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Whisper is one of three components within the Graphite project. Whisper is a fixed-size database, similar in design and purpose to RRD (round-robin-database). It provides fast, reliable storage of numeric data over time. Whisper allows for higher resolution (seconds per point) of recent data to degrade into lower resolutions for long-term retention of historical data. Copies data from src in dst, if missing. Unlike whisper-merge, don't overwrite data that's already present in the target file, but instead, only add the missing data (e.g. where the gaps in the target file are). ...

TF Quant Finance is a high-performance library of quantitative finance components built on TensorFlow, aimed at research and production workloads. It implements pricing engines, risk measures, stochastic models, optimizers, and random number generators that are differentiable and vectorized for accelerators. Users can value options and fixed-income instruments, simulate paths, fit curves, and calibrate models while leveraging TensorFlow’s jit compilation and automatic differentiation. The...