TensorQuantLib

Comprehensive quant finance library with TT compression & autodiff

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Contents

  • Quickstart
  • Performance & Production Guide
  • API Reference
  • Theory & Background
  • Known Limitations
  • Changelog

Related Topics

  • Documentation overview

All modules for which code is available

  • tensorquantlib.backtest.engine
  • tensorquantlib.backtest.metrics
  • tensorquantlib.backtest.strategy
  • tensorquantlib.core.tensor
  • tensorquantlib.data.market
  • tensorquantlib.finance.american
  • tensorquantlib.finance.basket
  • tensorquantlib.finance.black_scholes
  • tensorquantlib.finance.credit
  • tensorquantlib.finance.exotics
  • tensorquantlib.finance.fx
  • tensorquantlib.finance.greeks
  • tensorquantlib.finance.heston
  • tensorquantlib.finance.implied_vol
  • tensorquantlib.finance.ir_derivatives
  • tensorquantlib.finance.jump_diffusion
  • tensorquantlib.finance.local_vol
  • tensorquantlib.finance.rates
  • tensorquantlib.finance.risk
  • tensorquantlib.finance.variance_reduction
  • tensorquantlib.finance.volatility
  • tensorquantlib.tt.decompose
  • tensorquantlib.tt.ops
  • tensorquantlib.tt.pricing
  • tensorquantlib.tt.surrogate
  • tensorquantlib.utils.validation
  • tensorquantlib.viz.plots
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