Tf-quant-finance

Latest version: v0.0.1.dev34

Safety actively analyzes 613603 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

0.0.1dev9

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

0.0.1dev8

Release notes:
- added sample Colab demonstrating root finding based on Brent's method;
- fixed import of diff op;

0.0.1dev7

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.

0.0.1dev6

Development version of TF Quant Finance library.

Links

Releases

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.