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Releases: google/tf-quant-finance

TF Quant Finance 0.0.1-dev9

17 Sep 12:03
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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

13 Sep 13:00
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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

12 Sep 15:15
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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

06 Sep 13:09
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Development version of TF Quant Finance library.