google / google/tf-quant-finance
Asian Option
Open
- Dominant language
- Python
- Stars
- 5.5k
- Forks
- 698
- PR merge metrics
- No merged PRs in 30d
Description
Hi team,
Is there any plan for the implementation of asian option computation? I would like to contribute if there is anything related in you plan.
I can also contribute to other issues if you have one.
Xiaozhi
Contributor guide
Research direction
The issue requests implementation of Asian option computation in tf-quant-finance but names no file, test, or entry point. Start by locating existing option computations and the project's contribution guidance; done means an agreed implementation and corresponding validation for Asian options.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, tensorflow
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 20/100