Performance seems impressive relative to other FOSS. I use quantlib for mostly for hobby projects, would love to hear peoples thoughts if they've played with this.
As far as i can tell, their swap curve construction doesn't support dual curve discounting [1], which makes this a toy.
There's no reason someone couldn't make this library industrial-strength, but is anyone going to? Is this supposed to be a supported product, or is this basically a tech demo to show what TensorFlow is capable of?
I find your commment much harder to understand than the post. Are you an experienced quant who finds the work trivial, or an undergrad with no idea what a swap curve is? It's impossible to tell and thus impossible to answer your question.
Neither, this reads like a post to signal one's knowledge rather than one's intelligence. Do you want so see that finite state transducer I wrote in C?
https://github.com/google/tf-quant-finance
Performance seems impressive relative to other FOSS. I use quantlib for mostly for hobby projects, would love to hear peoples thoughts if they've played with this.