TapeLib

 

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TapeLib is a commercial library extending TapeScript with features specific to quantitative finance and large scale AAD programming.

TapeLib features

  • Document database preserving AAD data
  • Tape database
  • Finance-specific atomics including adjointable AMC
  • User defined atomics
  • Tape cutting and splicing
  • Parallel tape execution
  • Specialised gate checking API
  • Excel addin, desktop client, and web client with AAD capability