Metadata-Version: 2.1
Name: riskflow
Version: 0.1.2.dev0
Summary: An XVA quantitative library with AAD
Home-page: https://github.com/sylam/riskflow
Author: shuaib.osman
Author-email: shuaib.osman@investec.co.za
License: GPLv3
Description: # RiskFlow
        An xVA quantitative library written in pure python using tensorflow.
        
        
        ## Installation
        The easiest way to install riskflow is via pip
        
        ```
        pip install riskflow
        ```
        
        Note that this installs tensorflow 1.14 (the cpu version). If gpu's are available, please install tensorflow-gpu (also version 1.14)
        Downloading the source and running setup also works.
        
        ```
        python setup.py install
        ```
        
        ## Documentation
        Documentation is available at [readthedocs](https://riskflow.readthedocs.io/en/latest/).
        
        
        ## Usage
        
        There are 2 batch scripts installed :
        
         - RF_Batch runs CVA, CollVA and FVA calculations on a folder of netting sets
         - RF_Bootstrap currently only calculates hull white 2 factor parameters from swaption vols  
        
        
        ## Known issues
        
        1. The hessian (matrix of second derivatives) does not always compute - this may be a bug in tensorflow
        
        
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Science/Research
Classifier: Programming Language :: Python :: 3.6
Requires-Python: >=3.6
Description-Content-Type: text/markdown
