql.ActualActual(ql.ActualActual.ISDA) diff --git a/Python/test/test_iborindex.py b/Python/test/test_iborindex.py index 429b48fe..2a5d5ec5 100644 --- a/Python/test/test_iborindex.py +++ b/Python/test/test_iborindex.py @@ -31,7 +31,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_inflation.py b/Python/test/test_inflation.py index 396dd94a..93839754 100644 --- a/Python/test/test_inflation.py +++ b/Python/test/test_inflation.py @@ -31,7 +31,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql EPSILON = 1.e-9 diff --git a/Python/test/test_instruments.py b/Python/test/test_instruments.py index 999c91e9..3f6ce145 100644 --- a/Python/test/test_instruments.py +++ b/Python/test/test_instruments.py @@ -30,7 +30,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest flag = None diff --git a/Python/test/test_integrals.py b/Python/test/test_integrals.py index 1b60345a..1bf0f014 100644 --- a/Python/test/test_integrals.py +++ b/Python/test/test_integrals.py @@ -30,7 +30,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest import math diff --git a/Python/test/test_linear_algebra.py b/Python/test/test_linear_algebra.py index 6316798d..7e647d6a 100644 --- a/Python/test/test_linear_algebra.py +++ b/Python/test/test_linear_algebra.py @@ -1,4 +1,4 @@ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_marketelements.py b/Python/test/test_marketelements.py index 99095c90..601bf93a 100644 --- a/Python/test/test_marketelements.py +++ b/Python/test/test_marketelements.py @@ -30,7 +30,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest flag = None diff --git a/Python/test/test_money.py b/Python/test/test_money.py index c2c7c2b8..fed5e529 100644 --- a/Python/test/test_money.py +++ b/Python/test/test_money.py @@ -1,4 +1,4 @@ -import QuantLib_Risks as ql +import QuantLibAAD as ql import operator import unittest diff --git a/Python/test/test_ode.py b/Python/test/test_ode.py index 050ff43c..6a58cda8 100644 --- a/Python/test/test_ode.py +++ b/Python/test/test_ode.py @@ -33,7 +33,7 @@ import math import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class OdeTest(unittest.TestCase): diff --git a/Python/test/test_options.py b/Python/test/test_options.py index 23357533..f5d53159 100644 --- a/Python/test/test_options.py +++ b/Python/test/test_options.py @@ -32,7 +32,7 @@ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class OptionsTest(unittest.TestCase): diff --git a/Python/test/test_ratehelpers.py b/Python/test/test_ratehelpers.py index b7feca10..c44946c8 100644 --- a/Python/test/test_ratehelpers.py +++ b/Python/test/test_ratehelpers.py @@ -33,7 +33,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_risks.py b/Python/test/test_risks.py index 489525e3..3e7319d2 100644 --- a/Python/test/test_risks.py +++ b/Python/test/test_risks.py @@ -33,7 +33,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql from xad.adj_1st import Tape class SwapWithSensiTest(unittest.TestCase): diff --git a/Python/test/test_sabr.py b/Python/test/test_sabr.py index abd70757..91315477 100644 --- a/Python/test/test_sabr.py +++ b/Python/test/test_sabr.py @@ -33,7 +33,7 @@ import math import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class SabrTest(unittest.TestCase): diff --git a/Python/test/test_settings.py b/Python/test/test_settings.py index 54cf9e38..00924263 100644 --- a/Python/test/test_settings.py +++ b/Python/test/test_settings.py @@ -1,4 +1,4 @@ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest diff --git a/Python/test/test_slv.py b/Python/test/test_slv.py index 099d4d67..7587d3c4 100644 --- a/Python/test/test_slv.py +++ b/Python/test/test_slv.py @@ -32,7 +32,7 @@ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class SlvTest(unittest.TestCase): diff --git a/Python/test/test_solvers1d.py b/Python/test/test_solvers1d.py index f90447f5..547f5154 100644 --- a/Python/test/test_solvers1d.py +++ b/Python/test/test_solvers1d.py @@ -31,7 +31,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql class Foo: diff --git a/Python/test/test_swap.py b/Python/test/test_swap.py index 9714f979..42459eb2 100644 --- a/Python/test/test_swap.py +++ b/Python/test/test_swap.py @@ -17,7 +17,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql EPSILON = 1.e-8 diff --git a/Python/test/test_swaption.py b/Python/test/test_swaption.py index 6b3ef004..b8cd5df2 100644 --- a/Python/test/test_swaption.py +++ b/Python/test/test_swaption.py @@ -31,7 +31,7 @@ """ import unittest -import QuantLib_Risks as ql +import QuantLibAAD as ql BASIS_POINT = 1e-4 diff --git a/Python/test/test_termstructures.py b/Python/test/test_termstructures.py index ef28e176..0e7e3b52 100644 --- a/Python/test/test_termstructures.py +++ b/Python/test/test_termstructures.py @@ -32,7 +32,7 @@ FOR A PARTICULAR PURPOSE. See the license for more details. """ -import QuantLib_Risks as ql +import QuantLibAAD as ql import unittest import math diff --git a/Python/test/test_volatilities.py b/Python/test/test_volatilities.py index 317ee78e..b81edd2d 100644 --- a/Python/test/test_volatilities.py +++ b/Python/test/test_volatilities.py @@ -33,7 +33,7 @@ import unittest import math -import QuantLib_Risks as ql +import QuantLibAAD as ql TOLERANCE = 1e-10 if ql.IborCoupon.usingAtParCoupons() else 1e-6 SABR_ATM_TOLERANCE = 3.0e-4 diff --git a/SWIG/inflation.i b/SWIG/inflation.i index b8641b28..029815b2 100644 --- a/SWIG/inflation.i +++ b/SWIG/inflation.i @@ -566,9 +566,9 @@ def __init__(self, quote, lag, maturity, calendar, bdc, dayCounter, index, obser __init__(ZeroCouponInflationSwapHelper self, QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bdc, DayCounter dayCounter, ext::shared_ptr< ZeroInflationIndex > const & index, CPI::InterpolationType observationInterpolation, YieldTermStructureHandle nominalTS) -> ZeroCouponInflationSwapHelper """ if nominalTS is None: - _QuantLib_Risks.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLib_Risks.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation)) + _QuantLibAAD.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLibAAD.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation)) else: - _QuantLib_Risks.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLib_Risks.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation, nominalTS)) + _QuantLibAAD.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLibAAD.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation, nominalTS)) %} #endif public: diff --git a/SWIG/patches/inflation.i.patch b/SWIG/patches/inflation.i.patch index 6899b17b..f08f19c3 100644 --- a/SWIG/patches/inflation.i.patch +++ b/SWIG/patches/inflation.i.patch @@ -6,10 +6,10 @@ diff --git a/SWIG/inflation.i b/SWIG/inflation.i """ if nominalTS is None: - _QuantLib.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLib.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation)) -+ _QuantLib_Risks.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLib_Risks.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation)) ++ _QuantLibAAD.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLibAAD.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation)) else: - _QuantLib.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLib.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation, nominalTS)) -+ _QuantLib_Risks.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLib_Risks.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation, nominalTS)) ++ _QuantLibAAD.ZeroCouponInflationSwapHelper_swiginit(self, _QuantLibAAD.new_ZeroCouponInflationSwapHelper(quote, lag, maturity, calendar, bdc, dayCounter, index, observationInterpolation, nominalTS)) %} #endif public: diff --git a/SWIG/patches/quantlib.i.patch b/SWIG/patches/quantlib.i.patch index cae2cce6..a20a1639 100644 --- a/SWIG/patches/quantlib.i.patch +++ b/SWIG/patches/quantlib.i.patch @@ -6,10 +6,10 @@ diff --git a/SWIG/quantlib.i b/SWIG/quantlib.i %module(directors="1") NQuantLibc #elif defined(SWIGJAVA) -%module(directors="1") QuantLib -+%module(directors="1") QuantLib_Risks ++%module(directors="1") QuantLibAAD #else -%module QuantLib -+%module QuantLib_Risks ++%module QuantLibAAD #endif %include exception.i diff --git a/SWIG/quantlib.i b/SWIG/quantlib.i index f1854968..b70a4962 100644 --- a/SWIG/quantlib.i +++ b/SWIG/quantlib.i @@ -21,9 +21,9 @@ #if defined(SWIGCSHARP) %module(directors="1") NQuantLibc #elif defined(SWIGJAVA) -%module(directors="1") QuantLib_Risks +%module(directors="1") QuantLibAAD #else -%module QuantLib_Risks +%module QuantLibAAD #endif %include exception.i diff --git a/binder/requirements.txt b/binder/requirements.txt index 480c016c..d9711e77 100644 --- a/binder/requirements.txt +++ b/binder/requirements.txt @@ -1,5 +1,5 @@ # Requirements for the example Python notebooks. Used by mybinder.org. -QuantLib-Risks +QuantLibAAD QuantLib jupyter jupytext diff --git a/pyproject.toml b/pyproject.toml index fe0d2596..97a82b2d 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ ############################################################################## # -# QuantLib-Risks - package and build configuration +# QuantLibAAD - package and build configuration # # This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, @@ -29,7 +29,7 @@ requires = ["scikit-build-core>=0.11", "swig>=4.4,<4.5", "xad>=2.2,<2.3"] build-backend = "scikit_build_core.build" [project] -name = "QuantLib-Risks" +name = "QuantLibAAD" # keep in sync with CMakeLists.txt version = "1.41.0" description = "Fast risks calculations in QuantLib" @@ -75,10 +75,10 @@ dependencies = ["xad>=2.2,<2.3"] [project.urls] Homepage = "https://auto-differentiation.github.io" -Repository = "https://github.com/auto-differentiation/QuantLib-Risks-Py" +Repository = "https://github.com/auto-differentiation/QuantLibAAD-Py" Documentation = "https://auto-differentiation.github.io/quantlib-risks/python/" -Download = "https://pypi.org/project/QuantLib-Risks/#files" -Tracker = "https://github.com/auto-differentiation/QuantLib-Risks-Py/issues" +Download = "https://pypi.org/project/QuantLibAAD/#files" +Tracker = "https://github.com/auto-differentiation/QuantLibAAD-Py/issues" [dependency-groups] test = ["pytest"] @@ -87,13 +87,14 @@ test = ["pytest"] minimum-version = "build-system.requires" cmake.version = ">=3.18" build.verbose = true -# the package is installed by CMake (Python/QuantLib_Risks/CMakeLists.txt) +# the package is installed by CMake (Python/QuantLibAAD/CMakeLists.txt) wheel.packages = [] install.components = ["python"] # submodule parts not needed to build sdist.exclude = [ ".github", "binder", + "shim", "build", "lib/QuantLib/Docs", "lib/QuantLib/Examples", From 70d10a4cd6f92a103050fbc69d8c3f38cb0f7dc8 Mon Sep 17 00:00:00 2001 From: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com> Date: Sun, 25 Oct 2026 11:14:35 +0000 Subject: [PATCH 2/6] shim: QuantLib-Risks 1.41.0 re-exporting QuantLibAAD --- shim/QuantLib_Risks/__init__.py | 19 +++++++++++++++++++ shim/README.md | 15 +++++++++++++++ shim/pyproject.toml | 31 +++++++++++++++++++++++++++++++ 3 files changed, 65 insertions(+) create mode 100644 shim/QuantLib_Risks/__init__.py create mode 100644 shim/README.md create mode 100644 shim/pyproject.toml diff --git a/shim/QuantLib_Risks/__init__.py b/shim/QuantLib_Risks/__init__.py new file mode 100644 index 00000000..d7554529 --- /dev/null +++ b/shim/QuantLib_Risks/__init__.py @@ -0,0 +1,19 @@ +"""Deprecated alias of QuantLibAAD.""" + +import sys +import warnings + +warnings.warn( + "QuantLib-Risks is now QuantLibAAD: pip install QuantLibAAD and import QuantLibAAD", + DeprecationWarning, + stacklevel=2, +) + +from QuantLibAAD import * +from QuantLibAAD import __version__, __hexversion__ +from QuantLibAAD import QuantLibAAD as QuantLib_Risks, _QuantLibAAD as _QuantLib_Risks + +sys.modules[__name__ + ".QuantLib_Risks"] = QuantLib_Risks +sys.modules[__name__ + "._QuantLib_Risks"] = _QuantLib_Risks + +del sys, warnings diff --git a/shim/README.md b/shim/README.md new file mode 100644 index 00000000..766559fe --- /dev/null +++ b/shim/README.md @@ -0,0 +1,15 @@ +# QuantLib-Risks is now QuantLibAAD + +This package has been renamed to [QuantLibAAD](https://pypi.org/project/QuantLibAAD). +`QuantLib-Risks` 1.41 only installs `QuantLibAAD` and keeps `import QuantLib_Risks` +working, with a `DeprecationWarning`. Please switch to: + +```bash +pip install QuantLibAAD +``` + +```python +import QuantLibAAD as ql +``` + +Anyone pinned to `QuantLib-Risks==1.33.3` must also pin `xad<2`. diff --git a/shim/pyproject.toml b/shim/pyproject.toml new file mode 100644 index 00000000..8589eaa5 --- /dev/null +++ b/shim/pyproject.toml @@ -0,0 +1,31 @@ +# QuantLib-Risks is now QuantLibAAD: this distribution only installs QuantLibAAD +# and keeps `import QuantLib_Risks` working, with a DeprecationWarning. + +[build-system] +requires = ["hatchling"] +build-backend = "hatchling.build" + +[project] +name = "QuantLib-Risks" +# keep in sync with ../pyproject.toml +version = "1.41.0" +description = "Deprecated: QuantLib-Risks is now QuantLibAAD" +readme = "README.md" +requires-python = ">=3.10" +license = { text = "AGPL-3.0-or-later" } +authors = [ + { name = "Auto Differentiation Dev Team", email = "dev@auto-differentiation.com" }, +] +classifiers = [ + "Development Status :: 7 - Inactive", + "License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)", + "Programming Language :: Python :: 3", +] +dependencies = ["QuantLibAAD==1.41.*"] + +[project.urls] +Homepage = "https://pypi.org/project/QuantLibAAD" +Repository = "https://github.com/auto-differentiation/QuantLibAAD-Py" + +[tool.hatch.build.targets.wheel] +packages = ["QuantLib_Risks"] From ba919c1365c6c09c12710fcebaafa3e836f43093 Mon Sep 17 00:00:00 2001 From: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com> Date: Sun, 25 Oct 2026 11:14:35 +0000 Subject: [PATCH 3/6] ci: build and publish QuantLibAAD and the QuantLib-Risks shim --- .github/workflows/quantlib-risks.yml | 40 ++++++++++++++++++++-------- 1 file changed, 29 insertions(+), 11 deletions(-) diff --git a/.github/workflows/quantlib-risks.yml b/.github/workflows/quantlib-risks.yml index 4b15bd08..5fd8471c 100644 --- a/.github/workflows/quantlib-risks.yml +++ b/.github/workflows/quantlib-risks.yml @@ -3,16 +3,16 @@ # - OR pushes of tags starting with v* # - OR manual dispatch on repo # publishes to test pypi if: -# - in auto-differentiation/QuantLib-Risks-Py repository AND +# - in auto-differentiation/QuantLibAAD-Py repository AND # - pushes of tags starting with v* # - OR manual dispatch on repo # publishes to real PyPI if: # - publish to Test PyPI worked (with all build conditions above) # - and if it's a version tag (starting with v*) # -# cibuildwheel config: [tool.cibuildwheel] in pyproject.toml +# cibuildwheel config: [tool.cibuildwheel] in pyproject.toml; shim/ is built alongside -name: QuantLib-Risks wheels +name: QuantLibAAD wheels on: pull_request: branches: @@ -87,7 +87,7 @@ jobs: - name: Upload wheels uses: actions/upload-artifact@v7 with: - name: cibw-wheels-${{ matrix.platform.name }}-${{ matrix.python }} + name: dist-wheels-${{ matrix.platform.name }}-${{ matrix.python }} path: ./wheelhouse/*.whl if-no-files-found: error @@ -110,26 +110,44 @@ jobs: - name: Upload sdist uses: actions/upload-artifact@v7 with: - name: cibw-sdist + name: dist-sdist path: dist/*.tar.gz if-no-files-found: error + build_shim: + name: QuantLib-Risks shim + runs-on: ubuntu-24.04 + steps: + - uses: actions/checkout@v7 + with: + persist-credentials: false + - name: Build sdist and wheel + run: pipx run build --outdir dist shim + - name: Check metadata + run: pipx run twine check --strict dist/* + - name: Upload shim + uses: actions/upload-artifact@v7 + with: + name: dist-shim + path: dist/* + if-no-files-found: error + test-publish: - needs: [build_wheels, build_sdist] + needs: [build_wheels, build_sdist, build_shim] if: >- - github.repository == 'auto-differentiation/QuantLib-Risks-Py' && + github.repository == 'auto-differentiation/QuantLibAAD-Py' && (github.event_name == 'workflow_dispatch' || (github.event_name == 'push' && startsWith(github.ref, 'refs/tags/v'))) environment: name: testpypi - url: https://test.pypi.org/p/QuantLib-Risks + url: https://test.pypi.org/p/QuantLibAAD permissions: id-token: write runs-on: ubuntu-latest steps: - uses: actions/download-artifact@v8 with: - pattern: cibw-* + pattern: dist-* path: dist merge-multiple: true - uses: pypa/gh-action-pypi-publish@v1.14.3 @@ -145,13 +163,13 @@ jobs: if: github.event_name == 'push' && startsWith(github.ref, 'refs/tags/v') environment: name: pypi - url: https://pypi.org/p/QuantLib-Risks + url: https://pypi.org/p/QuantLibAAD permissions: id-token: write steps: - uses: actions/download-artifact@v8 with: - pattern: cibw-* + pattern: dist-* path: dist merge-multiple: true - uses: pypa/gh-action-pypi-publish@v1.14.3 From 4c91af7d28c269e8ace21dfebe6d1d732b610d4f Mon Sep 17 00:00:00 2001 From: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com> Date: Sun, 25 Oct 2026 11:14:45 +0000 Subject: [PATCH 4/6] docs: QuantLibAAD naming, migration notes and 1.41.0 changelog --- CHANGELOG.md | 10 ++++--- CMakeLists.txt | 4 +-- CONTRIBUTING.md | 13 +++++---- LICENSE.md | 4 +-- Python/CMakeLists.txt | 2 +- Python/QuantLibAAD/CMakeLists.txt | 2 +- Python/QuantLibAAD/__init__.py | 6 ++--- Python/QuantLibAAD/converters.cpp | 2 +- Python/QuantLibAAD/converters.hpp | 2 +- Python/examples/american-option.py | 6 ++--- Python/examples/basket-option.py | 6 ++--- Python/examples/bermudan-swaption.py | 6 ++--- Python/examples/bonds.py | 6 ++--- Python/examples/callablebonds.py | 6 ++--- Python/examples/capsfloors.py | 6 ++--- Python/examples/cashflows.py | 6 ++--- Python/examples/cds.py | 6 ++--- Python/examples/european-option.py | 6 ++--- Python/examples/gaussian1d-models.py | 6 ++--- Python/examples/global-bootstrap.py | 6 ++--- Python/examples/isda-engine.py | 6 ++--- Python/examples/multicurve-bootstrapping.py | 6 ++--- Python/examples/slv.py | 6 ++--- Python/examples/swap-adjoint.py | 6 ++--- Python/examples/swap.py | 6 ++--- Python/examples/swing.py | 6 ++--- Python/run_tests.bat | 2 +- Python/run_tests.sh | 2 +- Python/test/test_americanquantooption.py | 6 ++--- Python/test/test_blackformula.py | 6 ++--- Python/test/test_bondfunctions.py | 6 ++--- Python/test/test_bonds.py | 6 ++--- Python/test/test_calendars.py | 6 ++--- Python/test/test_capfloor.py | 6 ++--- Python/test/test_cms.py | 6 ++--- Python/test/test_currencies.py | 6 ++--- Python/test/test_date.py | 6 ++--- Python/test/test_extrapolation.py | 6 ++--- Python/test/test_fdm.py | 6 ++--- Python/test/test_iborindex.py | 6 ++--- Python/test/test_inflation.py | 6 ++--- Python/test/test_instruments.py | 6 ++--- Python/test/test_integrals.py | 6 ++--- Python/test/test_marketelements.py | 6 ++--- Python/test/test_ode.py | 6 ++--- Python/test/test_options.py | 6 ++--- Python/test/test_ratehelpers.py | 6 ++--- Python/test/test_risks.py | 6 ++--- Python/test/test_sabr.py | 6 ++--- Python/test/test_slv.py | 6 ++--- Python/test/test_solvers1d.py | 6 ++--- Python/test/test_swaption.py | 6 ++--- Python/test/test_termstructures.py | 6 ++--- Python/test/test_volatilities.py | 6 ++--- README.md | 29 ++++++++++++++------- SWIG/date_extra.i | 4 +-- SWIG/fdm_extra.i | 4 +-- SWIG/tape.i | 2 +- SWIG/vectors_extra.i | 2 +- cmake/QLRXad.cmake | 2 +- pyproject.toml | 2 +- tools/build-quantlib.cmake | 2 +- tools/sync-swig.sh | 2 +- 63 files changed, 187 insertions(+), 169 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 48ab61a8..74ef2d63 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,7 +1,7 @@ # ChangeLog This log is to be read in conjunction with [ChangeLog.txt](./ChangeLog.txt). -It lists the QuantLib-Risks specific changes on top of what is already listed in +It lists the QuantLibAAD (formerly QuantLib-Risks) specific changes on top of what is already listed in the underlying QuantLib-SWIG changelog. The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), @@ -9,9 +9,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [1.41.0] - Unreleased +- Renamed QuantLib-Risks -> QuantLibAAD: `pip install QuantLibAAD`, `import QuantLibAAD` +- `QuantLib-Risks` 1.41.0 is a deprecated shim (`shim/`) that requires `QuantLibAAD==1.41.*` and + re-exports it as `QuantLib_Risks` with a `DeprecationWarning` +- Anyone pinned to `QuantLib-Risks==1.33.3` must also pin `xad<2` - Matches QuantLib and QuantLib Python bindings version 1.41 - Builds against QuantLibAAD 1.41 (formerly QuantLib-Risks-Cpp) and the shared libxad of the installed xad 2.2 package (`xad>=2.2,<2.3`), which is not bundled -- Tapes are shared with xad through libxad, thread-local per Python thread; QuantLib no longer patches `xad.adj_1st.Tape` +- Tapes are shared with xad through libxad, thread-local per Python thread - Builds the unmodified QuantLib 1.41 release, no QuantLib patches - One-step build with scikit-build-core; wheels for Python 3.10-3.14 on Linux, macOS and Windows - `tools/sync-swig.sh` syncs `SWIG/` with a QuantLib-SWIG release, re-applying the XAD changes in `SWIG/patches/` @@ -32,7 +36,7 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 Initial release, matching QuantLib Python bindings version 1.33 -[1.41.0]: https://github.com/auto-differentiation/QuantLib-Risks-Py/compare/v1.33.3...v1.41.0 +[1.41.0]: https://github.com/auto-differentiation/QuantLibAAD-Py/compare/v1.33.3...v1.41.0 [1.33.3]: https://github.com/auto-differentiation/QuantLib-Risks-Py/compare/v1.33.2...v1.33.3 diff --git a/CMakeLists.txt b/CMakeLists.txt index 2c7b8a0a..aa570356 100644 --- a/CMakeLists.txt +++ b/CMakeLists.txt @@ -1,8 +1,8 @@ ############################################################################## -# CMake file for QuantLib-Risks, driven by scikit-build-core (pyproject.toml). +# CMake file for QuantLibAAD, driven by scikit-build-core (pyproject.toml). # Keep the version in sync with pyproject.toml. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md index 13f55960..f829afcb 100644 --- a/CONTRIBUTING.md +++ b/CONTRIBUTING.md @@ -7,12 +7,12 @@ Note that this fork is importing all changes from the QuantLib-SWIG repository o release. Changes related to QuantLib's own Python bindings will be included in each new release. Contributions to this repository should only be made if they are related to building -the Python bindings for QuantLib-Risks (enabled with XAD). +the Python bindings for QuantLibAAD (enabled with XAD). 1. Fork, then clone the repository with its submodules: ```bash -git clone --recurse-submodules https://github.com/yourusername/QuantLib-Risks-Py.git +git clone --recurse-submodules https://github.com/yourusername/QuantLibAAD-Py.git ``` 2. Follow the [Build Instructions](#build-instructions) below to build the software. @@ -54,7 +54,7 @@ The package is built in one step by [scikit-build-core](https://scikit-build-cor (see `pyproject.toml`): CMake builds QuantLib as a static library together with [QuantLibAAD](https://github.com/auto-differentiation/QuantLibAAD) from the `lib/` submodules, against [XAD](https://github.com/auto-differentiation/xad) from the installed -[xad](https://pypi.org/project/xad/) package (`xad.get_cmake_dir()`), then the SWIG module from `SWIG/` and `Python/QuantLib_Risks/`. +[xad](https://pypi.org/project/xad/) package (`xad.get_cmake_dir()`), then the SWIG module from `SWIG/` and `Python/QuantLibAAD/`. Requirements: Python 3.10+, and a C++17 compiler. CMake, Ninja and SWIG are installed as build dependencies. @@ -67,7 +67,7 @@ python -m venv .venv source .venv/bin/activate pip install -v . pytest # run the tests from outside the source tree, against the installed package -cd /tmp && python -m pytest --import-mode=importlib /path/to/QuantLib-Risks-Py/Python/test +cd /tmp && python -m pytest --import-mode=importlib /path/to/QuantLibAAD-Py/Python/test ``` Notes: @@ -88,8 +88,11 @@ Notes: - Wheels for all supported Python versions are built with [cibuildwheel](https://cibuildwheel.pypa.io) (`pipx run cibuildwheel`, configured in `pyproject.toml`), the source distribution with `pipx run build --sdist`. +- `shim/` is the pure-Python `QuantLib-Risks` distribution, a deprecated alias that requires + `QuantLibAAD` and re-exports it as `QuantLib_Risks`. Build it with `pipx run build shim` + and keep its version and `QuantLibAAD` requirement in sync with `pyproject.toml`. -[pr]: https://github.com/auto-differentiation/QuantLib-Risks/compare/ +[pr]: https://github.com/auto-differentiation/QuantLibAAD-Py/compare/ [cla]: https://gist.github.com/auto-differentiation-dev/5c6121c3f341e2de710fa034e9ff3263 diff --git a/LICENSE.md b/LICENSE.md index 922488ec..d65553d8 100644 --- a/LICENSE.md +++ b/LICENSE.md @@ -1,6 +1,6 @@ # License Terms -QuantLib-Risks is published under the AGPL, version 3, with the terms +QuantLibAAD is published under the AGPL, version 3, with the terms [given below](#gnu-affero-general-public-license). It contains code from [QuantLib](https://www.quantlib.org) @@ -8,7 +8,7 @@ and is based on [QuantLib-SWIG](https://github.com/lballabio/QuantLib-SWIG), which are shipped with a different (compatible) license. The license terms for these packages [are given below](#quantlib-swig-license). -## QuantLib-Risks License +## QuantLibAAD License ### GNU AFFERO GENERAL PUBLIC LICENSE diff --git a/Python/CMakeLists.txt b/Python/CMakeLists.txt index bfcb80fb..b66fddc9 100644 --- a/Python/CMakeLists.txt +++ b/Python/CMakeLists.txt @@ -1,7 +1,7 @@ ############################################################################## # Main CMake file for the Python extension. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # diff --git a/Python/QuantLibAAD/CMakeLists.txt b/Python/QuantLibAAD/CMakeLists.txt index c492d82e..f20c1470 100644 --- a/Python/QuantLibAAD/CMakeLists.txt +++ b/Python/QuantLibAAD/CMakeLists.txt @@ -1,7 +1,7 @@ ############################################################################## # Build and install the SWIG binary module and the Python package. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # diff --git a/Python/QuantLibAAD/__init__.py b/Python/QuantLibAAD/__init__.py index 2b01f8ed..a6fde607 100644 --- a/Python/QuantLibAAD/__init__.py +++ b/Python/QuantLibAAD/__init__.py @@ -3,16 +3,16 @@ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/QuantLibAAD/converters.cpp b/Python/QuantLibAAD/converters.cpp index 79cbcba7..c6cb9287 100644 --- a/Python/QuantLibAAD/converters.cpp +++ b/Python/QuantLibAAD/converters.cpp @@ -2,7 +2,7 @@ * Type converters and checks for the SWIG interface, interacting with XAD's * Pybind11 based bindings. * - * This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + * This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled * for risk computation using automatic differentiation. It uses XAD, * a fast and comprehensive C++ library for automatic differentiation. * diff --git a/Python/QuantLibAAD/converters.hpp b/Python/QuantLibAAD/converters.hpp index 82c189fe..330ee661 100644 --- a/Python/QuantLibAAD/converters.hpp +++ b/Python/QuantLibAAD/converters.hpp @@ -2,7 +2,7 @@ * Type converters and checks for the SWIG interface, interacting with XAD's * Pybind11 based bindings. * - * This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + * This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled * for risk computation using automatic differentiation. It uses XAD, * a fast and comprehensive C++ library for automatic differentiation. * diff --git a/Python/examples/american-option.py b/Python/examples/american-option.py index 1107c006..0fd80ec8 100644 --- a/Python/examples/american-option.py +++ b/Python/examples/american-option.py @@ -19,16 +19,16 @@ # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/basket-option.py b/Python/examples/basket-option.py index c2c8f25a..eb82c002 100644 --- a/Python/examples/basket-option.py +++ b/Python/examples/basket-option.py @@ -18,16 +18,16 @@ # Copyright (©) 2004, 2005, 2006 StatPro Italia srl # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/bermudan-swaption.py b/Python/examples/bermudan-swaption.py index cee52be3..7ef2c7ac 100644 --- a/Python/examples/bermudan-swaption.py +++ b/Python/examples/bermudan-swaption.py @@ -18,16 +18,16 @@ # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/bonds.py b/Python/examples/bonds.py index e2f6ef75..39f516ae 100644 --- a/Python/examples/bonds.py +++ b/Python/examples/bonds.py @@ -19,16 +19,16 @@ # Copyright (©) 2010 Lluis Pujol Bajador # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/callablebonds.py b/Python/examples/callablebonds.py index 59709071..ad38a0b6 100644 --- a/Python/examples/callablebonds.py +++ b/Python/examples/callablebonds.py @@ -15,16 +15,16 @@ # # Callable bonds # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/capsfloors.py b/Python/examples/capsfloors.py index 947a960c..045e906f 100644 --- a/Python/examples/capsfloors.py +++ b/Python/examples/capsfloors.py @@ -15,16 +15,16 @@ # # Caps and Floors # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/cashflows.py b/Python/examples/cashflows.py index 0e868364..0440c4b0 100644 --- a/Python/examples/cashflows.py +++ b/Python/examples/cashflows.py @@ -19,16 +19,16 @@ # Copyright (©) 2020 StatPro Italia srl # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/cds.py b/Python/examples/cds.py index 255892e8..3203dff8 100644 --- a/Python/examples/cds.py +++ b/Python/examples/cds.py @@ -18,16 +18,16 @@ # Copyright (©) 2014 Thema Consulting SA # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/european-option.py b/Python/examples/european-option.py index 4cd4b0df..920af535 100644 --- a/Python/examples/european-option.py +++ b/Python/examples/european-option.py @@ -19,16 +19,16 @@ # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/gaussian1d-models.py b/Python/examples/gaussian1d-models.py index 0cf18d07..4a9054dc 100644 --- a/Python/examples/gaussian1d-models.py +++ b/Python/examples/gaussian1d-models.py @@ -19,16 +19,16 @@ # Copyright (©) 2018 Angus Lee # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/global-bootstrap.py b/Python/examples/global-bootstrap.py index cff70cde..d9378a2a 100644 --- a/Python/examples/global-bootstrap.py +++ b/Python/examples/global-bootstrap.py @@ -19,16 +19,16 @@ # Copyright (©) 2020 StatPro Italia srl # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/isda-engine.py b/Python/examples/isda-engine.py index e9b35a3c..7287acb5 100644 --- a/Python/examples/isda-engine.py +++ b/Python/examples/isda-engine.py @@ -15,16 +15,16 @@ # # ISDA CDS engine # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/multicurve-bootstrapping.py b/Python/examples/multicurve-bootstrapping.py index 67b86e95..124d4d42 100644 --- a/Python/examples/multicurve-bootstrapping.py +++ b/Python/examples/multicurve-bootstrapping.py @@ -31,16 +31,16 @@ # Copyright (©) 2018 Jose Garcia
# Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/slv.py b/Python/examples/slv.py index 307a337f..c58d3921 100644 --- a/Python/examples/slv.py +++ b/Python/examples/slv.py @@ -19,16 +19,16 @@ # Copyright (©) 2019 Klaus Spanderen # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/swap-adjoint.py b/Python/examples/swap-adjoint.py index 30efde00..cdd1ba91 100644 --- a/Python/examples/swap-adjoint.py +++ b/Python/examples/swap-adjoint.py @@ -19,16 +19,16 @@ # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl
# Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/swap.py b/Python/examples/swap.py index 4d764c1e..84be3ad9 100644 --- a/Python/examples/swap.py +++ b/Python/examples/swap.py @@ -19,16 +19,16 @@ # Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/examples/swing.py b/Python/examples/swing.py index a8ed9bae..cbc40e43 100644 --- a/Python/examples/swing.py +++ b/Python/examples/swing.py @@ -18,16 +18,16 @@ # Copyright (©) 2018 Klaus Spanderen # Copyright (©) 2024 Xcelerit Computing Limited. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # -# QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +# QuantLibAAD and XAD are free software: you can redistribute it and/or modify # it under the terms of the GNU Affero General Public License as published # by the Free Software Foundation, either version 3 of the License, or # (at your option) any later version. # -# QuantLib-Risks is distributed in the hope that it will be useful, +# QuantLibAAD is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Affero General Public License for more details. diff --git a/Python/run_tests.bat b/Python/run_tests.bat index 2d26434a..815d953b 100644 --- a/Python/run_tests.bat +++ b/Python/run_tests.bat @@ -1,7 +1,7 @@ :: ############################################################################# :: :: -:: This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +:: This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled :: for risk computation using automatic differentiation. It uses XAD, :: a fast and comprehensive C++ library for automatic differentiation. :: diff --git a/Python/run_tests.sh b/Python/run_tests.sh index 83dcdb6e..448487aa 100644 --- a/Python/run_tests.sh +++ b/Python/run_tests.sh @@ -3,7 +3,7 @@ ############################################################################## # # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # diff --git a/Python/test/test_americanquantooption.py b/Python/test/test_americanquantooption.py index ee4c88bc..9e744e34 100644 --- a/Python/test/test_americanquantooption.py +++ b/Python/test/test_americanquantooption.py @@ -2,16 +2,16 @@ Copyright (C) 2019 Klaus Spanderen Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_blackformula.py b/Python/test/test_blackformula.py index 537f6190..b477a186 100644 --- a/Python/test/test_blackformula.py +++ b/Python/test/test_blackformula.py @@ -3,16 +3,16 @@ Copyright (C) 2017 Wojciech Ślusarski Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_bondfunctions.py b/Python/test/test_bondfunctions.py index 3526980c..f14f4545 100644 --- a/Python/test/test_bondfunctions.py +++ b/Python/test/test_bondfunctions.py @@ -4,16 +4,16 @@ Copyright (C) 2023 Francois Botha Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_bonds.py b/Python/test/test_bonds.py index 646088e3..35a2be78 100644 --- a/Python/test/test_bonds.py +++ b/Python/test/test_bonds.py @@ -3,16 +3,16 @@ Copyright (C) 2019 Prasad Somwanshi Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_calendars.py b/Python/test/test_calendars.py index ebbb49f4..0a41cefc 100644 --- a/Python/test/test_calendars.py +++ b/Python/test/test_calendars.py @@ -2,16 +2,16 @@ Copyright (C) 2023 Skandinaviska Enskilda Banken AB (publ) Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_capfloor.py b/Python/test/test_capfloor.py index ab7da320..345a2daf 100644 --- a/Python/test/test_capfloor.py +++ b/Python/test/test_capfloor.py @@ -3,16 +3,16 @@ Copyright (C) 2016 Wojciech Ślusarski Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_cms.py b/Python/test/test_cms.py index 99f99d00..3fe53067 100644 --- a/Python/test/test_cms.py +++ b/Python/test/test_cms.py @@ -2,16 +2,16 @@ Copyright (C) 2011 Lluis Pujol Bajador Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_currencies.py b/Python/test/test_currencies.py index 89d27481..6ae87830 100644 --- a/Python/test/test_currencies.py +++ b/Python/test/test_currencies.py @@ -2,16 +2,16 @@ Copyright (C) 2021 Marcin Rybacki Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_date.py b/Python/test/test_date.py index ed59bc44..618ab9c1 100644 --- a/Python/test/test_date.py +++ b/Python/test/test_date.py @@ -2,16 +2,16 @@ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_extrapolation.py b/Python/test/test_extrapolation.py index b528cd48..81f1b3c2 100644 --- a/Python/test/test_extrapolation.py +++ b/Python/test/test_extrapolation.py @@ -2,16 +2,16 @@ Copyright (C) 2019 Klaus Spanderen Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_fdm.py b/Python/test/test_fdm.py index 0dc9ff1b..03bbf25b 100644 --- a/Python/test/test_fdm.py +++ b/Python/test/test_fdm.py @@ -2,16 +2,16 @@ Copyright (C) 2020 Klaus Spanderen Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_iborindex.py b/Python/test/test_iborindex.py index 2a5d5ec5..bd0aa4c1 100644 --- a/Python/test/test_iborindex.py +++ b/Python/test/test_iborindex.py @@ -3,16 +3,16 @@ Copyright (C) 2018 Wojciech Ślusarski Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_inflation.py b/Python/test/test_inflation.py index 93839754..7c217bb8 100644 --- a/Python/test/test_inflation.py +++ b/Python/test/test_inflation.py @@ -2,16 +2,16 @@ Copyright (C) 2020 Marcin Rybacki Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_instruments.py b/Python/test/test_instruments.py index 3f6ce145..7e51226e 100644 --- a/Python/test/test_instruments.py +++ b/Python/test/test_instruments.py @@ -2,16 +2,16 @@ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_integrals.py b/Python/test/test_integrals.py index 1bf0f014..bd616a2f 100644 --- a/Python/test/test_integrals.py +++ b/Python/test/test_integrals.py @@ -2,16 +2,16 @@ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_marketelements.py b/Python/test/test_marketelements.py index 601bf93a..c86132ae 100644 --- a/Python/test/test_marketelements.py +++ b/Python/test/test_marketelements.py @@ -2,16 +2,16 @@ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_ode.py b/Python/test/test_ode.py index 6a58cda8..79304c34 100644 --- a/Python/test/test_ode.py +++ b/Python/test/test_ode.py @@ -2,16 +2,16 @@ Copyright (C) 2019 Klaus Spanderen Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_options.py b/Python/test/test_options.py index f5d53159..a7dcad60 100644 --- a/Python/test/test_options.py +++ b/Python/test/test_options.py @@ -2,16 +2,16 @@ Copyright (C) 2021 Klaus Spanderen Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_ratehelpers.py b/Python/test/test_ratehelpers.py index c44946c8..7eeb137d 100644 --- a/Python/test/test_ratehelpers.py +++ b/Python/test/test_ratehelpers.py @@ -5,16 +5,16 @@ Copyright (C) 2021 Marcin Rybacki Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_risks.py b/Python/test/test_risks.py index 3e7319d2..c418c025 100644 --- a/Python/test/test_risks.py +++ b/Python/test/test_risks.py @@ -4,16 +4,16 @@ Copyright (©) 2004, 2005, 2006, 2007 StatPro Italia srl Copyright (©) 2024 Xcelerit Computing Limited. -This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. -QuantLib-Risks and XAD are free software: you can redistribute it and/or modify +QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. -QuantLib-Risks is distributed in the hope that it will be useful, +QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_sabr.py b/Python/test/test_sabr.py index 91315477..b2abf034 100644 --- a/Python/test/test_sabr.py +++ b/Python/test/test_sabr.py @@ -2,16 +2,16 @@ Copyright (C) 2019 Klaus Spanderen Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_slv.py b/Python/test/test_slv.py index 7587d3c4..b24a1c81 100644 --- a/Python/test/test_slv.py +++ b/Python/test/test_slv.py @@ -2,16 +2,16 @@ Copyright (C) 2019 Klaus Spanderen Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_solvers1d.py b/Python/test/test_solvers1d.py index 547f5154..f9412c9c 100644 --- a/Python/test/test_solvers1d.py +++ b/Python/test/test_solvers1d.py @@ -2,16 +2,16 @@ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_swaption.py b/Python/test/test_swaption.py index b8cd5df2..4fdb4a1f 100644 --- a/Python/test/test_swaption.py +++ b/Python/test/test_swaption.py @@ -2,16 +2,16 @@ Copyright (C) 2020 Marcin Rybacki Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_termstructures.py b/Python/test/test_termstructures.py index 0e7e3b52..e9bde5f9 100644 --- a/Python/test/test_termstructures.py +++ b/Python/test/test_termstructures.py @@ -4,16 +4,16 @@ Copyright (C) 2020 Marcin Rybacki Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/Python/test/test_volatilities.py b/Python/test/test_volatilities.py index b81edd2d..a79481a3 100644 --- a/Python/test/test_volatilities.py +++ b/Python/test/test_volatilities.py @@ -3,16 +3,16 @@ Copyright (C) 2022 Skandinaviska Enskilda Banken AB (publ) Copyright (C) 2024 Xcelerit Computing Limited. - This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled for risk computation using automatic differentiation. It uses XAD, a fast and comprehensive C++ library for automatic differentiation. - QuantLib-Risks and XAD are free software: you can redistribute it and/or modify + QuantLibAAD and XAD are free software: you can redistribute it and/or modify it under the terms of the GNU Affero General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. - QuantLib-Risks is distributed in the hope that it will be useful, + QuantLibAAD is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Affero General Public License for more details. diff --git a/README.md b/README.md index 65a4e5a5..dc2b6d3d 100644 --- a/README.md +++ b/README.md @@ -1,17 +1,17 @@ > Part of the [XAD ecosystem](https://github.com/auto-differentiation) — the fastest automatic differentiation library for C++. > If this is useful to you, please star the [core XAD repository](https://github.com/auto-differentiation/xad). -QuantLib-Risks: Risk-enabled QuantLib for Python -================================================ +QuantLibAAD: Risk-enabled QuantLib for Python +============================================= -[![Download source](https://img.shields.io/github/v/release/auto-differentiation/QuantLib-Risks-Py?label=source&sort=semver)](https://github.com/auto-differentiation/QuantLib-Risks-Py/releases/latest) -[![PyPI version](https://img.shields.io/pypi/v/QuantLib-Risks?label=PyPI)](https://pypi.org/project/QuantLib-Risks) +[![Download source](https://img.shields.io/github/v/release/auto-differentiation/QuantLibAAD-Py?label=source&sort=semver)](https://github.com/auto-differentiation/QuantLibAAD-Py/releases/latest) +[![PyPI version](https://img.shields.io/pypi/v/QuantLibAAD?label=PyPI)](https://pypi.org/project/QuantLibAAD) --- This repository builds QuantLib Python bindings with automatic differentiation, enabling fast risks calculation with QuantLib in Python. -It wraps [C++ QuantLib-Risks](https://github.com/auto-differentiation/QuantLib-Risks-Cpp) +It wraps [C++ QuantLibAAD](https://github.com/auto-differentiation/QuantLibAAD) in Python. It uses elements from [QuantLib-SWIG](https://github.com/lballabio/QuantLib-SWIG) and is kept in sync with it. @@ -21,19 +21,30 @@ is kept in sync with it. You can install it as: ``` -pip install QuantLib-Risks +pip install QuantLibAAD ``` +```python +import QuantLibAAD as ql +``` + +### Formerly QuantLib-Risks + +This package was called QuantLib-Risks up to version 1.33.3. From 1.41, `QuantLib-Risks` +is a deprecated alias that installs `QuantLibAAD` and keeps `import QuantLib_Risks` working +with a `DeprecationWarning`. Please switch to `pip install QuantLibAAD` and +`import QuantLibAAD`. Anyone pinned to `QuantLib-Risks==1.33.3` must also pin `xad<2`. + ## Getting Help For documentation and other resources, see https://auto-differentiation.github.io/quantlib-risks/python/ . -If you have found an issue, want to report a bug, or have a feature request, please raise a [GitHub issue](https://github.com/auto-differentiation/QuantLib-Risks-Py/issues). +If you have found an issue, want to report a bug, or have a feature request, please raise a [GitHub issue](https://github.com/auto-differentiation/QuantLibAAD-Py/issues). ## Related Projects - XAD Comprehensive automatic differentiation in [Python](https://github.com/auto-differentiation/xad-py) and [C++](https://github.com/auto-differentiation/xad) -- QuantLib-Risks: Fast risk evaluations in [Python](https://github.com/auto-differentiation/QuantLib-Risks-Py) and [C++](https://github.com/auto-differentiation/QuantLib-Risks-Cpp) +- QuantLibAAD: Fast risk evaluations in [Python](https://github.com/auto-differentiation/QuantLibAAD-Py) and [C++](https://github.com/auto-differentiation/QuantLibAAD) ## Contributing @@ -43,7 +54,7 @@ Please also obey our [Code of Conduct](CODE_OF_CONDUCT.md) in all communication. ## Versioning This repository follows the QuantLib versions closely. With each new QuantLib release, -a new release of QuantLib-Risks is prepared with the same version number. +a new release of QuantLibAAD is prepared with the same version number. ## License diff --git a/SWIG/date_extra.i b/SWIG/date_extra.i index ffea7eb4..79b42d58 100644 --- a/SWIG/date_extra.i +++ b/SWIG/date_extra.i @@ -1,9 +1,9 @@ /****************************************************************************** - * Extra type converters for Dates that are needed with QuantLib-Risks in order + * Extra type converters for Dates that are needed with QuantLibAAD in order * to cover pair and vectors thereof. The functions are declared in * converters.hpp * - * This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + * This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled * for risk computation using automatic differentiation. It uses XAD, * a fast and comprehensive C++ library for automatic differentiation. * diff --git a/SWIG/fdm_extra.i b/SWIG/fdm_extra.i index 50a5873f..f48cb4ab 100644 --- a/SWIG/fdm_extra.i +++ b/SWIG/fdm_extra.i @@ -1,8 +1,8 @@ /****************************************************************************** * Extra type converters for vectors of tuples of Real, Real, bool - required - * for QuantLib-Risks. + * for QuantLibAAD. * - * This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + * This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled * for risk computation using automatic differentiation. It uses XAD, * a fast and comprehensive C++ library for automatic differentiation. * diff --git a/SWIG/tape.i b/SWIG/tape.i index b0a2fc96..6d312827 100644 --- a/SWIG/tape.i +++ b/SWIG/tape.i @@ -1,7 +1,7 @@ /****************************************************************************** * Conversion of xad.adj_1st.Tape arguments to xad::Tape&. * - * This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + * This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled * for risk computation using automatic differentiation. It uses XAD, * a fast and comprehensive C++ library for automatic differentiation. * diff --git a/SWIG/vectors_extra.i b/SWIG/vectors_extra.i index 74b1447e..fd5821c7 100644 --- a/SWIG/vectors_extra.i +++ b/SWIG/vectors_extra.i @@ -1,7 +1,7 @@ /****************************************************************************** * Extra type converters for vectors of date/Real pairs. * - * This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled + * This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled * for risk computation using automatic differentiation. It uses XAD, * a fast and comprehensive C++ library for automatic differentiation. * diff --git a/cmake/QLRXad.cmake b/cmake/QLRXad.cmake index fe29a387..833de42e 100644 --- a/cmake/QLRXad.cmake +++ b/cmake/QLRXad.cmake @@ -1,6 +1,6 @@ ############################################################################## # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # diff --git a/pyproject.toml b/pyproject.toml index 97a82b2d..0f9ee84a 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -2,7 +2,7 @@ # # QuantLibAAD - package and build configuration # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # diff --git a/tools/build-quantlib.cmake b/tools/build-quantlib.cmake index bfab1caf..51c04738 100644 --- a/tools/build-quantlib.cmake +++ b/tools/build-quantlib.cmake @@ -4,7 +4,7 @@ # # cmake -DPREFIX= [-DBUILD_DIR=] -P tools/build-quantlib.cmake # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # diff --git a/tools/sync-swig.sh b/tools/sync-swig.sh index 482e20b7..bf58c014 100755 --- a/tools/sync-swig.sh +++ b/tools/sync-swig.sh @@ -11,7 +11,7 @@ # Without a checkout, is cloned from GitHub. The XAD-only files # (tape.i, date_extra.i, fdm_extra.i, vectors_extra.i) are kept as they are. # -# This file is part of QuantLib-Risks, a Python wrapper for QuantLib enabled +# This file is part of QuantLibAAD, a Python wrapper for QuantLib enabled # for risk computation using automatic differentiation. It uses XAD, # a fast and comprehensive C++ library for automatic differentiation. # From 761eaa7217a9eca3ad9ebe3e6e88a84551a63f8b Mon Sep 17 00:00:00 2001 From: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com> Date: Mon, 26 Oct 2026 19:22:07 +0000 Subject: [PATCH 5/6] build: accept the xad 2.1 shared-library build until xad 2.2 is released --- cmake/QLRXad.cmake | 6 +++--- pyproject.toml | 12 ++++++------ 2 files changed, 9 insertions(+), 9 deletions(-) diff --git a/cmake/QLRXad.cmake b/cmake/QLRXad.cmake index 833de42e..9105f11e 100644 --- a/cmake/QLRXad.cmake +++ b/cmake/QLRXad.cmake @@ -31,15 +31,15 @@ if(NOT XAD_DIR) OUTPUT_VARIABLE xad_cmake_dir OUTPUT_STRIP_TRAILING_WHITESPACE RESULT_VARIABLE xad_rc) if(NOT xad_rc EQUAL 0) - message(FATAL_ERROR "xad not importable by ${Python_EXECUTABLE}: pip install \"xad>=2.2,<2.3\"") + message(FATAL_ERROR "xad not importable by ${Python_EXECUTABLE}: pip install \"xad>=2.1,<2.3\"") endif() file(TO_CMAKE_PATH "${xad_cmake_dir}" xad_cmake_dir) set(XAD_DIR "${xad_cmake_dir}" CACHE PATH "XAD CMake package directory" FORCE) endif() -find_package(XAD 2.2 CONFIG REQUIRED) +find_package(XAD 2.1 CONFIG REQUIRED) # 2.2 once released if(XAD_VERSION VERSION_GREATER_EQUAL 2.3 OR NOT XAD_SHARED_LIBS OR XAD_NO_THREADLOCAL) - message(FATAL_ERROR "XAD ${XAD_VERSION} in ${XAD_DIR}: need xad 2.2.x with shared libxad and " + message(FATAL_ERROR "XAD ${XAD_VERSION} in ${XAD_DIR}: need xad with shared libxad and " "thread-local tapes") endif() message(STATUS "XAD ${XAD_VERSION}: ${XAD_DIR}") diff --git a/pyproject.toml b/pyproject.toml index 0f9ee84a..461b61ae 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -25,7 +25,7 @@ [build-system] # swig 4.5 drops the PyInt_* macros used in SWIG/ -requires = ["scikit-build-core>=0.11", "swig>=4.4,<4.5", "xad>=2.2,<2.3"] +requires = ["scikit-build-core>=0.11", "swig>=4.4,<4.5", "xad>=2.1,<2.3"] build-backend = "scikit_build_core.build" [project] @@ -71,7 +71,7 @@ classifiers = [ "Topic :: Software Development", ] # the binary module links xad's libxad and shares its Real type (same pybind11) -dependencies = ["xad>=2.2,<2.3"] +dependencies = ["xad>=2.1,<2.3"] [project.urls] Homepage = "https://auto-differentiation.github.io" @@ -112,14 +112,14 @@ build-verbosity = 1 # QuantLib (with QuantLibAAD) is built once per platform and reused by all # wheels through QLR_QUANTLIB_PREFIX, against the XAD of a xad package that # build-quantlib.cmake installs (XAD_REQUIREMENT) -before-all = "cmake \"-DXAD_REQUIREMENT=xad @ git+https://github.com/auto-differentiation/xad-py.git@d80acfa10a2e5fbe6c67c7d4f3abcd0b96f52534\" -DPREFIX={project}/build/quantlib-prefix -P {project}/tools/build-quantlib.cmake" +before-all = "cmake \"-DXAD_REQUIREMENT=xad @ git+https://github.com/auto-differentiation/xad-py.git@bf056196040684c6a925180d64be1ac938b62369\" -DPREFIX={project}/build/quantlib-prefix -P {project}/tools/build-quantlib.cmake" config-settings = { "cmake.define.QLR_QUANTLIB_PREFIX" = "{project}/build/quantlib-prefix" } test-groups = ["test"] -# until xad 2.2 is on PyPI: xad-py from git (then drop before-build, build-frontend, +# until xad 2.2 is on PyPI (then also xad>=2.2): xad-py from git (then drop before-build, build-frontend, # before-test and XAD_REQUIREMENT) -before-build = "pip install \"scikit-build-core>=0.11\" \"swig>=4.4,<4.5\" cmake ninja \"xad @ git+https://github.com/auto-differentiation/xad-py.git@d80acfa10a2e5fbe6c67c7d4f3abcd0b96f52534\"" +before-build = "pip install \"scikit-build-core>=0.11\" \"swig>=4.4,<4.5\" cmake ninja \"xad @ git+https://github.com/auto-differentiation/xad-py.git@bf056196040684c6a925180d64be1ac938b62369\"" build-frontend = { name = "build", args = ["--no-isolation"] } -before-test = "pip install \"xad @ git+https://github.com/auto-differentiation/xad-py.git@d80acfa10a2e5fbe6c67c7d4f3abcd0b96f52534\"" +before-test = "pip install \"xad @ git+https://github.com/auto-differentiation/xad-py.git@bf056196040684c6a925180d64be1ac938b62369\"" # importlib mode tests the installed package; Python/test would clash with the stdlib test package test-command = "pytest -p no:cacheprovider --import-mode=importlib {project}/Python/test" From 5d91a9bf5059127376abba760df0872ffd716cf0 Mon Sep 17 00:00:00 2001 From: Auto Differentiation Dev Team <107129969+auto-differentiation-dev@users.noreply.github.com> Date: Fri, 30 Oct 2026 08:21:14 +0000 Subject: [PATCH 6/6] README: QuantLib and xad share the tape; docs link With the shared libxad from #14, QuantLib records on the same per-thread tape as the xad package, so a xad Tape covers QuantLib's calculations too: say so under Getting Started. The docs link points at the quantlib-aad page directly instead of the old quantlib-risks redirect. --- README.md | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index dc2b6d3d..445ddf6d 100644 --- a/README.md +++ b/README.md @@ -28,6 +28,10 @@ pip install QuantLibAAD import QuantLibAAD as ql ``` +It links the XAD library that the [xad](https://pypi.org/project/xad) package ships, so +QuantLib and `xad` share one active tape per thread: a `xad.adj_1st.Tape` records QuantLib's +calculations as well as your own. + ### Formerly QuantLib-Risks This package was called QuantLib-Risks up to version 1.33.3. From 1.41, `QuantLib-Risks` @@ -37,7 +41,7 @@ with a `DeprecationWarning`. Please switch to `pip install QuantLibAAD` and ## Getting Help -For documentation and other resources, see https://auto-differentiation.github.io/quantlib-risks/python/ . +For documentation and other resources, see https://auto-differentiation.github.io/quantlib-aad/python/ . If you have found an issue, want to report a bug, or have a feature request, please raise a [GitHub issue](https://github.com/auto-differentiation/QuantLibAAD-Py/issues).