Then you can go and read this fabulous blog post [2], and if you like what you see, you go to the framework built by its author, called Small Pebble [3]. Despite the name, it's not all that small. If you peruse the code you'll get some appreciation of what it takes to build a solid autodiff library, and if push comes to shove, you'll be able to build one yourself.
[1] https://www.youtube.com/watch?v=q8SA3rM6ckI
A nice overview was Backpropagation through time: what it does and how to do it, 1990. The rule itself is stated very clearly there, but without proof. The proof can be found in Maximizing long-term gas industry profits in two minutes in lotus using neural network methods, 1989 (which I believe was copied over from his earlier thesis, which I could never find a copy of).