See source locations recorded for a QuantLib calculation.

Run a prepared QuantLib trade. Tracer records selected implementation constants and execution decisions, links them to source locations, and generates a report of the recorded run.

Calculated during the demoQuantLib calculates the prepared trade's price.

Recorded during executionTracer records selected execution details.

Linked to sourceRecorded details link to source locations.

Or choose a trade: European option Bermudan option Barrier option Interest-rate swap

Latest recorded details

Run an example, then choose Explain.

Try it on your own QuantLib trades

QuantLib 1.41 built with AADC tracing, so your own runs produce the same kind of evidence. The Community Edition is for non-commercial and academic use; commercial use requires a MatLogica licence.

pip install "aadc-quantlib-tracing==1.41.0"

Open a sample calculation report Product page Open the Jupyter walkthrough Ask to trace one of my models

About this demo

AADC stands for Automatic Adjoint Differentiation Compiler. Here it records selected calculation details while QuantLib 1.41 computes the price. Requests are matched to QuantLib pricing functions by fixed rules, not a language model, and the page shows the source lines, hard-coded values and input-dependent branches that QuantLib reached.

Engine results are marked COMPUTED LIVE. Product and documentation answers are marked LOOKED UP.

The report covers declared inputs, outputs, sensitivities, hard-coded values with source locations and input-dependent branches recorded by the traced QuantLib build. Sensitivities are local first-order derivatives at the trade's inputs. Listed hard-coded values include sentinels and tolerances, and listing a value does not establish that it is material. The report does not list every executed instruction, and it does not cover code outside the traced QuantLib operations.

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