google / google/tf-quant-finance
Integration/interpolation methods
- Dominant language
- Python
- Stars
- 5.5k
- Forks
- 698
- PR merge metrics
- No merged PRs in 30d
Description
Hi all, many thanks for this library! As I've seen, there is an integration method and interpolation. The latter are also available in other packages (tf-graphics, tf-addons) in one way or another while the integration is not (AFAIK?).
However, we implemented multiple integration algorithms and plan to put them up/into an existing repository. TFP seems nice but maybe not fully suited. However, this repository also does not seem directly like the place for this methods (as it is a very general used functionality, especially in science). Or what do you think?
Would it make sense to put this somewhere else? If so, where?
Many thanks for all the work!
Contributor guide
Assessment
This issue has not been assessed yet.