AAD Training for Financial Institutions
Xcelerit has delivered hands-on Adjoint Algorithmic Differentiation training to dozens of tier 1 banks and FSI firms. Private onsite or remote, 2-day format.
Our AAD training is hands-on, practical, and designed for immediate impact — equipping quants and quant developers with production-ready AAD skills.
What We Deliver
AAD Fundamentals — Forward and adjoint mode differentiation, theory and implementation from the ground up.
Production AAD in C++ — Tape management, checkpointing, external functions, and performance tuning.
QuantLib Integration — Computing all Greeks at once using XAD and QuantLib, up to 3 orders of magnitude faster than bump-and-reval.
Custom Modules — Tailored sessions covering your specific models, codebase, and risk infrastructure.
The Xcelerit Advantage
Creators of XAD — Learn from the team that built the fastest AAD library for C++.
Proven Track Record — Delivered to dozens of tier 1 banks and FSI firms.
Immediately Applicable — Real-world case studies using QuantLib and production codebases.
Train your team in AAD with the people who wrote the library.
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