fixed at-expiration pricing and squashed commits

google · Mar 17, 2023 · d8c26a4 · d8c26a4
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diff --git a/api_docs/README.md b/api_docs/README.md
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diff --git a/api_docs/index.md b/api_docs/index.md
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 # All symbols in TF Quant Finance
 
 *  <a href="./tf_quant_finance.md"><code>tf_quant_finance</code></a>
@@ -310,6 +310,7 @@ For open-source contributions the docs will be updated automatically.
 *  <a href="./tf_quant_finance/models/heston.md"><code>tf_quant_finance.models.heston</code></a>
 *  <a href="./tf_quant_finance/models/HestonModel.md"><code>tf_quant_finance.models.heston.HestonModel</code></a>
 *  <a href="./tf_quant_finance/models/heston/approximations.md"><code>tf_quant_finance.models.heston.approximations</code></a>
+*  <a href="./tf_quant_finance/models/heston/approximations/asian_option_price.md"><code>tf_quant_finance.models.heston.approximations.asian_option_price</code></a>
 *  <a href="./tf_quant_finance/models/heston/calibration.md"><code>tf_quant_finance.models.heston.approximations.calibration</code></a>
 *  <a href="./tf_quant_finance/models/heston/approximations/european_option_price.md"><code>tf_quant_finance.models.heston.approximations.european_option_price</code></a>
 *  <a href="./tf_quant_finance/models/heston/calibration.md"><code>tf_quant_finance.models.heston.calibration</code></a>

diff --git a/api_docs/tf_quant_finance/black_scholes.md b/api_docs/tf_quant_finance/black_scholes.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/AveragingFrequency.md b/api_docs/tf_quant_finance/black_scholes/AveragingFrequency.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/AveragingType.md b/api_docs/tf_quant_finance/black_scholes/AveragingType.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/ImpliedVolMethod.md b/api_docs/tf_quant_finance/black_scholes/ImpliedVolMethod.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/ImpliedVolUnderlyingDistribution.md b/api_docs/tf_quant_finance/black_scholes/ImpliedVolUnderlyingDistribution.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/approximations.md b/api_docs/tf_quant_finance/black_scholes/approximations.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/approximations/adesi_whaley.md b/api_docs/tf_quant_finance/black_scholes/approximations/adesi_whaley.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/approximations/bjerksund_stensland.md b/api_docs/tf_quant_finance/black_scholes/approximations/bjerksund_stensland.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/asian_option_price.md b/api_docs/tf_quant_finance/black_scholes/asian_option_price.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/asset_or_nothing_price.md b/api_docs/tf_quant_finance/black_scholes/asset_or_nothing_price.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/barrier_price.md b/api_docs/tf_quant_finance/black_scholes/barrier_price.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/binary_price.md b/api_docs/tf_quant_finance/black_scholes/binary_price.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/brownian_bridge_double.md b/api_docs/tf_quant_finance/black_scholes/brownian_bridge_double.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/brownian_bridge_single.md b/api_docs/tf_quant_finance/black_scholes/brownian_bridge_single.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/implied_vol.md b/api_docs/tf_quant_finance/black_scholes/implied_vol.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/implied_vol_approx.md b/api_docs/tf_quant_finance/black_scholes/implied_vol_approx.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/implied_vol_newton.md b/api_docs/tf_quant_finance/black_scholes/implied_vol_newton.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/option_price.md b/api_docs/tf_quant_finance/black_scholes/option_price.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/option_price_binomial.md b/api_docs/tf_quant_finance/black_scholes/option_price_binomial.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/swaption_price.md b/api_docs/tf_quant_finance/black_scholes/swaption_price.md
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diff --git a/api_docs/tf_quant_finance/black_scholes/variance_swap_fair_strike.md b/api_docs/tf_quant_finance/black_scholes/variance_swap_fair_strike.md
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diff --git a/api_docs/tf_quant_finance/datetime.md b/api_docs/tf_quant_finance/datetime.md
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diff --git a/api_docs/tf_quant_finance/datetime/BusinessDayConvention.md b/api_docs/tf_quant_finance/datetime/BusinessDayConvention.md
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diff --git a/api_docs/tf_quant_finance/datetime/BusinessDaySchedule.md b/api_docs/tf_quant_finance/datetime/BusinessDaySchedule.md
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diff --git a/api_docs/tf_quant_finance/datetime/DateTensor.md b/api_docs/tf_quant_finance/datetime/DateTensor.md
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diff --git a/api_docs/tf_quant_finance/datetime/HolidayCalendar.md b/api_docs/tf_quant_finance/datetime/HolidayCalendar.md
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diff --git a/api_docs/tf_quant_finance/datetime/Month.md b/api_docs/tf_quant_finance/datetime/Month.md
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diff --git a/api_docs/tf_quant_finance/datetime/PeriodTensor.md b/api_docs/tf_quant_finance/datetime/PeriodTensor.md
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diff --git a/api_docs/tf_quant_finance/datetime/PeriodType.md b/api_docs/tf_quant_finance/datetime/PeriodType.md
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diff --git a/api_docs/tf_quant_finance/datetime/PeriodicSchedule.md b/api_docs/tf_quant_finance/datetime/PeriodicSchedule.md
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diff --git a/api_docs/tf_quant_finance/datetime/WeekDay.md b/api_docs/tf_quant_finance/datetime/WeekDay.md
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diff --git a/api_docs/tf_quant_finance/datetime/WeekendMask.md b/api_docs/tf_quant_finance/datetime/WeekendMask.md
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diff --git a/api_docs/tf_quant_finance/datetime/convert_to_date_tensor.md b/api_docs/tf_quant_finance/datetime/convert_to_date_tensor.md
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diff --git a/api_docs/tf_quant_finance/datetime/create_holiday_calendar.md b/api_docs/tf_quant_finance/datetime/create_holiday_calendar.md
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diff --git a/api_docs/tf_quant_finance/datetime/dates_from_datetimes.md b/api_docs/tf_quant_finance/datetime/dates_from_datetimes.md
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diff --git a/api_docs/tf_quant_finance/datetime/dates_from_ordinals.md b/api_docs/tf_quant_finance/datetime/dates_from_ordinals.md
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diff --git a/api_docs/tf_quant_finance/datetime/dates_from_tensor.md b/api_docs/tf_quant_finance/datetime/dates_from_tensor.md
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diff --git a/api_docs/tf_quant_finance/datetime/dates_from_tuples.md b/api_docs/tf_quant_finance/datetime/dates_from_tuples.md
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diff --git a/api_docs/tf_quant_finance/datetime/dates_from_year_month_day.md b/api_docs/tf_quant_finance/datetime/dates_from_year_month_day.md
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diff --git a/api_docs/tf_quant_finance/datetime/daycount_actual_360.md b/api_docs/tf_quant_finance/datetime/daycount_actual_360.md
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