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by twic
1922 days ago
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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? [1] https://www.crd.com/insights-valuing-interest-rate-swaps-the... |
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