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jialuechen committed Oct 2, 2024
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# TorchQuant : High-Performance PyTorch Library for Derivatives Modeling and Pricing

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TorchQuant is a comprehensive derivatives pricing library built on top of PyTorch's automatic differentiation and GPU/TPU/MPS acceleration. It is a
differentiable pricing framework with high-accuracy of numerical methods. It provides comprehensive tools for asset pricing, risk management, and model calibration.

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