Releases: google/tf-quant-finance
Releases · google/tf-quant-finance
TF Quant Finance 0.0.1-dev9
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
TF Quant Finance 0.0.1-dev8
Release notes:
- added sample Colab demonstrating root finding based on Brent's method;
- fixed import of diff op;
TF Quant Finance 0.0.1-dev7
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.
TF Quant Finance 0.0.1-dev6
Development version of TF Quant Finance library.