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Efficient calculation of payoff derivatives - #1165

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tturocy merged 8 commits into
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dev_payoff_derivs
Sep 29, 2026
Merged

tturocy merged 8 commits into
masterfrom
dev_payoff_derivs

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@tturocy tturocy commented Sep 29, 2026

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This adds a number of improvements to efficient bulk computation of derivatives of payoff functions.

@tturocy
tturocy merged commit 5783c55 into master Sep 29, 2026
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@tturocy
tturocy deleted the dev_payoff_derivs branch September 29, 2026 18:10
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