google/tf-quant-finance
View on GitHubHigh-performance TensorFlow library for quantitative finance.
- Stars
- 5.5k
- Forks
- 698
- Open beginner issues
- 0
- Indexed issues
- 28
- Dominant language
- Python
- License
- Apache-2.0
- Last GitHub push
- Aug 6, 2026
- Latest indexed
- Sep 16, 2026
- Contributing guide
- Contributing guide
- Code of conduct
- Code of conduct
- Beginner labels
- good first issue
- PR merge metrics
- No merged PRs in 30d
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good first issue
google/tf-quant-finance#6 · 10 comments · 0 reactions · 1 assignee ·
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good first issue
google/tf-quant-finance#8 · 21 comments · 0 reactions · 0 assignees ·
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good first issue
google/tf-quant-finance#9 · 17 comments · 0 reactions · 2 assignees ·
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BS vol and greeks Open
google/tf-quant-finance#13 · 10 comments · 0 reactions · 1 assignee ·
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google/tf-quant-finance#27 · 15 comments · 0 reactions · 1 assignee ·
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google/tf-quant-finance#33 · 2 comments · 0 reactions · 1 assignee ·
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google/tf-quant-finance#39 · 4 comments · 0 reactions · 0 assignees ·
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google/tf-quant-finance#43 · 1 comment · 0 reactions · 0 assignees ·
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libor market model Open
google/tf-quant-finance#47 · 3 comments · 0 reactions · 0 assignees ·
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Asian Option Open
google/tf-quant-finance#56 · 3 comments · 0 reactions · 0 assignees ·
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SABR calibration Open
google/tf-quant-finance#58 · 7 comments · 0 reactions · 0 assignees ·
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khronos ML summit Open
google/tf-quant-finance#61 · 0 comments · 0 reactions · 0 assignees ·
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google/tf-quant-finance#63 · 1 comment · 0 reactions · 0 assignees ·
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google/tf-quant-finance#70 · 24 comments · 0 reactions · 0 assignees ·
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IRS Delta Open
google/tf-quant-finance#76 · 1 comment · 0 reactions · 0 assignees ·
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conda-forge package Open
google/tf-quant-finance#77 · 1 comment · 1 reaction · 0 assignees ·
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google/tf-quant-finance#80 · 9 comments · 0 reactions · 0 assignees ·
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times grid bug (XLA) Open
google/tf-quant-finance#81 · 1 comment · 0 reactions · 0 assignees ·
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google/tf-quant-finance#86 · 1 comment · 0 reactions · 0 assignees ·
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google/tf-quant-finance#87 · 2 comments · 0 reactions · 0 assignees ·
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SOFR USD OIS curve Open
google/tf-quant-finance#90 · 0 comments · 0 reactions · 0 assignees ·
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google/tf-quant-finance#94 · 0 comments · 0 reactions · 0 assignees ·
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google/tf-quant-finance#95 · 2 comments · 0 reactions · 0 assignees ·
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New Release Open
google/tf-quant-finance#101 · 0 comments · 2 reactions · 0 assignees ·
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JointItoProcess Open
google/tf-quant-finance#102 · 0 comments · 0 reactions · 0 assignees ·
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google/tf-quant-finance#106 · 0 comments · 0 reactions · 0 assignees ·
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google/tf-quant-finance#109 · 1 comment · 0 reactions · 0 assignees ·
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google/tf-quant-finance#111 · 0 comments · 0 reactions · 0 assignees ·