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Automatic differentiation
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LIBOR market model
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https://www.finmath.net/finmath-lib/concepts/stochasticautomaticdifferentiation/
Anchor text: finmath-lib stochastic automatic differentiation
http://www.finmath.net/topics/libormarketmodel/
Anchor text: Jave source code and spreadsheet of a LIBOR market model, including calibration to swaption and product valuation