wegamekinglc / Derivatives-Algorithms-Lib / 28320955718

Build # 28320955718

Build Type

Pull #184

github

Committed by wegamekinglc

Commit Message

docs: reflect Sobol polish, PDE decomposition cache, and Rewind contract

Reconcile docs against current master after recent performance and API
changes. Each edit is grounded in the current source; capabilities that
exist only on unmerged feature branches (P8 TriMultiply fusion,
-ffp-contract=fast) are deliberately not documented, since docs describe
the single current version.

- random.md: document the Sobol `polish_` member and the 5-arg
  `NewSobol` / `SobolRSG_` constructors (polish defaults to false,
  halving per-deviate InverseNCDF cost at unchanged QMC accuracy).
- pde.md: document the cached implicit-operator decomposition in FD1D_
  (cachedDecomp_, CacheHit, DecompositionsSinceInit) reused across
  time-homogeneous rolls.
- yield_curve.md, yield_curve_jacobian.md, and the AAD analytic-Jacobian
  experimental note: correct the recording contract to start with
  `Rewind` rather than `Clear`. TapeGuard_ calls Dal::AAD::Rewind on
  construction and destruction (not Clear), matching the aad.md
  methodology and the actual calibration / joint-calibration sources.

Index entries in docs/README.md updated for the new random.md and pde.md
content. No CHANGELOG entry: this is a docs reconciliation pass, below
the fundamental-change bar.

Co-Authored-By: Claude <noreply@anthropic.com>

Pull Request Pull Request #184: docs: full review + reflect performance optimizations and API changes

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