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tf-quant-finance
High-performance TensorFlow library for quantitative finance.
Apache License 2.0
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Bump the pip group across 1 directory with 3 updates
#108
dependabot[bot]
opened
3 months ago
0
Bump flask from 1.1.2 to 2.2.5 in /tf_quant_finance/examples/demos/option_pricing_basic/downloader
#107
dependabot[bot]
closed
3 months ago
1
Unable to import tf_quant_finance as tff in Colab notebook: Monte_Carlo_Euler_Scheme.ipynb
#106
ay1011
opened
10 months ago
0
Fix docstring in heston/approximations/calibration.py
#103
northern-64bit
opened
1 year ago
0
JointItoProcess
#102
spilozzi
opened
1 year ago
0
New Release
#101
alembcke
opened
1 year ago
0
Bump requests from 2.23.0 to 2.31.0 in /tf_quant_finance/examples/demos/option_pricing_basic/downloader
#100
dependabot[bot]
closed
3 months ago
1
Bump flask from 1.1.2 to 2.3.2 in /tf_quant_finance/examples/demos/option_pricing_basic/downloader
#99
dependabot[bot]
closed
6 months ago
1
TF 2.12 (and Python 3.11) support
#95
jonas-eschle
opened
1 year ago
2
Negative price for barrier option
#94
dlvp
opened
1 year ago
0
spread-option pricing
#93
alv128
opened
1 year ago
0
Fixes at-expiration values being `nan`
#92
alembcke
closed
1 year ago
6
Hull White Model - calibration not aligning to input prices
#91
mchandlernz
closed
1 year ago
3
SOFR USD OIS curve
#90
lucamichelacci
opened
1 year ago
0
Options at-expiration return `nan`
#89
alembcke
closed
1 year ago
2
fix(sec): upgrade numpy to 1.22.2
#88
fynntang
opened
1 year ago
0
Issue with running Bazel tests
#87
chinmayrane
opened
1 year ago
2
The mailing-list is set to Invite Only
#86
blais
opened
1 year ago
1
Default constructor no longer available
#85
natemurthy
closed
1 year ago
2
Quant
#84
RuinedSubmartingale
closed
1 year ago
0
Discrete geometric pricer under Heston vol
#83
jackgillett101
closed
1 year ago
6
First cut of geometric asian pricer
#82
jackgillett101
closed
1 year ago
2
times grid bug (XLA)
#81
a17brah
opened
1 year ago
1
Fair performance comparison with QuantLib
#80
DmitriGoloubentsev
opened
1 year ago
9
Fix example notebooks correcting tff.datetime periods
#79
sleptonium
closed
1 year ago
3
Fix example notebooks following new periods in tff.datetime.
#78
sleptonium
closed
2 years ago
1
conda-forge package
#77
jonas-eschle
opened
2 years ago
1
IRS Delta
#76
rajflume
opened
2 years ago
1
Bump numpy from 1.21 to 1.22.0 in /tf_quant_finance/examples/demos/option_pricing_basic/downloader
#75
dependabot[bot]
closed
3 months ago
1
Bump numpy from 1.21 to 1.22.0 in /tf_quant_finance/examples/demos/option_pricing_basic/pricer
#74
dependabot[bot]
closed
2 years ago
0
XLA compilation error of a TARF payoff with MC
#73
arthurpham
closed
2 years ago
16
case-sensitive paths on a case-insensitive filesystem
#72
jj2023
closed
2 years ago
4
Which precision should I use? float32 or float64
#71
luweizheng
closed
2 years ago
2
Discrete dividens for american options
#70
mlambelho
opened
2 years ago
24
Import ABC from collections.abc for Python 3.10 compatibility.
#69
tirkarthi
closed
2 years ago
0
Memory leak with TF.function
#68
arthurpham
closed
2 years ago
2
American options greeks with PDE is slow
#67
arthurpham
closed
2 years ago
1
Bump numpy from 1.18.4 to 1.21.0 in /tf_quant_finance/examples/demos/option_pricing_basic/downloader
#66
dependabot[bot]
closed
2 years ago
1
Bump numpy from 1.18.4 to 1.21.0 in /tf_quant_finance/examples/demos/option_pricing_basic/pricer
#65
dependabot[bot]
closed
2 years ago
1
Interpolation issue with Hagan West Monotone Convex
#64
bigfatwhale
closed
2 years ago
3
MonteCarlo Simulation
#63
DhinNeGeNe
opened
2 years ago
1
Month.md and month.md collide on case-insensitive filesystem
#62
luweizheng
closed
2 years ago
4
khronos ML summit
#61
pboudier
opened
2 years ago
0
minor fix: typo miss codespelling documentation
#60
slowy07
closed
2 years ago
3
Bjerksund-Stensland 2002 option pricing model
#59
alembcke
closed
3 years ago
4
SABR calibration
#58
Macfly
opened
3 years ago
7
new pip package
#57
Macfly
closed
3 years ago
3
Asian Option
#56
xiaozhi-alan-zhu
opened
3 years ago
3
Refactoring for type annotation
#55
AliMuhammadOfficial
opened
3 years ago
0
Bjerksund-Stensland 1993 option pricing model
#54
alembcke
closed
3 years ago
5
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