Amando
Amando
Hi thanks for the interest! Unfortunately there's no current way to retrieve the operation performed, and this would need to be added.
If we can ensure that we can fit various models to the data and interpolation works, then polars would be awesome
I realised Polars has a `to_ndarray()` method for both their `Series` and `DataFrame` types, so that makes life easier.
Jacobian matrices shouldn't be too bad to implement (just a collection of gradients) but I have not figured out higher order derivatives. From what I've read it's a lot more...
The two best references I know of are: - Evaluating Derivatives - Griewank & Walther - The Art of Differentiating Computer Programs - Naumann The `VariableArray` object is really a...
Great idea, thank you. Go ahead :) Probably need to impl `Hash`, `Eq`, and `PartialEq` for `Position` if you wanna use it for the keys.
@Autoparallel were you looking at this?
@Autoparallel yeah no worries, just checking. @Aditya-dom you might want to discuss with @Autoparallel here.
Hi @topiaskarjalainen, thanks for your interest. Sorry for my inactivity, I'm very busy lately. But getting some groundwork done such that interest rate models/pricing can be done nice is personally...
I agree, makes sense to have one interface for all of them.