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DAL - Derivatives Algorithms Lib

Build

linux

$ mkdir build
$ cd build
$ cmake --preset=Release-linux ..
$ make -j32
$ make install

windows

we prepared a .bat file for windows building:

$ build_windows.bat

Run the examples ...

$ bin/test_suite

starting DAL with: 32 threads.
use AAD framework: AADET
starting initialization global data ...
stating initialization global tape ...
finished initialization all the global information.
[==========] Running 407 tests from 46 test suites.
[----------] Global test environment set-up.
[----------] 2 tests from ConcurrencyTest
[ RUN      ] ConcurrencyTest.TestConcurrentQueuePushAndPop
[       OK ] ConcurrencyTest.TestConcurrentQueuePushAndPop (0 ms)
[ RUN      ] ConcurrencyTest.TestThreadPoolStart
[       OK ] ConcurrencyTest.TestThreadPoolStart (3 ms)
[----------] 2 tests from ConcurrencyTest (3 ms total)

Excel add-in

python binding

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