Skip to content

Issues: google/tf-quant-finance

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Clear current search query, filters, and sorts
30 Open 59 Closed
30 Open 59 Closed
Author
Filter by author
Loading
Label
Filter by label
Loading
Use alt + click/return to exclude labels
or ⇧ + click/return for logical OR
Projects
Filter by project
Loading
Milestones
Filter by milestone
Loading
Assignee
Filter by who’s assigned
Sort
Sort by
Newest Oldest Most commented Least commented Recently updated Least recently updated Best match
Most reactions
👍 👎 😄 🎉 😕 ❤️ 🚀 👀

Issues list

Bump the pip group across 1 directory with 3 updates dependencies Pull requests that update a dependency file
#108 opened May 20, 2024 by dependabot bot Loading…
Unable to import tf_quant_finance as tff in Colab notebook: Monte_Carlo_Euler_Scheme.ipynb
#106 opened Oct 15, 2023 by ay1011
Fix docstring in heston/approximations/calibration.py
#103 opened Aug 4, 2023 by northern-64bit Loading…
JointItoProcess
#102 opened Jun 15, 2023 by spilozzi
New Release
#101 opened Jun 11, 2023 by alembcke
TF 2.12 (and Python 3.11) support
#95 opened Apr 8, 2023 by jonas-eschle
2
Negative price for barrier option
#94 opened Apr 1, 2023 by dlvp
spread-option pricing
#93 opened Mar 23, 2023 by alv128 Loading…
SOFR USD OIS curve
#90 opened Feb 26, 2023 by lucamichelacci
fix(sec): upgrade numpy to 1.22.2
#88 opened Feb 5, 2023 by fynntang Loading…
Issue with running Bazel tests
#87 opened Jan 16, 2023 by chinmayrane
2
The mailing-list is set to Invite Only
#86 opened Dec 30, 2022 by blais
1
times grid bug (XLA)
#81 opened Oct 7, 2022 by a17brah
1
Fair performance comparison with QuantLib
#80 opened Sep 12, 2022 by DmitriGoloubentsev
9
conda-forge package
#77 opened Sep 2, 2022 by jonas-eschle
1
IRS Delta
#76 opened Aug 20, 2022 by rajflume
1
Discrete dividens for american options
#70 opened Apr 5, 2022 by mlambelho
24
MonteCarlo Simulation
#63 opened Dec 11, 2021 by DhinNeGeNe
1
khronos ML summit
#61 opened Sep 21, 2021 by pboudier
SABR calibration
#58 opened Jul 10, 2021 by Macfly
7
Asian Option
#56 opened Jul 10, 2021 by xiaozhi-alan-zhu
3
Refactoring for type annotation cla: yes
#55 opened Jun 29, 2021 by AliMuhammadOfficial Loading…
fix code quality issues cla: yes
#48 opened Mar 25, 2021 by withshubh Loading…
6
libor market model
#47 opened Mar 16, 2021 by AlexandreMoulti
3
Explain class: SwapCurveBuilderResult cla: yes
#44 opened Feb 8, 2021 by johannlilly Loading…
6
ProTip! Follow long discussions with comments:>50.