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TF Quant Finance 0.0.1-dev7

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@cyrilchim cyrilchim released this 12 Sep 15:15
· 846 commits to master since this release
v0.0.1-dev7
659317a

Major Features and Improvements:

  • added optimization algorithms: BFGS, L-BFGS, conjugate gradient descent, Nelder-Mead;
  • added bond rate curve fitting using Hagan West interpolation;
  • added antithetic random type for sampling Multivariate Normal Distribution;
  • added several example Jupyter notebook example;
  • fixed a number of bugs.
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