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Re:QuantMath: Financial maths library for risk-neutral prici... by 9NRtKyP4 on Sunday January 17, 2021 @03:46PM (#25814786)
It’s still under development but some at Google are writing a quant library in Tensorflow. https://github.com/google/tf-quant-finance
Re:QuantMath: Financial maths library for risk-neutral prici... by klelatti on Sunday January 17, 2021 @04:03PM (#25814931)
That looks really interesting and under active development - thanks.