Published March 31, 2026 | Version v2.1.0
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auto-differentiation/xad: XAD v2.1.0

Description

What's New

xad-codegen JIT compilation support

XAD now supports xad-codegen, a high-performance native code generation backend that compiles recorded computation graphs to optimized x86-64 machine code with AVX2 SIMD vectorization.

  • New CMake option XAD_ENABLE_CODEGEN (default OFF)
  • New CMake option XAD_CODEGEN_DIR to point to xad-codegen source directory
  • xad::codegen::CodegenBackend and CodegenBackendAVX backend classes
  • Updated LiborSwaptionPricerJIT sample

xad-codegen is available under a separate commercial license. See XAD Enterprise for details.

Files

auto-differentiation/xad-v2.1.0.zip

Files (356.1 kB)

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