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About

History

In 2010, Xcelerit started working on automatic differentiation, building on early works of Professor Mike Giles and Professor Paul Glasserman for efficiently calculating greeks in quantitative finance with automatic differentiation. Xcelerit's closed-source tool was first released in 2014, targeting the quantitative finance industry. The tool evolved over the years with more features and better performance. In July 2022, Xcelerit generalised it so it can be used in other industries and published it as an open-source tool, rebranded as XAD 1.0.0.

Logo and Name

XAD Logo

The XAD logo is typeset using the standard LaTeX Computer Modern Math font, using the expression $xa\partial$. The logo's html color code is #FBBA17.

The name XAD is spelled with all capitals.

Authors

  • Various contributors from Xcelerit
  • See also the list of contributors who participated in the project.

Getting In Touch

If you have found an issue, want to report a bug, or have a feature request, please raise a GitHub issue.

For general questions about XAD, sharing ideas, engaging with community members, etc, please use GitHub Discussions.

License Information

Whether you are carrying out early stage R&D, prototyping or large scale deployment, our flexible licensing options will meet your needs at every stage of the journey. XAD allows anyone to get started with its AGPL license while our bespoke source-code licenses support development and delivery of enterprise applications.

Please get in touch for bespoke licensing and support options.