Tf Quant Finance Versions Save

High-performance TensorFlow library for quantitative finance.

v0.0.1-dev9

4 years ago

Release notes:

  • added example Colab "Introduction to TensorFlow Part 2 Debugging and Control Flow"
  • TF Quant Finance now requires TensorFlow >= 1.14 and TensorFlow Probability >= 0.7.0

v0.0.1-dev8

4 years ago

Release notes:

  • added sample Colab demonstrating root finding based on Brent's method;
  • fixed import of diff op;

v0.0.1-dev7

4 years ago

Major Features and Improvements:

  • added optimization algorithms: BFGS, L-BFGS, conjugate gradient descent, Nelder-Mead;
  • added bond rate curve fitting using Hagan West interpolation;
  • added antithetic random type for sampling Multivariate Normal Distribution;
  • added several example Jupyter notebook example;
  • fixed a number of bugs.

v0.0.1-dev6

4 years ago

Development version of TF Quant Finance library.