Xad hackathon: Cpp Developers

[Rhnizar]

Description

Please include a summary of the changes and the related issue.
Please also include relevant motivation and context.

Fixes # (issue - if relevant)

Type of change

Please delete options that are not relevant.

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to not work as expected)
• This change requires a documentation update

Checklist

Please ensure that the following items have been completed and delete this section afterwards.

• My code follows the style guidelines of this project
• I have performed a self-review of my code
• I have commented my code, particularly in hard-to-understand areas
• I have made corresponding changes to the documentation, if relevant
• I have added tests that prove my fix is effective or that my feature works

[boring-cyborg]

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[CLAassistant]

All committers have signed the CLA.

[coveralls]

Pull Request Test Coverage Report for Build 11864623528

Details

• 0 of 0 changed or added relevant lines in 0 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage remained the same at 98.728%

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Totals
Change from base Build 11864608732:	0.0%
Covered Lines:	2406
Relevant Lines:	2437

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💛 - Coveralls

[github-actions]

Test Results

    29 files      29 suites   14m 34s ⏱️
 1 319 tests  1 319 ✅ 0 💤 0 ❌
47 942 runs  47 942 ✅ 0 💤 0 ❌

Results for commit a5857d3.

♻️ This comment has been updated with latest results.

[auto-differentiation-dev]

Results:

App	Reference	Optimised	Improvement
Monte-Carlo Swaption Pricer (App 1)	13.477s	13.455s	0.163%
Bermudan Swaption Pricer (App 2)	32.1602ms	32.230295ms	-0.218%
QuantLib Overhead (App 3)	4194575us	4070337us	2.962%

[auto-differentiation-dev]

Closing this PR as key changes have been incorporated into #150, which consolidates contributions from multiple submissions. Thank you all for your efforts!