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A comment on Swap Curve Fitting.
https://github.com/google/tf-quant-finance
Performance seems impressive relative to other FOSS. I use quantlib for mostly for hobby projects, would love to hear peoples thoughts if they've played with this.
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https://github.com/google/tf-quant-finance
Performance seems impressive relative to other FOSS. I use quantlib for mostly for hobby projects, would love to hear peoples thoughts if they've played with this.