tf-quant-finance

TF Quant Finance is a TensorFlow-based library designed for quantitative finance applications, providing high-performance computational components essential for pricing models, root finding, and numerical methods. Its structured layers encompass foundational methods, mid-level ODE & PDE solvers, and specific pricing strategies, all leveraging TensorFlow's hardware acceleration and automatic differentiation features. Although the library has been archived and is no longer maintained, it offers extensive functionality for those interested in financial modeling and analysis.