{"repo":"google/tf-quant-finance","free":true,"listed":false,"github":"https://github.com/google/tf-quant-finance","clone":"git clone https://github.com/google/tf-quant-finance.git","description":"High-performance TensorFlow library for quantitative finance.","language":"Python","stars":5474,"topics":["tensorflow","quantitative-finance","python","finance","numerical-methods","numerical-optimization","numerical-integration","high-performance","high-performance-computing","gpu"],"license":"Apache-2.0","category":"trading","readme_excerpt":"TF Quant Finance: TensorFlow based Quant Finance Library (ARCHIVED) [!IMPORTANT] This library is no longer maintained and has been archived. If you depend on the functionality provided by this library, we suggest to fork it and continue development elsewhere. Table of contents 1. Introduction 2. Installation 3. TensorFlow training 4. Development roadmap 5. Examples 6. Contributing 7. Development 8. Community 9. Disclaimers 10. License Introduction This library provides high-performance components leveraging the hardware acceleration support and automatic differentiation of TensorFlow. The library will provide TensorFlow support for foundational mathematical methods, mid-level methods, and specific pricing models. The coverage is being expanded over the next few months. The library is structured along three tiers: 1. Foundational methods . Core mathematical methods - optimisation, interpolation, root finders, linear algebra, random and quasi-random number generation, etc. 2. Mid-level methods . ODE & PDE solvers, Ito process framework, Diffusion Path Generators, Copula samplers etc. 3. Pricing methods and other quant finance specific utilities . Specific Pricing models (e.g., Local Vol (LV), Stochastic Vol (SV), Stochastic Local Vol (SLV), Hull-White (HW)) and their calibration. Rate curve building, payoff descriptions, and schedule generation. We aim for the library components to be easily accessible at each level. Each layer will be accompanied by many examples that can run ","default_branch":null,"files":null,"tree":[],"storefront":"/r/google","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/google/tf-quant-finance/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}