In this post, we are going to provide an example of interest rate swap pricing in Python. We are going to use the USD Libor swap curve as at December 31 2018. Picture below shows the swap curve.

Learn how the Adadelta optimization algorithm really works by coding it from the ground up in Python. Perfect for ML enthusiasts who want to go beyond the black box!

However, quantum circuits relevant to quantum algorithms capable of performing the energy derivative calculations had not been implemented.