3 ms·
You need a lot of details in place for a library like this to be useful. I think the most reliable way to get them is to be using the library for real work. Sad
by twic 3y ago
You need a lot of details in place for a library like this to be useful. I think the most reliable way to get them is to be using the library for real work. Sadly this looks like a hobby project to me - I would love to be corrected if wrong.
I don't mean to belittle this project. It's substantial, and there's some cool stuff in there! But automatic differentiation and a Monte Carlo solver, but no spline curve or swaps? What can you actually do with this?
- sophacles 3y agoFrom the Readme: > Disclaimer: This is currently a free-time project and not a professional financial software library. Nothing in this library should be taken as financial advice, and I do not recommend you to use it for trading or making financial decisions. It's a hobby project.