google / google/tf-quant-finance
Working example of fwd_gradient
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Description
Do you have a running example of tff.math.fwd_gradient either in the notebook or somewhere in the tests, only saw a very contrived one in https://github.com/google/tf-quant-finance/blob/39a1c03cc9938c6e08fceb63e405eff0fda835be/tf_quant_finance/math/integration/integration_test.py
Mainly for the purposes of calculating:
a) first order greeks
b) higher order greeks
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