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Colab notebooks: option Greeks and curve risk - #28
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Two Colab notebooks that show QuantLib risk with automatic differentiation from Python, each opening in Colab from a badge in the README.
Changes
notebooks/01_quickstart.ipynb: price a European option with QuantLib, then all its Greeks from one adjoint sweep, checked against QuantLib's own analytic Greeks and bumpingnotebooks/02_curve_risk.ipynb: bootstrap a curve from deposits, FRAs and swaps, and get a swap book's sensitivity to every quote from one sweep, spot-checked against bumping