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A comment on Swap Curve Fitting.

Re:Swap Curve Fitting by astrange on Monday March 15, 2021 @06:49AM (#26464411)
I thought this was a Google paper since the domain shows up as "research.google.com", but it's actually a random Colab notebook.
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Re:Swap Curve Fitting by bidirectional on Monday March 15, 2021 @08:56AM (#26465508)
It is a Google paper, further along in the URL one can see that it's under the offical Google github account.
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Re:Swap Curve Fitting by twic on Monday March 15, 2021 @07:53AM (#26464861)
It's a demo of a Google library:

https://github.com/google/tf-quant-finance

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