google/tf-quant-finance
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High-performance TensorFlow library for quantitative finance.
5 mentions on Hacker News by 5 people: 2 stories, 3 comments · first 2020-03-09 · latest 2021-03-15
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It's a demo of a Google library: https://github.com/google/tf-quant-finance
comment by twic · 2021-03-15 · in Swap Curve Fitting -
For some additional background. This is a demo from the quant finance tensorflow package: https://github.com/google/tf-quant-finance Performance seems impressive relative to other FOSS. I use quantlib for mostly for hobby projects, would…
comment by fny · 2021-03-15 · in Swap Curve Fitting -
It’s still under development but some at Google are writing a quant library in Tensorflow. https://github.com/google/tf-quant-finance
comment by 9NRtKyP4 · 2021-01-17 · in QuantMath: Financial maths library for risk-neutral pricing and risk in Rust