google/tf-quant-finance

Health v2 · maintenance only

Adoption not part of the score

5480 stars · 694 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-29, confidence not recorded

A high-performance TensorFlow library for quantitative finance providing foundational numerical methods, ODE/PDE solvers, and pricing models like Local Vol and Hull-White with GPU acceleration and automatic differentiation. The project has been archived and is no longer maintained by Google.

Use cases

• price options with local volatility and stochastic volatility models in TensorFlow
• calibrate interest rate models like Hull-White on GPU
• solve PDEs for derivative pricing
• generate quasi-random numbers for Monte Carlo simulation
• build rate curves and generate schedules for fixed income analytics
• run quantitative finance computations with automatic differentiation

When to choose

• you need GPU-accelerated derivative pricing within a TensorFlow ecosystem
• you want automatic differentiation for calibration and risk sensitivities
• you are willing to fork and maintain the code yourself since it is archived

When to avoid

• you need a maintained library with active support and bug fixes
• you prefer a general-purpose quant library like QuantLib without TensorFlow dependency
• your stack is PyTorch or JAX rather than TensorFlow

Facets

library · maturity abandoned

math machine-learning gpu-computing simulation fintech mathematics machine-learning python cross-platform quantitative-finance tensorflow option-pricing numerical-methods pde-solvers stochastic-modeling archived gpu

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For agents

markdown · JSON · MCP: product_card(name="google/tf-quant-finance")