Comprehensive quant finance library with TT compression & autodiff
Contents
tensorquantlib
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