Revert "Merge pull request #35"

CMakeLists.txt

@@ -1,11 +1,11 @@
 ##############################################################################
-#
+#   
 #
 #  This file is part of QuantLibAAD, an adaptor module to enable using XAD with
 #  QuantLib. XAD is a fast and comprehensive C++ library for
 #  automatic differentiation.
 #
-#  Copyright (C) 2010-2026 Xcelerit Computing Ltd.
+#  Copyright (C) 2010-2024 Xcelerit Computing Ltd.
 #
 #  This program is free software: you can redistribute it and/or modify
 #  it under the terms of the GNU Affero General Public License as published
@@ -19,87 +19,17 @@
 #
 #  You should have received a copy of the GNU Affero General Public License
 #  along with this program.  If not, see <http://www.gnu.org/licenses/>.
-#
+#   
 ##############################################################################
 
 option(QLAAD_DISABLE_AAD "Disable using XAD for QuantLib's Real, allowing to run samples with double" OFF)
-option(QLAAD_ENABLE_FORGE "Enable Forge JIT backend via xad-forge" OFF)
-option(QLAAD_USE_FORGE_CAPI "Use Forge C API instead of C++ API for binary compatibility" OFF)
-
-# Backward compatibility for old QLRISKS_* options
-foreach(_opt IN ITEMS
-    DISABLE_AAD
-    ENABLE_FORGE
-    USE_FORGE_CAPI
-)
-  if(DEFINED CACHE{QLRISKS_${_opt}})
-    set(QLAAD_${_opt} ${QLRISKS_${_opt}} CACHE BOOL "" FORCE)
-    message(WARNING
-      "CMake option QLRISKS_${_opt} is deprecated. "
-      "Please use QLAAD_${_opt} instead."
-    )
-  endif()
-endforeach()
 
 add_subdirectory(ql)
 if(MSVC)
 	set(CMAKE_MSVC_RUNTIME_LIBRARY "MultiThreaded$<$<CONFIG:Debug>:Debug>")
 endif()
 add_subdirectory(Examples)
-
-##############################################################################
-# QLAAD-Forge integration via xad-forge
-# NOTE: This must be defined BEFORE test-suite so tests can link to it
-##############################################################################
-
-if(QLAAD_ENABLE_FORGE)
-    message(STATUS "QLAAD-Forge: Looking for xad-forge...")
-
-    # Pass through the C API option to xad-forge
-    set(XAD_FORGE_USE_CAPI ${QLRISKS_USE_FORGE_CAPI} CACHE BOOL "" FORCE)
-
-    # Option 1: Check if xad-forge was added as subdirectory
-    if(TARGET xad-forge)
-        message(STATUS "QLAAD-Forge: Found xad-forge target (subdirectory mode)")
-        set(XAD_FORGE_FOUND TRUE)
-    endif()
-
-    # Option 2: Try find_package for pre-built xad-forge
-    if(NOT XAD_FORGE_FOUND)
-        find_package(xad-forge CONFIG QUIET)
-        if(xad-forge_FOUND)
-            message(STATUS "QLAAD-Forge: Found xad-forge package (pre-built mode)")
-            set(XAD_FORGE_FOUND TRUE)
-        endif()
-    endif()
-
-    if(XAD_FORGE_FOUND)
-        # Create qlaad-forge as an INTERFACE library wrapping xad-forge
-        add_library(qlaad-forge INTERFACE)
-        add_library(QLAAD::forge ALIAS qlaad-forge)
-
-        target_link_libraries(qlaad-forge INTERFACE
-            XADForge::xad-forge
-        )
-
-        target_compile_definitions(qlaad-forge INTERFACE QLAAD_HAS_FORGE=1)
-
-        message(STATUS "QLAAD-Forge: Configured with xad-forge")
-    else()
-        message(STATUS "QLAAD-Forge: xad-forge not found - ForgeBackend will not be available")
-        message(STATUS "QLAAD-Forge: To enable, either:")
-        message(STATUS "  1. Add xad-forge as subdirectory")
-        message(STATUS "  2. Set CMAKE_PREFIX_PATH to xad-forge installation")
-    endif()
+if(NOT QLAAD_DISABLE_AAD)
+    # the test suite is not supporting double
+	add_subdirectory(test-suite)
 endif()
-
-##############################################################################
-# Test suite (after QLAAD::forge is defined)
-##############################################################################
-
-# Add test-suite if:
-# 1. AAD is enabled (for XAD-based tests and benchmarks), OR
-# 2. FD benchmark is requested (works with plain double)
-if(NOT QLAAD_DISABLE_AAD OR QLAAD_BUILD_BENCHMARK_FD)
-    add_subdirectory(test-suite)
-endif()

README.md

@@ -18,12 +18,6 @@ This repository contains integration headers, examples, and tests required
 for this integration.
 It is not usable stand-alone.
 
-## JIT Compilation Support
-
-XAD is optimized for computing sensitivities efficiently in a single evaluation pass using adjoint mode. For workflows that require repeated evaluation across many scenarios—such as Monte Carlo simulations, XVA calculations, regulatory stress testing, or scenario-based risk analysis—XAD also supports recording computations into a [`JITGraph`](https://auto-differentiation.github.io/xad/ref/jit/) that can be compiled and re-evaluated efficiently using a JIT backend. The [xad-forge](https://github.com/da-roth/xad-forge) library provides Forge-based backends for this purpose, including vectorized AVX execution. See the [xad-forge README](https://github.com/da-roth/xad-forge#when-to-use-jit) for guidance on when JIT compilation is beneficial.
-
-The repository includes a [swaption benchmark](.github/workflows/ql-benchmarks.yaml) that demonstrates a hybrid workflow: curve bootstrapping with XAD's tape, followed by Monte Carlo pricing with JIT-compiled evaluation, comparing tape-based, JIT, and JIT-AVX performance.
-
 ## Getting Started
 
 For detailed build instructions with [XAD](https://auto-differentiation.github.io) and [QuantLib](https://www.quantlib.org), please refer to the [XAD documentation site](https://auto-differentiation.github.io/quantlib-risks/cxx/).

ql/CMakeLists.txt

@@ -5,7 +5,7 @@
 #  QuantLib. XAD is a fast and comprehensive C++ library for
 #  automatic differentiation.
 #
-#  Copyright (C) 2010-2026 Xcelerit Computing Ltd.
+#  Copyright (C) 2010-2024 Xcelerit Computing Ltd.
 #
 #  This program is free software: you can redistribute it and/or modify
 #  it under the terms of the GNU Affero General Public License as published
@@ -23,24 +23,23 @@
 ##############################################################################
 
 set(QLAAD_HEADERS
-    qlaad.hpp
+    QLAAD.hpp
 )
 add_library(QuantLibAAD INTERFACE)
-add_library(QuantLib-Risks ALIAS QuantLibAAD)  # for compatibility
 target_include_directories(QuantLibAAD INTERFACE
     $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/..>
     $<INSTALL_INTERFACE:${QL_INSTALL_INCLUDEDIR}>
 )
 target_compile_features(QuantLibAAD INTERFACE cxx_std_14)
 if(NOT QLAAD_DISABLE_AAD)
-    target_compile_definitions(QuantLibAAD INTERFACE QL_INCLUDE_FIRST=ql/qlaad.hpp)
+    target_compile_definitions(QuantLibAAD INTERFACE QL_INCLUDE_FIRST=ql/QLAAD.hpp)
 else()
     target_compile_definitions(QuantLibAAD INTERFACE QLAAD_DISABLE_AAD=1)
 endif()
-target_link_libraries(QuantLibAAD INTERFACE XAD::xad)
 if(MSVC)
     target_compile_options(QuantLibAAD INTERFACE /bigobj)
 endif()
+target_link_libraries(QuantLibAAD INTERFACE XAD::xad)
 set_target_properties(QuantLibAAD PROPERTIES
     EXPORT_NAME QuantLibAAD
 )
@@ -62,7 +61,7 @@ endforeach()
 #
 
 set(QLAAD_INSTALL_CMAKEDIR "lib/cmake/QuantLibAAD" CACHE STRING
-    "Installation directory for CMake scripts for QuantLib AAD")
+    "Installation directory for CMake scripts for QuantLib XAD")
 
 include(CMakePackageConfigHelpers)
 configure_file("../cmake/QuantLibAADConfig.cmake.in"
@@ -76,16 +75,3 @@ configure_package_config_file("../cmake/QuantLibAADConfig.cmake.in"
 install(FILES "${PROJECT_BINARY_DIR}/cmake/QuantLibAADConfig.cmake"
     DESTINATION "${QLAAD_INSTALL_CMAKEDIR}"
 )
-
-# the following is purely for compatibility - it will be removed in the near future
-configure_file("../cmake/QuantLibAADConfig.cmake.in"
-    "${PROJECT_BINARY_DIR}/cmake/QuantLib-RisksConfig.cmake"
-    COPYONLY
-)
-configure_package_config_file("../cmake/QuantLibAADConfig.cmake.in"
-    "${PROJECT_BINARY_DIR}/cmake/QuantLib-RisksConfig.cmake"
-    INSTALL_DESTINATION "${QLAAD_INSTALL_CMAKEDIR}"
-)
-install(FILES "${PROJECT_BINARY_DIR}/cmake/QuantLib-RisksConfig.cmake"
-    DESTINATION "${QLAAD_INSTALL_CMAKEDIR}"
-)

test-suite/CMakeLists.txt

@@ -1,6 +1,3 @@
-option(QLAAD_BUILD_TEST_SUITE "Build the QuantLibAAD test suite" OFF)
-option(QLAAD_ENABLE_FORGE_TESTS "Enable Forge JIT tests (requires Forge)" OFF)
-
 set(QLAAD_TEST_SOURCES
     americanoption_xad.cpp
     barrieroption_xad.cpp
@@ -12,104 +9,24 @@ set(QLAAD_TEST_SOURCES
     forwardrateagreement_xad.cpp
     hestonmodel_xad.cpp
     swap_xad.cpp
-
+    
     utilities_xad.cpp
     quantlibtestsuite_xad.cpp
 )
 
-# Forge JIT tests - require Forge's native code backend
-# Tests QuantLib-specific JIT functionality (swaption pricing pipeline)
-set(QLAAD_FORGE_TESTS_ENABLED FALSE)
-if(QLAAD_ENABLE_FORGE_TESTS AND TARGET QLAAD::forge)
-    message(STATUS "QLAAD test-suite: Adding Forge JIT tests (native code backend)")
-    list(APPEND QLAAD_TEST_SOURCES swaption_jit_pipeline_xad.cpp)
-    set(QLAAD_FORGE_TESTS_ENABLED TRUE)
-elseif(QLAAD_ENABLE_FORGE_TESTS)
-    message(WARNING "QLAAD test-suite: QLAAD_ENABLE_FORGE_TESTS=ON but QLAAD::forge not available")
-endif()
-
 set(QLAAD_TEST_HEADERS utilities_xad.hpp)
 
-if(QL_BUILD_TEST_SUITE OR QLAAD_BUILD_TEST_SUITE)
+if(QL_BUILD_TEST_SUITE)
     add_executable(QuantLibAAD_test_suite ${QLAAD_TEST_SOURCES} ${QLAAD_TEST_HEADERS})
-    set_target_properties(QuantLibAAD_test_suite PROPERTIES OUTPUT_NAME "quantlib-aad-test-suite")
+    set_target_properties(QuantLibAAD_test_suite PROPERTIES OUTPUT_NAME "QuantLibAAD-test-suite")
     if (NOT Boost_USE_STATIC_LIBS)
         target_compile_definitions(QuantLibAAD_test_suite PRIVATE BOOST_ALL_DYN_LINK)
     endif()
     target_link_libraries(QuantLibAAD_test_suite PRIVATE
         ql_library
         ${QL_THREAD_LIBRARIES})
-
-    # ONLY link to Forge if Forge tests are actually enabled
-    # This is important because linking Forge brings in AVX2-compiled code
-    # which can cause ODR violations if not properly isolated
-    if(QLAAD_FORGE_TESTS_ENABLED)
-        message(STATUS "QLAAD test-suite: Linking QLAAD::forge (Forge tests enabled)")
-        target_link_libraries(QuantLibAAD_test_suite PRIVATE QLAAD::forge)
-        target_compile_definitions(QuantLibAAD_test_suite PRIVATE QLAAD_HAS_FORGE=1)
-    else()
-        message(STATUS "QLAAD test-suite: NOT linking Forge (Forge tests disabled)")
-    endif()
-
     if (QL_INSTALL_TEST_SUITE)
         install(TARGETS QuantLibAAD_test_suite RUNTIME DESTINATION ${QL_INSTALL_BINDIR})
     endif()
     add_test(NAME QuantLibAAD_test_suite COMMAND QuantLibAAD_test_suite --log_level=message)
 endif()
-
-# =============================================================================
-# Benchmark - Split FD/AAD executables for fair comparison
-# =============================================================================
-
-# FD benchmark - Finite Differences using plain double QuantLib
-# This is built WITHOUT XAD to ensure fair FD vs AAD comparison
-option(QLAAD_BUILD_BENCHMARK_FD "Build FD benchmark (plain double, no XAD)" OFF)
-if(QLAAD_BUILD_BENCHMARK_FD)
-    message(STATUS "QLAAD: Building FD benchmark (plain double)")
-    add_executable(benchmark_fd
-        benchmark_fd.cpp
-        benchmark_common.hpp
-        benchmark_pricing.hpp
-        PlatformInfo.hpp
-    )
-    set_target_properties(benchmark_fd PROPERTIES
-        OUTPUT_NAME "benchmark-fd")
-    target_link_libraries(benchmark_fd PRIVATE
-        ql_library
-        ${QL_THREAD_LIBRARIES})
-
-    if (QL_INSTALL_TEST_SUITE)
-        install(TARGETS benchmark_fd RUNTIME DESTINATION ${QL_INSTALL_BINDIR})
-    endif()
-endif()
-
-# AAD benchmark - XAD tape-based AAD and optionally Forge JIT
-# Built with XAD-enabled QuantLib, optionally links Forge for JIT benchmarks
-option(QLAAD_BUILD_BENCHMARK_AAD "Build AAD benchmark (XAD tape, optionally Forge JIT)" OFF)
-if(QLAAD_BUILD_BENCHMARK_AAD)
-    message(STATUS "QLAAD: Building AAD benchmark")
-    add_executable(benchmark_aad
-        benchmark_aad.cpp
-        benchmark_common.hpp
-        benchmark_pricing.hpp
-        PlatformInfo.hpp
-    )
-    set_target_properties(benchmark_aad PROPERTIES
-        OUTPUT_NAME "benchmark-aad")
-    target_link_libraries(benchmark_aad PRIVATE
-        ql_library
-        ${QL_THREAD_LIBRARIES})
-
-    # Link Forge if available for JIT benchmarks
-    if(TARGET QLAAD::forge)
-        message(STATUS "QLAAD AAD benchmark: Linking QLAAD::forge (JIT benchmarks enabled)")
-        target_link_libraries(benchmark_aad PRIVATE QLAAD::forge)
-        target_compile_definitions(benchmark_aad PRIVATE QLAAD_HAS_FORGE=1)
-    else()
-        message(STATUS "QLAAD AAD benchmark: Building without Forge (XAD tape only)")
-    endif()
-
-    if (QL_INSTALL_TEST_SUITE)
-        install(TARGETS benchmark_aad RUNTIME DESTINATION ${QL_INSTALL_BINDIR})
-    endif()
-endif()