GitHub - google/tf-quant-finance: High-performance TensorFlow library for quantitative finance.
bazel test command. For example, bazel test tf_quant_finance/math/random_ops/sobol:sobol_test will run tests in sobol_test.py . Tests run using Python version 3. Please make sure that you can run import tensorflow in the Python 3 shell. Otherwise, tests might fail. Building a custom pip package The following commands will build custom pip package from source and install it: # sudo apt-get install bazel git python python-pip rsync # For Ubuntu. git clone https://github.com/google/tf-quant-finan...
Quant Finance Library Quant Finance Diffusion Path Generators Local Vol Stochastic Vol Stochastic Local Vol
Source: github.com