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google/tf-quant-finance

High-performance TensorFlow library for quantitative finance.

financegpugpu-computinghigh-performancehigh-performance-computingnumerical-integrationnumerical-methodsnumerical-optimizationpythonquantitative-finance

License & maintenance

Apache-2.0 is a permissive license: free to use commercially with attribution.

Last code push 2 months ago.