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New Technical Poster: CVA at Scale with Adjoint Sensitivities

The technical poster tackles the performance challenge in calculating XVA and presents a software-based solution using AD-enabled (adjoint and tangent) versions of NAG Library algorithms, dco/c++, and Origami (a light-weight task execution framework for grid and cloud). This solution offers users a way to manage the CVA at scale challenge in a cohesive and cost-effective way – learn more