QuantNova.jl

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Installation ​

Requirements ​

  • Julia 1.10 or later

  • For GPU support: CUDA-capable GPU (optional)

Basic Installation ​

julia
using Pkg
Pkg.add("QuantNova")

With GPU Backends ​

For Enzyme (LLVM-based AD, CPU/GPU):

julia
using Pkg
Pkg.add("Enzyme")

using Enzyme
using QuantNova
set_backend!(EnzymeBackend())

For Reactant (XLA compilation, GPU):

julia
using Pkg
Pkg.add("Reactant")

using Reactant
using QuantNova
set_backend!(ReactantBackend())

Verify Installation ​

julia
using QuantNova

# Test basic pricing
price = black_scholes(100.0, 100.0, 1.0, 0.05, 0.2, :call)
println("Black-Scholes price: $price")

# Test AD
f(x) = sum(x.^2)
g = gradient(f, [1.0, 2.0, 3.0])
println("Gradient: $g")

Expected output:

Black-Scholes price: 10.450583572185565
Gradient: [2.0, 4.0, 6.0]

Next Steps ​