From d8c26a487b8d9524e8302c206471580823821dcf Mon Sep 17 00:00:00 2001 From: Alex Lembcke Date: Fri, 17 Mar 2023 17:24:17 -0400 Subject: [PATCH] fixed at-expiration pricing and squashed commits --- api_docs/README.md | 2 +- api_docs/index.md | 3 +- api_docs/tf_quant_finance/black_scholes.md | 2 +- .../black_scholes/AveragingFrequency.md | 2 +- .../black_scholes/AveragingType.md | 2 +- .../black_scholes/ImpliedVolMethod.md | 2 +- .../ImpliedVolUnderlyingDistribution.md | 2 +- .../black_scholes/approximations.md | 2 +- .../approximations/adesi_whaley.md | 2 +- .../approximations/bjerksund_stensland.md | 2 +- .../black_scholes/asian_option_price.md | 2 +- .../black_scholes/asset_or_nothing_price.md | 2 +- .../black_scholes/barrier_price.md | 2 +- .../black_scholes/binary_price.md | 2 +- .../black_scholes/brownian_bridge_double.md | 2 +- .../black_scholes/brownian_bridge_single.md | 2 +- .../black_scholes/implied_vol.md | 2 +- .../black_scholes/implied_vol_approx.md | 2 +- 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b/api_docs/README.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/index.md b/api_docs/index.md index 276cf8eea..28e409818 100644 --- a/api_docs/index.md +++ b/api_docs/index.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.* # All symbols in TF Quant Finance * tf_quant_finance @@ -310,6 +310,7 @@ For open-source contributions the docs will be updated automatically. * tf_quant_finance.models.heston * tf_quant_finance.models.heston.HestonModel * tf_quant_finance.models.heston.approximations +* tf_quant_finance.models.heston.approximations.asian_option_price * tf_quant_finance.models.heston.approximations.calibration * tf_quant_finance.models.heston.approximations.european_option_price * tf_quant_finance.models.heston.calibration diff --git a/api_docs/tf_quant_finance/black_scholes.md b/api_docs/tf_quant_finance/black_scholes.md index 2371fe409..539348138 100644 --- a/api_docs/tf_quant_finance/black_scholes.md +++ b/api_docs/tf_quant_finance/black_scholes.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/AveragingFrequency.md b/api_docs/tf_quant_finance/black_scholes/AveragingFrequency.md index aed0ddece..0dd1239b6 100644 --- a/api_docs/tf_quant_finance/black_scholes/AveragingFrequency.md +++ b/api_docs/tf_quant_finance/black_scholes/AveragingFrequency.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/AveragingType.md b/api_docs/tf_quant_finance/black_scholes/AveragingType.md index 2c96aaf27..5d75ab482 100644 --- a/api_docs/tf_quant_finance/black_scholes/AveragingType.md +++ b/api_docs/tf_quant_finance/black_scholes/AveragingType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/ImpliedVolMethod.md b/api_docs/tf_quant_finance/black_scholes/ImpliedVolMethod.md index 7aedb8878..57f2deb90 100644 --- a/api_docs/tf_quant_finance/black_scholes/ImpliedVolMethod.md +++ b/api_docs/tf_quant_finance/black_scholes/ImpliedVolMethod.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/ImpliedVolUnderlyingDistribution.md b/api_docs/tf_quant_finance/black_scholes/ImpliedVolUnderlyingDistribution.md index 5189aa051..bfd7e3d65 100644 --- a/api_docs/tf_quant_finance/black_scholes/ImpliedVolUnderlyingDistribution.md +++ b/api_docs/tf_quant_finance/black_scholes/ImpliedVolUnderlyingDistribution.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/approximations.md b/api_docs/tf_quant_finance/black_scholes/approximations.md index a7b7239e0..8f801c759 100644 --- a/api_docs/tf_quant_finance/black_scholes/approximations.md +++ b/api_docs/tf_quant_finance/black_scholes/approximations.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index fbe8e6cd3..ff44c3536 100644 --- a/api_docs/tf_quant_finance/black_scholes/approximations/adesi_whaley.md +++ b/api_docs/tf_quant_finance/black_scholes/approximations/adesi_whaley.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 73dcd4e04..cfae4eb0b 100644 --- a/api_docs/tf_quant_finance/black_scholes/approximations/bjerksund_stensland.md +++ b/api_docs/tf_quant_finance/black_scholes/approximations/bjerksund_stensland.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 136e0361f..be41d65d4 100644 --- a/api_docs/tf_quant_finance/black_scholes/asian_option_price.md +++ b/api_docs/tf_quant_finance/black_scholes/asian_option_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 63bacabcc..2d79f6215 100644 --- 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 @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/barrier_price.md b/api_docs/tf_quant_finance/black_scholes/barrier_price.md index e9c0d5042..bf308ffcc 100644 --- a/api_docs/tf_quant_finance/black_scholes/barrier_price.md +++ b/api_docs/tf_quant_finance/black_scholes/barrier_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/binary_price.md b/api_docs/tf_quant_finance/black_scholes/binary_price.md index 97e06d04f..fb096df2e 100644 --- a/api_docs/tf_quant_finance/black_scholes/binary_price.md +++ b/api_docs/tf_quant_finance/black_scholes/binary_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 9233e82f7..27fa4445d 100644 --- a/api_docs/tf_quant_finance/black_scholes/brownian_bridge_double.md +++ b/api_docs/tf_quant_finance/black_scholes/brownian_bridge_double.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index f5df03bde..1afef5cdb 100644 --- a/api_docs/tf_quant_finance/black_scholes/brownian_bridge_single.md +++ b/api_docs/tf_quant_finance/black_scholes/brownian_bridge_single.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/implied_vol.md b/api_docs/tf_quant_finance/black_scholes/implied_vol.md index 1b1bab65e..bce58524f 100644 --- a/api_docs/tf_quant_finance/black_scholes/implied_vol.md +++ b/api_docs/tf_quant_finance/black_scholes/implied_vol.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 5afac794e..3cd8c8989 100644 --- a/api_docs/tf_quant_finance/black_scholes/implied_vol_approx.md +++ b/api_docs/tf_quant_finance/black_scholes/implied_vol_approx.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 633ff1749..b99f61525 100644 --- a/api_docs/tf_quant_finance/black_scholes/implied_vol_newton.md +++ b/api_docs/tf_quant_finance/black_scholes/implied_vol_newton.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/option_price.md b/api_docs/tf_quant_finance/black_scholes/option_price.md index 05591bb85..c909cad15 100644 --- a/api_docs/tf_quant_finance/black_scholes/option_price.md +++ b/api_docs/tf_quant_finance/black_scholes/option_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index c8fd42bb6..3b4bbae8c 100644 --- a/api_docs/tf_quant_finance/black_scholes/option_price_binomial.md +++ b/api_docs/tf_quant_finance/black_scholes/option_price_binomial.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/black_scholes/swaption_price.md b/api_docs/tf_quant_finance/black_scholes/swaption_price.md index d6aca50ad..c7dc3dd50 100644 --- a/api_docs/tf_quant_finance/black_scholes/swaption_price.md +++ b/api_docs/tf_quant_finance/black_scholes/swaption_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 27b4c6ac4..6112e00ee 100644 --- 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 @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime.md b/api_docs/tf_quant_finance/datetime.md index 319e756e1..4757be6d3 100644 --- a/api_docs/tf_quant_finance/datetime.md +++ b/api_docs/tf_quant_finance/datetime.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/BusinessDayConvention.md b/api_docs/tf_quant_finance/datetime/BusinessDayConvention.md index 212a6aeae..de2f6931f 100644 --- a/api_docs/tf_quant_finance/datetime/BusinessDayConvention.md +++ b/api_docs/tf_quant_finance/datetime/BusinessDayConvention.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/BusinessDaySchedule.md b/api_docs/tf_quant_finance/datetime/BusinessDaySchedule.md index f24a1fc45..4a400d006 100644 --- a/api_docs/tf_quant_finance/datetime/BusinessDaySchedule.md +++ b/api_docs/tf_quant_finance/datetime/BusinessDaySchedule.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/DateTensor.md b/api_docs/tf_quant_finance/datetime/DateTensor.md index 06936c29d..e23adb852 100644 --- a/api_docs/tf_quant_finance/datetime/DateTensor.md +++ b/api_docs/tf_quant_finance/datetime/DateTensor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/HolidayCalendar.md b/api_docs/tf_quant_finance/datetime/HolidayCalendar.md index 4593d0e3b..720a2fb17 100644 --- a/api_docs/tf_quant_finance/datetime/HolidayCalendar.md +++ b/api_docs/tf_quant_finance/datetime/HolidayCalendar.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/Month.md b/api_docs/tf_quant_finance/datetime/Month.md index 5fb59ee4c..b6fd10958 100644 --- a/api_docs/tf_quant_finance/datetime/Month.md +++ b/api_docs/tf_quant_finance/datetime/Month.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/PeriodTensor.md b/api_docs/tf_quant_finance/datetime/PeriodTensor.md index 27430afe4..1c7ba9b71 100644 --- a/api_docs/tf_quant_finance/datetime/PeriodTensor.md +++ b/api_docs/tf_quant_finance/datetime/PeriodTensor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/PeriodType.md b/api_docs/tf_quant_finance/datetime/PeriodType.md index d08840358..7f24ff680 100644 --- a/api_docs/tf_quant_finance/datetime/PeriodType.md +++ b/api_docs/tf_quant_finance/datetime/PeriodType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/PeriodicSchedule.md b/api_docs/tf_quant_finance/datetime/PeriodicSchedule.md index cacf0add1..500b37256 100644 --- a/api_docs/tf_quant_finance/datetime/PeriodicSchedule.md +++ b/api_docs/tf_quant_finance/datetime/PeriodicSchedule.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/WeekDay.md b/api_docs/tf_quant_finance/datetime/WeekDay.md index bb8682b07..1da605ad2 100644 --- a/api_docs/tf_quant_finance/datetime/WeekDay.md +++ b/api_docs/tf_quant_finance/datetime/WeekDay.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/WeekendMask.md b/api_docs/tf_quant_finance/datetime/WeekendMask.md index e72b46f61..2f8570c19 100644 --- a/api_docs/tf_quant_finance/datetime/WeekendMask.md +++ b/api_docs/tf_quant_finance/datetime/WeekendMask.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 70cd6430e..c4171d51c 100644 --- a/api_docs/tf_quant_finance/datetime/convert_to_date_tensor.md +++ b/api_docs/tf_quant_finance/datetime/convert_to_date_tensor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/create_holiday_calendar.md b/api_docs/tf_quant_finance/datetime/create_holiday_calendar.md index b83daeca6..2aac621d0 100644 --- a/api_docs/tf_quant_finance/datetime/create_holiday_calendar.md +++ b/api_docs/tf_quant_finance/datetime/create_holiday_calendar.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/dates_from_datetimes.md b/api_docs/tf_quant_finance/datetime/dates_from_datetimes.md index 7d8f3de57..3cdb127d2 100644 --- a/api_docs/tf_quant_finance/datetime/dates_from_datetimes.md +++ b/api_docs/tf_quant_finance/datetime/dates_from_datetimes.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/dates_from_np_datetimes.md b/api_docs/tf_quant_finance/datetime/dates_from_np_datetimes.md index c7b672764..8fcfc3aa6 100644 --- a/api_docs/tf_quant_finance/datetime/dates_from_np_datetimes.md +++ b/api_docs/tf_quant_finance/datetime/dates_from_np_datetimes.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/dates_from_ordinals.md b/api_docs/tf_quant_finance/datetime/dates_from_ordinals.md index 93cf5e7c6..1432d15f5 100644 --- a/api_docs/tf_quant_finance/datetime/dates_from_ordinals.md +++ b/api_docs/tf_quant_finance/datetime/dates_from_ordinals.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/dates_from_tensor.md b/api_docs/tf_quant_finance/datetime/dates_from_tensor.md index 7d48609a9..e26de8c08 100644 --- a/api_docs/tf_quant_finance/datetime/dates_from_tensor.md +++ b/api_docs/tf_quant_finance/datetime/dates_from_tensor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/dates_from_tuples.md b/api_docs/tf_quant_finance/datetime/dates_from_tuples.md index e1a95255a..ed46be08a 100644 --- a/api_docs/tf_quant_finance/datetime/dates_from_tuples.md +++ b/api_docs/tf_quant_finance/datetime/dates_from_tuples.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
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 index 5cd28fac7..ea802c2b9 100644 --- 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 @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/daycount_actual_360.md b/api_docs/tf_quant_finance/datetime/daycount_actual_360.md index e7a69a98b..796e9ba34 100644 --- a/api_docs/tf_quant_finance/datetime/daycount_actual_360.md +++ b/api_docs/tf_quant_finance/datetime/daycount_actual_360.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/daycount_actual_365_actual.md b/api_docs/tf_quant_finance/datetime/daycount_actual_365_actual.md index cded68003..5d67ac06f 100644 --- a/api_docs/tf_quant_finance/datetime/daycount_actual_365_actual.md +++ b/api_docs/tf_quant_finance/datetime/daycount_actual_365_actual.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/daycount_actual_365_fixed.md b/api_docs/tf_quant_finance/datetime/daycount_actual_365_fixed.md index c6c15a835..989dff4e8 100644 --- a/api_docs/tf_quant_finance/datetime/daycount_actual_365_fixed.md +++ b/api_docs/tf_quant_finance/datetime/daycount_actual_365_fixed.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/daycount_actual_actual_isda.md b/api_docs/tf_quant_finance/datetime/daycount_actual_actual_isda.md index c968db81b..4b48fce81 100644 --- a/api_docs/tf_quant_finance/datetime/daycount_actual_actual_isda.md +++ b/api_docs/tf_quant_finance/datetime/daycount_actual_actual_isda.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/daycount_thirty_360_isda.md b/api_docs/tf_quant_finance/datetime/daycount_thirty_360_isda.md index 798738f18..b7f974e9f 100644 --- a/api_docs/tf_quant_finance/datetime/daycount_thirty_360_isda.md +++ b/api_docs/tf_quant_finance/datetime/daycount_thirty_360_isda.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods.md b/api_docs/tf_quant_finance/datetime/periods.md index 2b068200d..aca9b499f 100644 --- a/api_docs/tf_quant_finance/datetime/periods.md +++ b/api_docs/tf_quant_finance/datetime/periods.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/day.md b/api_docs/tf_quant_finance/datetime/periods/day.md index 8c3fa716f..c4af4fd61 100644 --- a/api_docs/tf_quant_finance/datetime/periods/day.md +++ b/api_docs/tf_quant_finance/datetime/periods/day.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/days.md b/api_docs/tf_quant_finance/datetime/periods/days.md index f79b8db38..0968be81d 100644 --- a/api_docs/tf_quant_finance/datetime/periods/days.md +++ b/api_docs/tf_quant_finance/datetime/periods/days.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/month.md b/api_docs/tf_quant_finance/datetime/periods/month.md index 3fda0c7d2..74d9eb9db 100644 --- a/api_docs/tf_quant_finance/datetime/periods/month.md +++ b/api_docs/tf_quant_finance/datetime/periods/month.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/months.md b/api_docs/tf_quant_finance/datetime/periods/months.md index bc5ac169d..842b7877b 100644 --- a/api_docs/tf_quant_finance/datetime/periods/months.md +++ b/api_docs/tf_quant_finance/datetime/periods/months.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/week.md b/api_docs/tf_quant_finance/datetime/periods/week.md index 991900113..a4bed3dfd 100644 --- a/api_docs/tf_quant_finance/datetime/periods/week.md +++ b/api_docs/tf_quant_finance/datetime/periods/week.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/weeks.md b/api_docs/tf_quant_finance/datetime/periods/weeks.md index c7873b4ec..2da5ad98e 100644 --- a/api_docs/tf_quant_finance/datetime/periods/weeks.md +++ b/api_docs/tf_quant_finance/datetime/periods/weeks.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/year.md b/api_docs/tf_quant_finance/datetime/periods/year.md index 2b56bcd87..87900b763 100644 --- a/api_docs/tf_quant_finance/datetime/periods/year.md +++ b/api_docs/tf_quant_finance/datetime/periods/year.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/periods/years.md b/api_docs/tf_quant_finance/datetime/periods/years.md index 2705bda73..e4bfead08 100644 --- a/api_docs/tf_quant_finance/datetime/periods/years.md +++ b/api_docs/tf_quant_finance/datetime/periods/years.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/random_dates.md b/api_docs/tf_quant_finance/datetime/random_dates.md index d522d6e54..d96122960 100644 --- a/api_docs/tf_quant_finance/datetime/random_dates.md +++ b/api_docs/tf_quant_finance/datetime/random_dates.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/utils.md b/api_docs/tf_quant_finance/datetime/utils.md index 17b3e4e34..857d75d54 100644 --- a/api_docs/tf_quant_finance/datetime/utils.md +++ b/api_docs/tf_quant_finance/datetime/utils.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/utils/days_in_leap_and_nonleap_years_between.md b/api_docs/tf_quant_finance/datetime/utils/days_in_leap_and_nonleap_years_between.md index 0080b58a9..b59b6a074 100644 --- a/api_docs/tf_quant_finance/datetime/utils/days_in_leap_and_nonleap_years_between.md +++ b/api_docs/tf_quant_finance/datetime/utils/days_in_leap_and_nonleap_years_between.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/utils/days_in_leap_years_between.md b/api_docs/tf_quant_finance/datetime/utils/days_in_leap_years_between.md index b13b3b367..40c5b8a88 100644 --- a/api_docs/tf_quant_finance/datetime/utils/days_in_leap_years_between.md +++ b/api_docs/tf_quant_finance/datetime/utils/days_in_leap_years_between.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/utils/is_leap_year.md b/api_docs/tf_quant_finance/datetime/utils/is_leap_year.md index e575a2cd4..9e8d9bcab 100644 --- a/api_docs/tf_quant_finance/datetime/utils/is_leap_year.md +++ b/api_docs/tf_quant_finance/datetime/utils/is_leap_year.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/utils/leap_days_between.md b/api_docs/tf_quant_finance/datetime/utils/leap_days_between.md index c3c390fb1..6c1d63cba 100644 --- a/api_docs/tf_quant_finance/datetime/utils/leap_days_between.md +++ b/api_docs/tf_quant_finance/datetime/utils/leap_days_between.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/utils/ordinal_to_year_month_day.md b/api_docs/tf_quant_finance/datetime/utils/ordinal_to_year_month_day.md index c74f782aa..b620a5bda 100644 --- a/api_docs/tf_quant_finance/datetime/utils/ordinal_to_year_month_day.md +++ b/api_docs/tf_quant_finance/datetime/utils/ordinal_to_year_month_day.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/datetime/utils/year_month_day_to_ordinal.md b/api_docs/tf_quant_finance/datetime/utils/year_month_day_to_ordinal.md index 4a2cce075..0801bd506 100644 --- a/api_docs/tf_quant_finance/datetime/utils/year_month_day_to_ordinal.md +++ b/api_docs/tf_quant_finance/datetime/utils/year_month_day_to_ordinal.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental.md b/api_docs/tf_quant_finance/experimental.md index 7533aa556..43031fc8e 100644 --- a/api_docs/tf_quant_finance/experimental.md +++ b/api_docs/tf_quant_finance/experimental.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing.md b/api_docs/tf_quant_finance/experimental/american_option_pricing.md index 383f3a8dd..33981971a 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake.md index 36d574aa6..28c1e7933 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/andersen_lake.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/andersen_lake.md index 8f217cec4..040bd2704 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/andersen_lake.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/andersen_lake.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/calculate_exercise_boundary.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/calculate_exercise_boundary.md index 832134648..829d132a8 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/calculate_exercise_boundary.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/calculate_exercise_boundary.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/common.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/common.md index bb1092a1a..6dd93f7fc 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/common.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/common.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_minus.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_minus.md index 07c6d11d8..d29279120 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_minus.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_minus.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_plus.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_plus.md index a2db54b29..549f8c7c1 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_plus.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_plus.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/divide_with_positive_denominator.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/divide_with_positive_denominator.md index e4f051cab..70a24f61c 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/divide_with_positive_denominator.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/divide_with_positive_denominator.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary.md index 2c7062443..2ad4b2014 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_denominator.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_denominator.md index 685c2c4e7..f2a020d71 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_denominator.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_denominator.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_numerator.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_numerator.md index 0655aa875..b32750a7a 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_numerator.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_numerator.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/cubic_interpolation.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/cubic_interpolation.md index a163875bb..4e94365ca 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/cubic_interpolation.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/cubic_interpolation.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/machine_eps.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/machine_eps.md index 5ef440852..fc41fee4e 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/machine_eps.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/machine_eps.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/standard_normal_cdf.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/standard_normal_cdf.md index e38a12513..967daf43c 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/standard_normal_cdf.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/standard_normal_cdf.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/vanilla_prices.md b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/vanilla_prices.md index 16f735713..39b71a63e 100644 --- a/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/vanilla_prices.md +++ b/api_docs/tf_quant_finance/experimental/american_option_pricing/andersen_lake/vanilla_prices.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments.md b/api_docs/tf_quant_finance/experimental/instruments.md index d725d0506..dcf0e1596 100644 --- a/api_docs/tf_quant_finance/experimental/instruments.md +++ b/api_docs/tf_quant_finance/experimental/instruments.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/AverageType.md b/api_docs/tf_quant_finance/experimental/instruments/AverageType.md index ed07986de..62338bda2 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/AverageType.md +++ b/api_docs/tf_quant_finance/experimental/instruments/AverageType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/Bond.md b/api_docs/tf_quant_finance/experimental/instruments/Bond.md index 111137807..b02b2e9ac 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/Bond.md +++ b/api_docs/tf_quant_finance/experimental/instruments/Bond.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/CMSCashflowStream.md b/api_docs/tf_quant_finance/experimental/instruments/CMSCashflowStream.md index ed65f2bfe..24508ac10 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/CMSCashflowStream.md +++ b/api_docs/tf_quant_finance/experimental/instruments/CMSCashflowStream.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/CMSCouponSpecs.md b/api_docs/tf_quant_finance/experimental/instruments/CMSCouponSpecs.md index 4fa0965cd..fbface0d0 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/CMSCouponSpecs.md +++ b/api_docs/tf_quant_finance/experimental/instruments/CMSCouponSpecs.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/CMSSwap.md b/api_docs/tf_quant_finance/experimental/instruments/CMSSwap.md index 801e19143..2cff64edf 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/CMSSwap.md +++ b/api_docs/tf_quant_finance/experimental/instruments/CMSSwap.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/CapAndFloor.md b/api_docs/tf_quant_finance/experimental/instruments/CapAndFloor.md index 67d133190..07256cb3e 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/CapAndFloor.md +++ b/api_docs/tf_quant_finance/experimental/instruments/CapAndFloor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/DayCountConvention.md b/api_docs/tf_quant_finance/experimental/instruments/DayCountConvention.md index 6bbd177cb..ef61f647e 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/DayCountConvention.md +++ b/api_docs/tf_quant_finance/experimental/instruments/DayCountConvention.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/EurodollarFutures.md b/api_docs/tf_quant_finance/experimental/instruments/EurodollarFutures.md index 786af7a4f..67e6a35ea 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/EurodollarFutures.md +++ b/api_docs/tf_quant_finance/experimental/instruments/EurodollarFutures.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/FixedCashflowStream.md b/api_docs/tf_quant_finance/experimental/instruments/FixedCashflowStream.md index 41261c60c..a23eabbf8 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/FixedCashflowStream.md +++ b/api_docs/tf_quant_finance/experimental/instruments/FixedCashflowStream.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/FixedCouponSpecs.md b/api_docs/tf_quant_finance/experimental/instruments/FixedCouponSpecs.md index 46e48d592..0a1d498b9 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/FixedCouponSpecs.md +++ b/api_docs/tf_quant_finance/experimental/instruments/FixedCouponSpecs.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/FloatCouponSpecs.md b/api_docs/tf_quant_finance/experimental/instruments/FloatCouponSpecs.md index 506b22bee..a13966121 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/FloatCouponSpecs.md +++ b/api_docs/tf_quant_finance/experimental/instruments/FloatCouponSpecs.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/FloatingCashflowStream.md b/api_docs/tf_quant_finance/experimental/instruments/FloatingCashflowStream.md index 92a473046..a539f6ce5 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/FloatingCashflowStream.md +++ b/api_docs/tf_quant_finance/experimental/instruments/FloatingCashflowStream.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/FloatingRateNote.md b/api_docs/tf_quant_finance/experimental/instruments/FloatingRateNote.md index 8de93afdf..41ef87ef9 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/FloatingRateNote.md +++ b/api_docs/tf_quant_finance/experimental/instruments/FloatingRateNote.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/ForwardRateAgreement.md b/api_docs/tf_quant_finance/experimental/instruments/ForwardRateAgreement.md index f3f0ae18d..5b484d881 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/ForwardRateAgreement.md +++ b/api_docs/tf_quant_finance/experimental/instruments/ForwardRateAgreement.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/InterestRateMarket.md b/api_docs/tf_quant_finance/experimental/instruments/InterestRateMarket.md index b59a7e9a4..1ee6e5b56 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/InterestRateMarket.md +++ b/api_docs/tf_quant_finance/experimental/instruments/InterestRateMarket.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/InterestRateModelType.md b/api_docs/tf_quant_finance/experimental/instruments/InterestRateModelType.md index 863f52dea..daa0d3bae 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/InterestRateModelType.md +++ b/api_docs/tf_quant_finance/experimental/instruments/InterestRateModelType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/InterestRateSwap.md b/api_docs/tf_quant_finance/experimental/instruments/InterestRateSwap.md index 24c0c7134..e8eb2c635 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/InterestRateSwap.md +++ b/api_docs/tf_quant_finance/experimental/instruments/InterestRateSwap.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/OvernightIndexLinkedFutures.md b/api_docs/tf_quant_finance/experimental/instruments/OvernightIndexLinkedFutures.md index a6d2e45d1..9abb2b4de 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/OvernightIndexLinkedFutures.md +++ b/api_docs/tf_quant_finance/experimental/instruments/OvernightIndexLinkedFutures.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/RateCurve.md b/api_docs/tf_quant_finance/experimental/instruments/RateCurve.md index d66b14b77..4fae1d8d9 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/RateCurve.md +++ b/api_docs/tf_quant_finance/experimental/instruments/RateCurve.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/Swaption.md b/api_docs/tf_quant_finance/experimental/instruments/Swaption.md index ecdede37e..25aa408ab 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/Swaption.md +++ b/api_docs/tf_quant_finance/experimental/instruments/Swaption.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/instruments/ratecurve_from_discounting_function.md b/api_docs/tf_quant_finance/experimental/instruments/ratecurve_from_discounting_function.md index 33568be3a..0504961ef 100644 --- a/api_docs/tf_quant_finance/experimental/instruments/ratecurve_from_discounting_function.md +++ b/api_docs/tf_quant_finance/experimental/instruments/ratecurve_from_discounting_function.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/io.md b/api_docs/tf_quant_finance/experimental/io.md index 4e461bafe..8a7397c51 100644 --- a/api_docs/tf_quant_finance/experimental/io.md +++ b/api_docs/tf_quant_finance/experimental/io.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/io/ArrayDictReader.md b/api_docs/tf_quant_finance/experimental/io/ArrayDictReader.md index e3761e602..d953d7eb8 100644 --- a/api_docs/tf_quant_finance/experimental/io/ArrayDictReader.md +++ b/api_docs/tf_quant_finance/experimental/io/ArrayDictReader.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/io/ArrayDictWriter.md b/api_docs/tf_quant_finance/experimental/io/ArrayDictWriter.md index 0454afb59..5f9982273 100644 --- a/api_docs/tf_quant_finance/experimental/io/ArrayDictWriter.md +++ b/api_docs/tf_quant_finance/experimental/io/ArrayDictWriter.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/io/decode_array.md b/api_docs/tf_quant_finance/experimental/io/decode_array.md index 5339ff6fc..9b0326fbd 100644 --- a/api_docs/tf_quant_finance/experimental/io/decode_array.md +++ b/api_docs/tf_quant_finance/experimental/io/decode_array.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/io/encode_array.md b/api_docs/tf_quant_finance/experimental/io/encode_array.md index f1e5a9b26..cdd3b760a 100644 --- a/api_docs/tf_quant_finance/experimental/io/encode_array.md +++ b/api_docs/tf_quant_finance/experimental/io/encode_array.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/local_stochastic_volatility.md b/api_docs/tf_quant_finance/experimental/local_stochastic_volatility.md index 7d17801f1..c05d30da3 100644 --- a/api_docs/tf_quant_finance/experimental/local_stochastic_volatility.md +++ b/api_docs/tf_quant_finance/experimental/local_stochastic_volatility.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LSVVarianceModel.md b/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LSVVarianceModel.md index dc1bbcb33..d0e1482f7 100644 --- a/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LSVVarianceModel.md +++ b/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LSVVarianceModel.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LocalStochasticVolatilityModel.md b/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LocalStochasticVolatilityModel.md index 45e3e472d..dc8a0c16e 100644 --- a/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LocalStochasticVolatilityModel.md +++ b/api_docs/tf_quant_finance/experimental/local_stochastic_volatility/LocalStochasticVolatilityModel.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/local_volatility.md b/api_docs/tf_quant_finance/experimental/local_volatility.md index ec44126fa..a5a510edc 100644 --- a/api_docs/tf_quant_finance/experimental/local_volatility.md +++ b/api_docs/tf_quant_finance/experimental/local_volatility.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/local_volatility/LocalVolatilityModel.md b/api_docs/tf_quant_finance/experimental/local_volatility/LocalVolatilityModel.md index 204df687c..7eee9b1ea 100644 --- a/api_docs/tf_quant_finance/experimental/local_volatility/LocalVolatilityModel.md +++ b/api_docs/tf_quant_finance/experimental/local_volatility/LocalVolatilityModel.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/lsm_algorithm.md b/api_docs/tf_quant_finance/experimental/lsm_algorithm.md index 318def3d9..1f03bc911 100644 --- a/api_docs/tf_quant_finance/experimental/lsm_algorithm.md +++ b/api_docs/tf_quant_finance/experimental/lsm_algorithm.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc.md b/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc.md index 435acf80f..b36ddbf33 100644 --- a/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc.md +++ b/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc_v2.md b/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc_v2.md index 07eef3e7e..98dd0898d 100644 --- a/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc_v2.md +++ b/api_docs/tf_quant_finance/experimental/lsm_algorithm/least_square_mc_v2.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_basket_put_payoff.md b/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_basket_put_payoff.md index 60d55e2e9..fe6f60fe3 100644 --- a/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_basket_put_payoff.md +++ b/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_basket_put_payoff.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis.md b/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis.md index a4b90d62e..9e8fd1385 100644 --- a/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis.md +++ b/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis_v2.md b/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis_v2.md index 64f307f65..9ed6b55e2 100644 --- a/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis_v2.md +++ b/api_docs/tf_quant_finance/experimental/lsm_algorithm/make_polynomial_basis_v2.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/svi.md b/api_docs/tf_quant_finance/experimental/svi.md index afba83b08..73fe8bec8 100644 --- a/api_docs/tf_quant_finance/experimental/svi.md +++ b/api_docs/tf_quant_finance/experimental/svi.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/svi/calibration.md b/api_docs/tf_quant_finance/experimental/svi/calibration.md index 446874b57..1501940fb 100644 --- a/api_docs/tf_quant_finance/experimental/svi/calibration.md +++ b/api_docs/tf_quant_finance/experimental/svi/calibration.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/svi/implied_volatility_from_raw_svi_parameters.md b/api_docs/tf_quant_finance/experimental/svi/implied_volatility_from_raw_svi_parameters.md index 5bc9f8ae0..1d016ddbd 100644 --- a/api_docs/tf_quant_finance/experimental/svi/implied_volatility_from_raw_svi_parameters.md +++ b/api_docs/tf_quant_finance/experimental/svi/implied_volatility_from_raw_svi_parameters.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/experimental/svi/total_variance_from_raw_svi_parameters.md b/api_docs/tf_quant_finance/experimental/svi/total_variance_from_raw_svi_parameters.md index af20ebfcd..db8623f17 100644 --- a/api_docs/tf_quant_finance/experimental/svi/total_variance_from_raw_svi_parameters.md +++ b/api_docs/tf_quant_finance/experimental/svi/total_variance_from_raw_svi_parameters.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math.md b/api_docs/tf_quant_finance/math.md index 60281d146..e8760c30b 100644 --- a/api_docs/tf_quant_finance/math.md +++ b/api_docs/tf_quant_finance/math.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/custom_loops.md b/api_docs/tf_quant_finance/math/custom_loops.md index cf1a1eb01..23c7e2af3 100644 --- a/api_docs/tf_quant_finance/math/custom_loops.md +++ b/api_docs/tf_quant_finance/math/custom_loops.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/diff.md b/api_docs/tf_quant_finance/math/diff.md index 8a34d8474..225f05f58 100644 --- a/api_docs/tf_quant_finance/math/diff.md +++ b/api_docs/tf_quant_finance/math/diff.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/fwd_gradient.md b/api_docs/tf_quant_finance/math/fwd_gradient.md index b7dd0eb39..fbd531374 100644 --- a/api_docs/tf_quant_finance/math/fwd_gradient.md +++ b/api_docs/tf_quant_finance/math/fwd_gradient.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/gradients.md b/api_docs/tf_quant_finance/math/gradients.md index 51b44cad7..08ba68ffd 100644 --- a/api_docs/tf_quant_finance/math/gradients.md +++ b/api_docs/tf_quant_finance/math/gradients.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/integration.md b/api_docs/tf_quant_finance/math/integration.md index 8836256a4..e83e31fde 100644 --- a/api_docs/tf_quant_finance/math/integration.md +++ b/api_docs/tf_quant_finance/math/integration.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/integration/IntegrationMethod.md b/api_docs/tf_quant_finance/math/integration/IntegrationMethod.md index 0c0791e83..2a753f0ed 100644 --- a/api_docs/tf_quant_finance/math/integration/IntegrationMethod.md +++ b/api_docs/tf_quant_finance/math/integration/IntegrationMethod.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/integration/gauss_kronrod.md b/api_docs/tf_quant_finance/math/integration/gauss_kronrod.md index 40ad85930..ff7b4d188 100644 --- a/api_docs/tf_quant_finance/math/integration/gauss_kronrod.md +++ b/api_docs/tf_quant_finance/math/integration/gauss_kronrod.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/integration/gauss_legendre.md b/api_docs/tf_quant_finance/math/integration/gauss_legendre.md index de5a02a9d..130f8eb91 100644 --- a/api_docs/tf_quant_finance/math/integration/gauss_legendre.md +++ b/api_docs/tf_quant_finance/math/integration/gauss_legendre.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/integration/integrate.md b/api_docs/tf_quant_finance/math/integration/integrate.md index a4272ee03..0971d9779 100644 --- a/api_docs/tf_quant_finance/math/integration/integrate.md +++ b/api_docs/tf_quant_finance/math/integration/integrate.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/integration/simpson.md b/api_docs/tf_quant_finance/math/integration/simpson.md index df3467ce6..81f54bd62 100644 --- a/api_docs/tf_quant_finance/math/integration/simpson.md +++ b/api_docs/tf_quant_finance/math/integration/simpson.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation.md b/api_docs/tf_quant_finance/math/interpolation.md index e9f9b5633..44d8c4249 100644 --- a/api_docs/tf_quant_finance/math/interpolation.md +++ b/api_docs/tf_quant_finance/math/interpolation.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/cubic.md b/api_docs/tf_quant_finance/math/interpolation/cubic.md index 8173f7e72..b7f080aaf 100644 --- a/api_docs/tf_quant_finance/math/interpolation/cubic.md +++ b/api_docs/tf_quant_finance/math/interpolation/cubic.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/cubic/BoundaryConditionType.md b/api_docs/tf_quant_finance/math/interpolation/cubic/BoundaryConditionType.md index 07cea8f0f..ea846ef9f 100644 --- a/api_docs/tf_quant_finance/math/interpolation/cubic/BoundaryConditionType.md +++ b/api_docs/tf_quant_finance/math/interpolation/cubic/BoundaryConditionType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/cubic/SplineParameters.md b/api_docs/tf_quant_finance/math/interpolation/cubic/SplineParameters.md index 5b2919c06..a90fdf11c 100644 --- a/api_docs/tf_quant_finance/math/interpolation/cubic/SplineParameters.md +++ b/api_docs/tf_quant_finance/math/interpolation/cubic/SplineParameters.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/cubic/build_spline.md b/api_docs/tf_quant_finance/math/interpolation/cubic/build_spline.md index f2cefa201..802af84c7 100644 --- a/api_docs/tf_quant_finance/math/interpolation/cubic/build_spline.md +++ b/api_docs/tf_quant_finance/math/interpolation/cubic/build_spline.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/cubic/interpolate.md b/api_docs/tf_quant_finance/math/interpolation/cubic/interpolate.md index 70121ff6f..f6b2a8e2f 100644 --- a/api_docs/tf_quant_finance/math/interpolation/cubic/interpolate.md +++ b/api_docs/tf_quant_finance/math/interpolation/cubic/interpolate.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/interpolation_2d.md b/api_docs/tf_quant_finance/math/interpolation/interpolation_2d.md index bf3c72a6c..b0ed542de 100644 --- a/api_docs/tf_quant_finance/math/interpolation/interpolation_2d.md +++ b/api_docs/tf_quant_finance/math/interpolation/interpolation_2d.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/interpolation_2d/Interpolation2D.md b/api_docs/tf_quant_finance/math/interpolation/interpolation_2d/Interpolation2D.md index b5d593659..bdde36b4d 100644 --- a/api_docs/tf_quant_finance/math/interpolation/interpolation_2d/Interpolation2D.md +++ b/api_docs/tf_quant_finance/math/interpolation/interpolation_2d/Interpolation2D.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/linear.md b/api_docs/tf_quant_finance/math/interpolation/linear.md index efd7bb155..00fff0be4 100644 --- a/api_docs/tf_quant_finance/math/interpolation/linear.md +++ b/api_docs/tf_quant_finance/math/interpolation/linear.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/interpolation/linear/interpolate.md b/api_docs/tf_quant_finance/math/interpolation/linear/interpolate.md index 02a9ae3da..f1db18c51 100644 --- a/api_docs/tf_quant_finance/math/interpolation/linear/interpolate.md +++ b/api_docs/tf_quant_finance/math/interpolation/linear/interpolate.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/jacobian.md b/api_docs/tf_quant_finance/math/jacobian.md index bfc578e76..fbcc577ff 100644 --- a/api_docs/tf_quant_finance/math/jacobian.md +++ b/api_docs/tf_quant_finance/math/jacobian.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/make_val_and_grad_fn.md b/api_docs/tf_quant_finance/math/make_val_and_grad_fn.md index bcd4d3841..6ddddc6eb 100644 --- a/api_docs/tf_quant_finance/math/make_val_and_grad_fn.md +++ b/api_docs/tf_quant_finance/math/make_val_and_grad_fn.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer.md b/api_docs/tf_quant_finance/math/optimizer.md index 7681071fb..bb1455f46 100644 --- a/api_docs/tf_quant_finance/math/optimizer.md +++ b/api_docs/tf_quant_finance/math/optimizer.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/ConjugateGradientParams.md b/api_docs/tf_quant_finance/math/optimizer/ConjugateGradientParams.md index cfcbc67b4..6ee433324 100644 --- a/api_docs/tf_quant_finance/math/optimizer/ConjugateGradientParams.md +++ b/api_docs/tf_quant_finance/math/optimizer/ConjugateGradientParams.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/bfgs_minimize.md b/api_docs/tf_quant_finance/math/optimizer/bfgs_minimize.md index a452f01cb..1e5343bb7 100644 --- a/api_docs/tf_quant_finance/math/optimizer/bfgs_minimize.md +++ b/api_docs/tf_quant_finance/math/optimizer/bfgs_minimize.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/conjugate_gradient_minimize.md b/api_docs/tf_quant_finance/math/optimizer/conjugate_gradient_minimize.md index cb5d9dba4..15abef78f 100644 --- a/api_docs/tf_quant_finance/math/optimizer/conjugate_gradient_minimize.md +++ b/api_docs/tf_quant_finance/math/optimizer/conjugate_gradient_minimize.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/converged_all.md b/api_docs/tf_quant_finance/math/optimizer/converged_all.md index 893e84946..27364b9bb 100644 --- a/api_docs/tf_quant_finance/math/optimizer/converged_all.md +++ b/api_docs/tf_quant_finance/math/optimizer/converged_all.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/converged_any.md b/api_docs/tf_quant_finance/math/optimizer/converged_any.md index 1a8014d76..c09714c2a 100644 --- a/api_docs/tf_quant_finance/math/optimizer/converged_any.md +++ b/api_docs/tf_quant_finance/math/optimizer/converged_any.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/differential_evolution_minimize.md b/api_docs/tf_quant_finance/math/optimizer/differential_evolution_minimize.md index afd2ddaf2..e0fb204e8 100644 --- a/api_docs/tf_quant_finance/math/optimizer/differential_evolution_minimize.md +++ b/api_docs/tf_quant_finance/math/optimizer/differential_evolution_minimize.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/differential_evolution_one_step.md b/api_docs/tf_quant_finance/math/optimizer/differential_evolution_one_step.md index db9dd4736..00f0dfef5 100644 --- a/api_docs/tf_quant_finance/math/optimizer/differential_evolution_one_step.md +++ b/api_docs/tf_quant_finance/math/optimizer/differential_evolution_one_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/lbfgs_minimize.md b/api_docs/tf_quant_finance/math/optimizer/lbfgs_minimize.md index cc6000f40..f1dba3acc 100644 --- a/api_docs/tf_quant_finance/math/optimizer/lbfgs_minimize.md +++ b/api_docs/tf_quant_finance/math/optimizer/lbfgs_minimize.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/nelder_mead_minimize.md b/api_docs/tf_quant_finance/math/optimizer/nelder_mead_minimize.md index 06c26aa7c..ff1a634e5 100644 --- a/api_docs/tf_quant_finance/math/optimizer/nelder_mead_minimize.md +++ b/api_docs/tf_quant_finance/math/optimizer/nelder_mead_minimize.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/optimizer/nelder_mead_one_step.md b/api_docs/tf_quant_finance/math/optimizer/nelder_mead_one_step.md index d274e8ed7..b9531557e 100644 --- a/api_docs/tf_quant_finance/math/optimizer/nelder_mead_one_step.md +++ b/api_docs/tf_quant_finance/math/optimizer/nelder_mead_one_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pad.md b/api_docs/tf_quant_finance/math/pad.md index adf44b1df..d9c7a04af 100644 --- a/api_docs/tf_quant_finance/math/pad.md +++ b/api_docs/tf_quant_finance/math/pad.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pad/pad_date_tensors.md b/api_docs/tf_quant_finance/math/pad/pad_date_tensors.md index 76fd8d38c..0c23ec425 100644 --- a/api_docs/tf_quant_finance/math/pad/pad_date_tensors.md +++ b/api_docs/tf_quant_finance/math/pad/pad_date_tensors.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pad/pad_tensors.md b/api_docs/tf_quant_finance/math/pad/pad_tensors.md index 4bdef921b..8fa178048 100644 --- a/api_docs/tf_quant_finance/math/pad/pad_tensors.md +++ b/api_docs/tf_quant_finance/math/pad/pad_tensors.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde.md b/api_docs/tf_quant_finance/math/pde.md index 5cfaaedae..f25511ef5 100644 --- a/api_docs/tf_quant_finance/math/pde.md +++ b/api_docs/tf_quant_finance/math/pde.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/boundary_conditions.md b/api_docs/tf_quant_finance/math/pde/boundary_conditions.md index 4298e6821..54c12a587 100644 --- a/api_docs/tf_quant_finance/math/pde/boundary_conditions.md +++ b/api_docs/tf_quant_finance/math/pde/boundary_conditions.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/boundary_conditions/dirichlet.md b/api_docs/tf_quant_finance/math/pde/boundary_conditions/dirichlet.md index 1bec23d2a..e830910c8 100644 --- a/api_docs/tf_quant_finance/math/pde/boundary_conditions/dirichlet.md +++ b/api_docs/tf_quant_finance/math/pde/boundary_conditions/dirichlet.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/boundary_conditions/neumann.md b/api_docs/tf_quant_finance/math/pde/boundary_conditions/neumann.md index 04be8be65..e87c6ef0b 100644 --- a/api_docs/tf_quant_finance/math/pde/boundary_conditions/neumann.md +++ b/api_docs/tf_quant_finance/math/pde/boundary_conditions/neumann.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/fd_solvers.md b/api_docs/tf_quant_finance/math/pde/fd_solvers.md index 4b698ace7..f28ca2d40 100644 --- a/api_docs/tf_quant_finance/math/pde/fd_solvers.md +++ b/api_docs/tf_quant_finance/math/pde/fd_solvers.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_backward.md b/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_backward.md index 0916eb23f..0e46fb2e1 100644 --- a/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_backward.md +++ b/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_backward.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_forward.md b/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_forward.md index 8837bb248..d9217db61 100644 --- a/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_forward.md +++ b/api_docs/tf_quant_finance/math/pde/fd_solvers/solve_forward.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/grids.md b/api_docs/tf_quant_finance/math/pde/grids.md index c77c5e6bf..b9069c3d8 100644 --- a/api_docs/tf_quant_finance/math/pde/grids.md +++ b/api_docs/tf_quant_finance/math/pde/grids.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid.md b/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid.md index 8a7fdc496..09adaef2b 100644 --- a/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid.md +++ b/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid_with_extra_point.md b/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid_with_extra_point.md index e20676e49..aeaed3255 100644 --- a/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid_with_extra_point.md +++ b/api_docs/tf_quant_finance/math/pde/grids/log_uniform_grid_with_extra_point.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/grids/rectangular_grid.md b/api_docs/tf_quant_finance/math/pde/grids/rectangular_grid.md index e8bd4e098..3f9e8dd77 100644 --- a/api_docs/tf_quant_finance/math/pde/grids/rectangular_grid.md +++ b/api_docs/tf_quant_finance/math/pde/grids/rectangular_grid.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/grids/uniform_grid.md b/api_docs/tf_quant_finance/math/pde/grids/uniform_grid.md index 069380751..390782821 100644 --- a/api_docs/tf_quant_finance/math/pde/grids/uniform_grid.md +++ b/api_docs/tf_quant_finance/math/pde/grids/uniform_grid.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/grids/uniform_grid_with_extra_point.md b/api_docs/tf_quant_finance/math/pde/grids/uniform_grid_with_extra_point.md index 6f3f078ad..07ea2452b 100644 --- a/api_docs/tf_quant_finance/math/pde/grids/uniform_grid_with_extra_point.md +++ b/api_docs/tf_quant_finance/math/pde/grids/uniform_grid_with_extra_point.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers.md b/api_docs/tf_quant_finance/math/pde/steppers.md index da5ba083f..6567c69a1 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers.md +++ b/api_docs/tf_quant_finance/math/pde/steppers.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper.md b/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper.md index 31bc078d4..15c2b5fa5 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper/composite_scheme_step.md b/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper/composite_scheme_step.md index 85ad62273..260d8cc1f 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper/composite_scheme_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/composite_stepper/composite_scheme_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson.md b/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson.md index c93610090..1df025f8f 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_scheme.md b/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_scheme.md index 41d8216d8..8753c211d 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_scheme.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_scheme.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_step.md b/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_step.md index 31677a2d4..6cc10a737 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/crank_nicolson/crank_nicolson_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi.md b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi.md index 61f644978..41cae49cb 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_scheme.md b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_scheme.md index 232e823f1..38b569964 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_scheme.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_scheme.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_step.md b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_step.md index a0419a6e6..88aa375d1 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/douglas_adi_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/multidim_parabolic_equation_step.md b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/multidim_parabolic_equation_step.md index 53a59b139..65ae8277c 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/multidim_parabolic_equation_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/douglas_adi/multidim_parabolic_equation_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/explicit.md b/api_docs/tf_quant_finance/math/pde/steppers/explicit.md index eae5c8e3b..e42b215d1 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/explicit.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/explicit.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_scheme.md b/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_scheme.md index 5f8951dc2..fd0ebd99e 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_scheme.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_scheme.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_step.md b/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_step.md index 870046ba2..fa48c41b4 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/explicit/explicit_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/extrapolation.md b/api_docs/tf_quant_finance/math/pde/steppers/extrapolation.md index c10d51f59..2468842c3 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/extrapolation.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/extrapolation.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_scheme.md b/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_scheme.md index ae439ae20..733eeaaa5 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_scheme.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_scheme.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_step.md b/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_step.md index 089c48593..f4788fb36 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/extrapolation/extrapolation_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/implicit.md b/api_docs/tf_quant_finance/math/pde/steppers/implicit.md index c5a22932b..3d044092a 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/implicit.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/implicit.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_scheme.md b/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_scheme.md index 7a2500b37..fd74eb217 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_scheme.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_scheme.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_step.md b/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_step.md index a87aeb9f4..388fde17c 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/implicit/implicit_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/multidim_parabolic_equation_stepper.md b/api_docs/tf_quant_finance/math/pde/steppers/multidim_parabolic_equation_stepper.md index 45a83c1b4..e255e6d6b 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/multidim_parabolic_equation_stepper.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/multidim_parabolic_equation_stepper.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson.md b/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson.md index f22447207..51c4cdd89 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson/oscillation_damped_crank_nicolson_step.md b/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson/oscillation_damped_crank_nicolson_step.md index 1585f997b..960a0abbe 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson/oscillation_damped_crank_nicolson_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/oscillation_damped_crank_nicolson/oscillation_damped_crank_nicolson_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper.md b/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper.md index 46830b5ed..4d565fc19 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper/parabolic_equation_step.md b/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper/parabolic_equation_step.md index ba4ffab79..08374c38d 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper/parabolic_equation_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/parabolic_equation_stepper/parabolic_equation_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit.md b/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit.md index c275b9139..ace8d29f1 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_scheme.md b/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_scheme.md index a29a62c97..534c3721c 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_scheme.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_scheme.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_step.md b/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_step.md index ff5797b00..4222dba9e 100644 --- a/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_step.md +++ b/api_docs/tf_quant_finance/math/pde/steppers/weighted_implicit_explicit/weighted_implicit_explicit_step.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/piecewise.md b/api_docs/tf_quant_finance/math/piecewise.md index 36a60fc61..3e16ca5b4 100644 --- a/api_docs/tf_quant_finance/math/piecewise.md +++ b/api_docs/tf_quant_finance/math/piecewise.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/piecewise/PiecewiseConstantFunc.md b/api_docs/tf_quant_finance/math/piecewise/PiecewiseConstantFunc.md index 9a099e0b0..e737dec12 100644 --- a/api_docs/tf_quant_finance/math/piecewise/PiecewiseConstantFunc.md +++ b/api_docs/tf_quant_finance/math/piecewise/PiecewiseConstantFunc.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/piecewise/convert_to_tensor_or_func.md b/api_docs/tf_quant_finance/math/piecewise/convert_to_tensor_or_func.md index 70a7c0d2b..e22abc9ce 100644 --- a/api_docs/tf_quant_finance/math/piecewise/convert_to_tensor_or_func.md +++ b/api_docs/tf_quant_finance/math/piecewise/convert_to_tensor_or_func.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/piecewise/find_interval_index.md b/api_docs/tf_quant_finance/math/piecewise/find_interval_index.md index 993085aa8..ef03cfea9 100644 --- a/api_docs/tf_quant_finance/math/piecewise/find_interval_index.md +++ b/api_docs/tf_quant_finance/math/piecewise/find_interval_index.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc.md b/api_docs/tf_quant_finance/math/qmc.md index d3f399844..5be87e5ab 100644 --- a/api_docs/tf_quant_finance/math/qmc.md +++ b/api_docs/tf_quant_finance/math/qmc.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/digital_net_sample.md b/api_docs/tf_quant_finance/math/qmc/digital_net_sample.md index 35f85eb2d..ae2605fc9 100644 --- a/api_docs/tf_quant_finance/math/qmc/digital_net_sample.md +++ b/api_docs/tf_quant_finance/math/qmc/digital_net_sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/lattice_rule_sample.md b/api_docs/tf_quant_finance/math/qmc/lattice_rule_sample.md index 3b437bba8..9a7d114aa 100644 --- a/api_docs/tf_quant_finance/math/qmc/lattice_rule_sample.md +++ b/api_docs/tf_quant_finance/math/qmc/lattice_rule_sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/random_digital_shift.md b/api_docs/tf_quant_finance/math/qmc/random_digital_shift.md index 89e9c0bd9..8e269f9dc 100644 --- a/api_docs/tf_quant_finance/math/qmc/random_digital_shift.md +++ b/api_docs/tf_quant_finance/math/qmc/random_digital_shift.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/random_scrambling_matrices.md b/api_docs/tf_quant_finance/math/qmc/random_scrambling_matrices.md index 742eb00cc..dc919f5ef 100644 --- a/api_docs/tf_quant_finance/math/qmc/random_scrambling_matrices.md +++ b/api_docs/tf_quant_finance/math/qmc/random_scrambling_matrices.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/random_scrambling_vectors.md b/api_docs/tf_quant_finance/math/qmc/random_scrambling_vectors.md index 7906cc47d..2a3d55088 100644 --- a/api_docs/tf_quant_finance/math/qmc/random_scrambling_vectors.md +++ b/api_docs/tf_quant_finance/math/qmc/random_scrambling_vectors.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/scramble_generating_matrices.md b/api_docs/tf_quant_finance/math/qmc/scramble_generating_matrices.md index c381c3ddb..d5c463845 100644 --- a/api_docs/tf_quant_finance/math/qmc/scramble_generating_matrices.md +++ b/api_docs/tf_quant_finance/math/qmc/scramble_generating_matrices.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/sobol_generating_matrices.md b/api_docs/tf_quant_finance/math/qmc/sobol_generating_matrices.md index 532b9e818..e62a14ff4 100644 --- a/api_docs/tf_quant_finance/math/qmc/sobol_generating_matrices.md +++ b/api_docs/tf_quant_finance/math/qmc/sobol_generating_matrices.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/sobol_sample.md b/api_docs/tf_quant_finance/math/qmc/sobol_sample.md index 090bbfacc..1e471d278 100644 --- a/api_docs/tf_quant_finance/math/qmc/sobol_sample.md +++ b/api_docs/tf_quant_finance/math/qmc/sobol_sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/utils.md b/api_docs/tf_quant_finance/math/qmc/utils.md index 32158a7d2..502703061 100644 --- a/api_docs/tf_quant_finance/math/qmc/utils.md +++ b/api_docs/tf_quant_finance/math/qmc/utils.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/utils/exp2.md b/api_docs/tf_quant_finance/math/qmc/utils/exp2.md index 822abc275..7ac145cde 100644 --- a/api_docs/tf_quant_finance/math/qmc/utils/exp2.md +++ b/api_docs/tf_quant_finance/math/qmc/utils/exp2.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/utils/filter_tensor.md b/api_docs/tf_quant_finance/math/qmc/utils/filter_tensor.md index a93beeb61..70439ed9f 100644 --- a/api_docs/tf_quant_finance/math/qmc/utils/filter_tensor.md +++ b/api_docs/tf_quant_finance/math/qmc/utils/filter_tensor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/utils/get_shape.md b/api_docs/tf_quant_finance/math/qmc/utils/get_shape.md index a20b25cb3..d98fc6194 100644 --- a/api_docs/tf_quant_finance/math/qmc/utils/get_shape.md +++ b/api_docs/tf_quant_finance/math/qmc/utils/get_shape.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/utils/log2.md b/api_docs/tf_quant_finance/math/qmc/utils/log2.md index 0028ced47..55bedc6e2 100644 --- a/api_docs/tf_quant_finance/math/qmc/utils/log2.md +++ b/api_docs/tf_quant_finance/math/qmc/utils/log2.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/qmc/utils/tent_transform.md b/api_docs/tf_quant_finance/math/qmc/utils/tent_transform.md index 2a4e6bdaf..4c935f6e3 100644 --- a/api_docs/tf_quant_finance/math/qmc/utils/tent_transform.md +++ b/api_docs/tf_quant_finance/math/qmc/utils/tent_transform.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random.md b/api_docs/tf_quant_finance/math/random.md index 53d97c34d..6e12bb50e 100644 --- a/api_docs/tf_quant_finance/math/random.md +++ b/api_docs/tf_quant_finance/math/random.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/RandomType.md b/api_docs/tf_quant_finance/math/random/RandomType.md index a3ef9a7ca..7ca41a9b8 100644 --- a/api_docs/tf_quant_finance/math/random/RandomType.md +++ b/api_docs/tf_quant_finance/math/random/RandomType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/halton.md b/api_docs/tf_quant_finance/math/random/halton.md index 1e16e4c0e..7600be483 100644 --- a/api_docs/tf_quant_finance/math/random/halton.md +++ b/api_docs/tf_quant_finance/math/random/halton.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/halton/sample.md b/api_docs/tf_quant_finance/math/random/halton/sample.md index 341469629..bb00cac8f 100644 --- a/api_docs/tf_quant_finance/math/random/halton/sample.md +++ b/api_docs/tf_quant_finance/math/random/halton/sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/mv_normal_sample.md b/api_docs/tf_quant_finance/math/random/mv_normal_sample.md index 7d2ab516d..1ce23037a 100644 --- a/api_docs/tf_quant_finance/math/random/mv_normal_sample.md +++ b/api_docs/tf_quant_finance/math/random/mv_normal_sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/sobol.md b/api_docs/tf_quant_finance/math/random/sobol.md index 9c7501488..64430d64e 100644 --- a/api_docs/tf_quant_finance/math/random/sobol.md +++ b/api_docs/tf_quant_finance/math/random/sobol.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/sobol/load_data.md b/api_docs/tf_quant_finance/math/random/sobol/load_data.md index 9b99c427d..f9573ed80 100644 --- a/api_docs/tf_quant_finance/math/random/sobol/load_data.md +++ b/api_docs/tf_quant_finance/math/random/sobol/load_data.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/sobol/sample.md b/api_docs/tf_quant_finance/math/random/sobol/sample.md index fe7e8c122..826483510 100644 --- a/api_docs/tf_quant_finance/math/random/sobol/sample.md +++ b/api_docs/tf_quant_finance/math/random/sobol/sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/stateless_random_shuffle.md b/api_docs/tf_quant_finance/math/random/stateless_random_shuffle.md index 7dd7b6cf0..6aee33f16 100644 --- a/api_docs/tf_quant_finance/math/random/stateless_random_shuffle.md +++ b/api_docs/tf_quant_finance/math/random/stateless_random_shuffle.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/random/uniform.md b/api_docs/tf_quant_finance/math/random/uniform.md index 598bb24cf..08309e878 100644 --- a/api_docs/tf_quant_finance/math/random/uniform.md +++ b/api_docs/tf_quant_finance/math/random/uniform.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/root_search.md b/api_docs/tf_quant_finance/math/root_search.md index 8747b91f3..cace0a58a 100644 --- a/api_docs/tf_quant_finance/math/root_search.md +++ b/api_docs/tf_quant_finance/math/root_search.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/root_search/brentq.md b/api_docs/tf_quant_finance/math/root_search/brentq.md index acd0fbd1a..eae09bc17 100644 --- a/api_docs/tf_quant_finance/math/root_search/brentq.md +++ b/api_docs/tf_quant_finance/math/root_search/brentq.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/root_search/newton_root.md b/api_docs/tf_quant_finance/math/root_search/newton_root.md index 1d60b66a7..475c00d10 100644 --- a/api_docs/tf_quant_finance/math/root_search/newton_root.md +++ b/api_docs/tf_quant_finance/math/root_search/newton_root.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/segment_ops.md b/api_docs/tf_quant_finance/math/segment_ops.md index c039b136d..75bb38693 100644 --- a/api_docs/tf_quant_finance/math/segment_ops.md +++ b/api_docs/tf_quant_finance/math/segment_ops.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/segment_ops/segment_cumsum.md b/api_docs/tf_quant_finance/math/segment_ops/segment_cumsum.md index 094521be0..d9226a2b3 100644 --- a/api_docs/tf_quant_finance/math/segment_ops/segment_cumsum.md +++ b/api_docs/tf_quant_finance/math/segment_ops/segment_cumsum.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/segment_ops/segment_diff.md b/api_docs/tf_quant_finance/math/segment_ops/segment_diff.md index 886ada0fe..776d577a1 100644 --- a/api_docs/tf_quant_finance/math/segment_ops/segment_diff.md +++ b/api_docs/tf_quant_finance/math/segment_ops/segment_diff.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/value_and_gradient.md b/api_docs/tf_quant_finance/math/value_and_gradient.md index 88881a627..9aeaa22d8 100644 --- a/api_docs/tf_quant_finance/math/value_and_gradient.md +++ b/api_docs/tf_quant_finance/math/value_and_gradient.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/math/value_and_jacobian.md b/api_docs/tf_quant_finance/math/value_and_jacobian.md index 9cc1cb54a..b7672c60d 100644 --- a/api_docs/tf_quant_finance/math/value_and_jacobian.md +++ b/api_docs/tf_quant_finance/math/value_and_jacobian.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models.md b/api_docs/tf_quant_finance/models.md index e8b58c5a6..7bf7b67c3 100644 --- a/api_docs/tf_quant_finance/models.md +++ b/api_docs/tf_quant_finance/models.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/GenericItoProcess.md b/api_docs/tf_quant_finance/models/GenericItoProcess.md index d656880f6..5e0f15341 100644 --- a/api_docs/tf_quant_finance/models/GenericItoProcess.md +++ b/api_docs/tf_quant_finance/models/GenericItoProcess.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/GeometricBrownianMotion.md b/api_docs/tf_quant_finance/models/GeometricBrownianMotion.md index 911c2b759..93d9402f9 100644 --- a/api_docs/tf_quant_finance/models/GeometricBrownianMotion.md +++ b/api_docs/tf_quant_finance/models/GeometricBrownianMotion.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/HestonModel.md b/api_docs/tf_quant_finance/models/HestonModel.md index d80b31bf2..952244902 100644 --- a/api_docs/tf_quant_finance/models/HestonModel.md +++ b/api_docs/tf_quant_finance/models/HestonModel.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/ItoProcess.md b/api_docs/tf_quant_finance/models/ItoProcess.md index c2f11af42..13625e2e1 100644 --- a/api_docs/tf_quant_finance/models/ItoProcess.md +++ b/api_docs/tf_quant_finance/models/ItoProcess.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/JoinedItoProcess.md b/api_docs/tf_quant_finance/models/JoinedItoProcess.md index bc1b14603..696a9e466 100644 --- a/api_docs/tf_quant_finance/models/JoinedItoProcess.md +++ b/api_docs/tf_quant_finance/models/JoinedItoProcess.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/MultivariateGeometricBrownianMotion.md b/api_docs/tf_quant_finance/models/MultivariateGeometricBrownianMotion.md index 1ed4178fe..76cf7951c 100644 --- a/api_docs/tf_quant_finance/models/MultivariateGeometricBrownianMotion.md +++ b/api_docs/tf_quant_finance/models/MultivariateGeometricBrownianMotion.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/PathScale.md b/api_docs/tf_quant_finance/models/PathScale.md index 2f9b4f5b2..1f4d32622 100644 --- a/api_docs/tf_quant_finance/models/PathScale.md +++ b/api_docs/tf_quant_finance/models/PathScale.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/ReturnsType.md b/api_docs/tf_quant_finance/models/ReturnsType.md index f95201ea8..f387b6bea 100644 --- a/api_docs/tf_quant_finance/models/ReturnsType.md +++ b/api_docs/tf_quant_finance/models/ReturnsType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/SabrModel.md b/api_docs/tf_quant_finance/models/SabrModel.md index 6f2c47052..340e197ab 100644 --- a/api_docs/tf_quant_finance/models/SabrModel.md +++ b/api_docs/tf_quant_finance/models/SabrModel.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/ValuationMethod.md b/api_docs/tf_quant_finance/models/ValuationMethod.md index 1a10e934c..7d9ca2715 100644 --- a/api_docs/tf_quant_finance/models/ValuationMethod.md +++ b/api_docs/tf_quant_finance/models/ValuationMethod.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/cir.md b/api_docs/tf_quant_finance/models/cir.md index e0a684a05..d41e9558e 100644 --- a/api_docs/tf_quant_finance/models/cir.md +++ b/api_docs/tf_quant_finance/models/cir.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/cir/CirModel.md b/api_docs/tf_quant_finance/models/cir/CirModel.md index fa74f9117..7d86e427a 100644 --- a/api_docs/tf_quant_finance/models/cir/CirModel.md +++ b/api_docs/tf_quant_finance/models/cir/CirModel.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/euler_sampling.md b/api_docs/tf_quant_finance/models/euler_sampling.md index 9a5208768..839435318 100644 --- a/api_docs/tf_quant_finance/models/euler_sampling.md +++ b/api_docs/tf_quant_finance/models/euler_sampling.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/euler_sampling/sample.md b/api_docs/tf_quant_finance/models/euler_sampling/sample.md index 1c08963cf..2e04e3bc5 100644 --- a/api_docs/tf_quant_finance/models/euler_sampling/sample.md +++ b/api_docs/tf_quant_finance/models/euler_sampling/sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/heston.md b/api_docs/tf_quant_finance/models/heston.md index dcc8715e6..f1f9883b7 100644 --- a/api_docs/tf_quant_finance/models/heston.md +++ b/api_docs/tf_quant_finance/models/heston.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/heston/approximations.md b/api_docs/tf_quant_finance/models/heston/approximations.md index 47b133829..6de7617e9 100644 --- a/api_docs/tf_quant_finance/models/heston/approximations.md +++ b/api_docs/tf_quant_finance/models/heston/approximations.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
@@ -27,6 +27,8 @@ Approximations to the Heston model. ## Functions +[`asian_option_price(...)`](../../../tf_quant_finance/models/heston/approximations/asian_option_price.md): Computes the Heston price for a batch of asian options. + [`calibration(...)`](../../../tf_quant_finance/models/heston/calibration.md): Calibrates the Heston model using European option prices. [`european_option_price(...)`](../../../tf_quant_finance/models/heston/approximations/european_option_price.md): Calculates European option prices under the Heston model. diff --git a/api_docs/tf_quant_finance/models/heston/approximations/asian_option_price.md b/api_docs/tf_quant_finance/models/heston/approximations/asian_option_price.md new file mode 100644 index 000000000..961fc2f7d --- /dev/null +++ b/api_docs/tf_quant_finance/models/heston/approximations/asian_option_price.md @@ -0,0 +1,172 @@ + + +*Last updated: 2023-03-16.* + +
+ + +
+ +# tf_quant_finance.models.heston.approximations.asian_option_price + + + + +
+ +View source + + + +Computes the Heston price for a batch of asian options. + +```python +tf_quant_finance.models.heston.approximations.asian_option_price( + *, variances, mean_reversion, theta, volvol, rho, strikes, expiries, spots=None, + forwards=None, sampling_times=None, past_fixings=None, discount_rates=None, + dividend_rates=None, discount_factors=None, is_call_options=None, + averaging_type=tf_quant_finance.black_scholes.AveragingType.GEOMETRIC, + averaging_frequency=tf_quant_finance.black_scholes.AveragingFrequency.DISCRETE, + integration_method=None, dtype=None, name=None, **kwargs +) +``` + + + + + +Discrete and continuous geometric asian options can be priced using a +semi-analytical expression in the Heston model. + +#### Example +```python + # Price a batch of seasoned discrete geometric asians in Heston model + # This example reproduces some prices from the reference paper + variances = 0.09 + mean_reversion = 1.15 + volvol = 0.39 + theta = 0.0348 + rho = -0.64 + spots = 100.0 + strikes = [90.0, 100.0, 110.0] + discount_rates = 0.05 + + T = 0.5 + expiries = T + sampling_times = np.linspace(1/365, T, 182)[:, np.newaxis] + + computed_prices_asians = asian_option_price( + variances=variances, + mean_reversion=mean_reversion, + theta=theta, + volvol=volvol, + rho=rho, + strikes=strikes, + expiries=expiries, + spots=spots, + sampling_times=sampling_times, + discount_rates=discount_rates + ) + # Expected print output of computed prices: + # [[11.884178 ], [ 5.080889 ], [ 1.3527349]] +``` + +#### References: +[1] B. Kim, J. Kim, J. Kim & I. S. Wee, "A Recursive Method for Discretely + Monitored Geometric Asian Option Prices", Bull. Korean Math. Soc. 53, + 733-749 (2016) + +#### Args: + + +* `variances`: Real `Tensor` of any shape compatible with a `batch_shape` and + and any real dtype. The initial value of the variance. +* `mean_reversion`: A real `Tensor` of the same dtype and compatible shape as + `variances`. Corresponds to the mean reversion rate. +* `theta`: A real `Tensor` of the same dtype and compatible shape as + `variances`. Corresponds to the long run price variance. +* `volvol`: A real `Tensor` of the same dtype and compatible shape as + `variances`. Corresponds to the volatility of the volatility. +* `rho`: A real `Tensor` of the same dtype and compatible shape as + `variances`. Corresponds to the correlation between dW_{X}` and `dW_{V}`. +* `strikes`: A real `Tensor` of the same dtype and compatible shape as + `variances`. The strikes of the options to be priced. +* `expiries`: A real `Tensor` of same dtype and compatible shape as + `variances`. The expiry of each option. The units should be such that + `expiry * volatility**2` is dimensionless. +* `spots`: A real `Tensor` of any shape that broadcasts to the shape of the + `variances`. The current spot price of the underlying. Either this + argument or the `forwards` (but not both) must be supplied. +* `forwards`: A real `Tensor` of any shape that broadcasts to the shape of + `variances`. The forwards to maturity. Either this argument or the + `spots` must be supplied but both must not be supplied. +* `sampling_times`: A real `Tensor` of same dtype as expiries and shape + `[n] + batch_shape` where `n` is the number of sampling times for + the asian options + Default value: `None`, which will raise an error for discrete sampling + asian options +* `past_fixings`: A real `Tensor` of same dtype as spots or forwards and shape + `[n] + batch_shape` where n is the number of past fixings that have + already been observed + Default value: `None`, equivalent to no past fixings (ie. unseasoned) +* `discount_rates`: An optional real `Tensor` of same dtype as the + `variances` and of the shape that broadcasts with `variances`. + If not `None`, discount factors are calculated as e^(-rT), + where r are the discount rates, or risk free rates. At most one of + `discount_rates` and `discount_factors` can be supplied. + Default value: `None`, equivalent to r = 0 and discount factors = 1 when + `discount_factors` also not given. +* `dividend_rates`: An optional real `Tensor` of same dtype as the + `variances` and of the shape that broadcasts with `variances`. + Default value: `None`, equivalent to q = 0. +* `discount_factors`: An optional real `Tensor` of same dtype as the + `variances`. If not `None`, these are the discount factors to expiry + (i.e. e^(-rT)). Mutually exclusive with `discount_rates`. If neither is + given, no discounting is applied (i.e. the undiscounted option price is + returned). If `spots` is supplied and `discount_factors` is not `None` + then this is also used to compute the forwards to expiry. At most one of + `discount_rates` and `discount_factors` can be supplied. + Default value: `None`, which maps to e^(-rT) calculated from + discount_rates. +* `is_call_options`: A boolean `Tensor` of a shape compatible with + `variances`. Indicates whether the option is a call (if True) or a put + (if False). If not supplied, call options are assumed. +* `averaging_type`: Enum value of AveragingType to select the averaging method + for the payoff calculation + Default value: AveragingType.GEOMETRIC +* `averaging_frequency`: Enum value of AveragingFrequency to select the + averaging type for the payoff calculation (discrete vs continuous) + Default value: AveragingFrequency.DISCRETE +* `integration_method`: An instance of math.integration.IntegrationMethod. + Default value: `None` which maps to Gaussian quadrature. +* `dtype`: Optional `tf.DType`. If supplied, the dtype to be used for conversion + of any supplied non-`Tensor` arguments to `Tensor`. + Default value: `None` which maps to the default dtype inferred by + TensorFlow. +* `name`: str. The name for the ops created by this function. + Default value: `None` which is mapped to the default name + `asian_option_price`. +* `**kwargs`: Additional parameters for the underlying integration method. + If not supplied, uses bounds `lower=1e-9`, `upper=100`. + + +#### Returns: + + +* `option_prices`: A `Tensor` of the same shape as `strikes`. The Heston price +of the options. + + +#### Raises: + + +* `ValueError`: If both `forwards` and `spots` are supplied or if neither is + supplied. +* `ValueError`: If both `discount_rates` and `discount_factors` is supplied. +* `ValueError`: If option is arithmetic. +* `NotImplementedError`: if option is continuous averaging. +* `NotImplementedError`: if any of the Heston model parameters are of type + PiecewiseConstantFunc. \ No newline at end of file diff --git a/api_docs/tf_quant_finance/models/heston/approximations/european_option_price.md b/api_docs/tf_quant_finance/models/heston/approximations/european_option_price.md index a42d871ea..39e7bc21e 100644 --- a/api_docs/tf_quant_finance/models/heston/approximations/european_option_price.md +++ b/api_docs/tf_quant_finance/models/heston/approximations/european_option_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/heston/calibration.md b/api_docs/tf_quant_finance/models/heston/calibration.md index 9041a71d5..1a8316d16 100644 --- a/api_docs/tf_quant_finance/models/heston/calibration.md +++ b/api_docs/tf_quant_finance/models/heston/calibration.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm.md b/api_docs/tf_quant_finance/models/hjm.md index 7a4fbc40e..69985fe76 100644 --- a/api_docs/tf_quant_finance/models/hjm.md +++ b/api_docs/tf_quant_finance/models/hjm.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm/CalibrationResult.md b/api_docs/tf_quant_finance/models/hjm/CalibrationResult.md index 80c724a25..76c72f788 100644 --- a/api_docs/tf_quant_finance/models/hjm/CalibrationResult.md +++ b/api_docs/tf_quant_finance/models/hjm/CalibrationResult.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm/GaussianHJM.md b/api_docs/tf_quant_finance/models/hjm/GaussianHJM.md index c6149cf22..6d053a844 100644 --- a/api_docs/tf_quant_finance/models/hjm/GaussianHJM.md +++ b/api_docs/tf_quant_finance/models/hjm/GaussianHJM.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm/QuasiGaussianHJM.md b/api_docs/tf_quant_finance/models/hjm/QuasiGaussianHJM.md index 70ae0bee3..8f98236f6 100644 --- a/api_docs/tf_quant_finance/models/hjm/QuasiGaussianHJM.md +++ b/api_docs/tf_quant_finance/models/hjm/QuasiGaussianHJM.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm/bond_option_price.md b/api_docs/tf_quant_finance/models/hjm/bond_option_price.md index 7664de693..25baf9891 100644 --- a/api_docs/tf_quant_finance/models/hjm/bond_option_price.md +++ b/api_docs/tf_quant_finance/models/hjm/bond_option_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm/calibration_from_swaptions.md b/api_docs/tf_quant_finance/models/hjm/calibration_from_swaptions.md index fe4a2cf3c..1e42e7f38 100644 --- a/api_docs/tf_quant_finance/models/hjm/calibration_from_swaptions.md +++ b/api_docs/tf_quant_finance/models/hjm/calibration_from_swaptions.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm/cap_floor_price.md b/api_docs/tf_quant_finance/models/hjm/cap_floor_price.md index e9c9e85c7..2d0cd6224 100644 --- a/api_docs/tf_quant_finance/models/hjm/cap_floor_price.md +++ b/api_docs/tf_quant_finance/models/hjm/cap_floor_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hjm/swaption_price.md b/api_docs/tf_quant_finance/models/hjm/swaption_price.md index e50597e4f..2e3002b6c 100644 --- a/api_docs/tf_quant_finance/models/hjm/swaption_price.md +++ b/api_docs/tf_quant_finance/models/hjm/swaption_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white.md b/api_docs/tf_quant_finance/models/hull_white.md index 5543b37f2..9fb01e751 100644 --- a/api_docs/tf_quant_finance/models/hull_white.md +++ b/api_docs/tf_quant_finance/models/hull_white.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/CalibrationResult.md b/api_docs/tf_quant_finance/models/hull_white/CalibrationResult.md index d76abac3a..aa4084cbc 100644 --- a/api_docs/tf_quant_finance/models/hull_white/CalibrationResult.md +++ b/api_docs/tf_quant_finance/models/hull_white/CalibrationResult.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/HullWhiteModel1F.md b/api_docs/tf_quant_finance/models/hull_white/HullWhiteModel1F.md index 9c4736b23..a299c7c57 100644 --- a/api_docs/tf_quant_finance/models/hull_white/HullWhiteModel1F.md +++ b/api_docs/tf_quant_finance/models/hull_white/HullWhiteModel1F.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/VectorHullWhiteModel.md b/api_docs/tf_quant_finance/models/hull_white/VectorHullWhiteModel.md index 69164acc5..004022992 100644 --- a/api_docs/tf_quant_finance/models/hull_white/VectorHullWhiteModel.md +++ b/api_docs/tf_quant_finance/models/hull_white/VectorHullWhiteModel.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/bermudan_swaption_price.md b/api_docs/tf_quant_finance/models/hull_white/bermudan_swaption_price.md index 15b5434f5..04b86eded 100644 --- a/api_docs/tf_quant_finance/models/hull_white/bermudan_swaption_price.md +++ b/api_docs/tf_quant_finance/models/hull_white/bermudan_swaption_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/bond_option_price.md b/api_docs/tf_quant_finance/models/hull_white/bond_option_price.md index c1cffdaaf..3c3353ca8 100644 --- a/api_docs/tf_quant_finance/models/hull_white/bond_option_price.md +++ b/api_docs/tf_quant_finance/models/hull_white/bond_option_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/calibration_from_cap_floors.md b/api_docs/tf_quant_finance/models/hull_white/calibration_from_cap_floors.md index eaac62a50..8b8edeac3 100644 --- a/api_docs/tf_quant_finance/models/hull_white/calibration_from_cap_floors.md +++ b/api_docs/tf_quant_finance/models/hull_white/calibration_from_cap_floors.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/calibration_from_swaptions.md b/api_docs/tf_quant_finance/models/hull_white/calibration_from_swaptions.md index 210be603b..9e1925d0c 100644 --- a/api_docs/tf_quant_finance/models/hull_white/calibration_from_swaptions.md +++ b/api_docs/tf_quant_finance/models/hull_white/calibration_from_swaptions.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/cap_floor_price.md b/api_docs/tf_quant_finance/models/hull_white/cap_floor_price.md index ec402bbee..2c003a262 100644 --- a/api_docs/tf_quant_finance/models/hull_white/cap_floor_price.md +++ b/api_docs/tf_quant_finance/models/hull_white/cap_floor_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/hull_white/swaption_price.md b/api_docs/tf_quant_finance/models/hull_white/swaption_price.md index 157af4507..951b0c014 100644 --- a/api_docs/tf_quant_finance/models/hull_white/swaption_price.md +++ b/api_docs/tf_quant_finance/models/hull_white/swaption_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/longstaff_schwartz.md b/api_docs/tf_quant_finance/models/longstaff_schwartz.md index 0df43d6e9..0cd883ce0 100644 --- a/api_docs/tf_quant_finance/models/longstaff_schwartz.md +++ b/api_docs/tf_quant_finance/models/longstaff_schwartz.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/longstaff_schwartz/least_square_mc.md b/api_docs/tf_quant_finance/models/longstaff_schwartz/least_square_mc.md index a5c9185e8..ee55df23d 100644 --- a/api_docs/tf_quant_finance/models/longstaff_schwartz/least_square_mc.md +++ b/api_docs/tf_quant_finance/models/longstaff_schwartz/least_square_mc.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/longstaff_schwartz/make_basket_put_payoff.md b/api_docs/tf_quant_finance/models/longstaff_schwartz/make_basket_put_payoff.md index 4f3fc8899..9826adf3c 100644 --- a/api_docs/tf_quant_finance/models/longstaff_schwartz/make_basket_put_payoff.md +++ b/api_docs/tf_quant_finance/models/longstaff_schwartz/make_basket_put_payoff.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/longstaff_schwartz/make_polynomial_basis.md b/api_docs/tf_quant_finance/models/longstaff_schwartz/make_polynomial_basis.md index 1b00d4b76..bff4afc74 100644 --- a/api_docs/tf_quant_finance/models/longstaff_schwartz/make_polynomial_basis.md +++ b/api_docs/tf_quant_finance/models/longstaff_schwartz/make_polynomial_basis.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/milstein_sampling.md b/api_docs/tf_quant_finance/models/milstein_sampling.md index bd1728b71..4de14d845 100644 --- a/api_docs/tf_quant_finance/models/milstein_sampling.md +++ b/api_docs/tf_quant_finance/models/milstein_sampling.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/milstein_sampling/sample.md b/api_docs/tf_quant_finance/models/milstein_sampling/sample.md index 0557a6cbe..f80276577 100644 --- a/api_docs/tf_quant_finance/models/milstein_sampling/sample.md +++ b/api_docs/tf_quant_finance/models/milstein_sampling/sample.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/realized_volatility.md b/api_docs/tf_quant_finance/models/realized_volatility.md index 9248df425..a1a56e1af 100644 --- a/api_docs/tf_quant_finance/models/realized_volatility.md +++ b/api_docs/tf_quant_finance/models/realized_volatility.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/sabr.md b/api_docs/tf_quant_finance/models/sabr.md index 02015aeaa..52c958c35 100644 --- a/api_docs/tf_quant_finance/models/sabr.md +++ b/api_docs/tf_quant_finance/models/sabr.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/sabr/approximations.md b/api_docs/tf_quant_finance/models/sabr/approximations.md index 037fc088a..f315fea05 100644 --- a/api_docs/tf_quant_finance/models/sabr/approximations.md +++ b/api_docs/tf_quant_finance/models/sabr/approximations.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/sabr/approximations/SabrApproximationType.md b/api_docs/tf_quant_finance/models/sabr/approximations/SabrApproximationType.md index 5ee032c9d..30407349e 100644 --- a/api_docs/tf_quant_finance/models/sabr/approximations/SabrApproximationType.md +++ b/api_docs/tf_quant_finance/models/sabr/approximations/SabrApproximationType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/sabr/approximations/SabrImpliedVolatilityType.md b/api_docs/tf_quant_finance/models/sabr/approximations/SabrImpliedVolatilityType.md index 3ac462253..912a0cc42 100644 --- a/api_docs/tf_quant_finance/models/sabr/approximations/SabrImpliedVolatilityType.md +++ b/api_docs/tf_quant_finance/models/sabr/approximations/SabrImpliedVolatilityType.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/sabr/approximations/european_option_price.md b/api_docs/tf_quant_finance/models/sabr/approximations/european_option_price.md index eabd2ba53..0a5f0a78f 100644 --- a/api_docs/tf_quant_finance/models/sabr/approximations/european_option_price.md +++ b/api_docs/tf_quant_finance/models/sabr/approximations/european_option_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/sabr/approximations/implied_volatility.md b/api_docs/tf_quant_finance/models/sabr/approximations/implied_volatility.md index 23e8165bb..1ee972bd2 100644 --- a/api_docs/tf_quant_finance/models/sabr/approximations/implied_volatility.md +++ b/api_docs/tf_quant_finance/models/sabr/approximations/implied_volatility.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/models/sabr/calibration.md b/api_docs/tf_quant_finance/models/sabr/calibration.md index 4644aa88d..19b0c7360 100644 --- a/api_docs/tf_quant_finance/models/sabr/calibration.md +++ b/api_docs/tf_quant_finance/models/sabr/calibration.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates.md b/api_docs/tf_quant_finance/rates.md index 8ec40bcd5..5cc5974f1 100644 --- a/api_docs/tf_quant_finance/rates.md +++ b/api_docs/tf_quant_finance/rates.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/SwapCurveBuilderResult.md b/api_docs/tf_quant_finance/rates/SwapCurveBuilderResult.md index bda04ad03..62840eae5 100644 --- a/api_docs/tf_quant_finance/rates/SwapCurveBuilderResult.md +++ b/api_docs/tf_quant_finance/rates/SwapCurveBuilderResult.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics.md b/api_docs/tf_quant_finance/rates/analytics.md index 9386d64b2..94bf4062f 100644 --- a/api_docs/tf_quant_finance/rates/analytics.md +++ b/api_docs/tf_quant_finance/rates/analytics.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/cashflows.md b/api_docs/tf_quant_finance/rates/analytics/cashflows.md index 0b652669f..7c59def3d 100644 --- a/api_docs/tf_quant_finance/rates/analytics/cashflows.md +++ b/api_docs/tf_quant_finance/rates/analytics/cashflows.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/cashflows/present_value.md b/api_docs/tf_quant_finance/rates/analytics/cashflows/present_value.md index d922376b0..1face14f2 100644 --- a/api_docs/tf_quant_finance/rates/analytics/cashflows/present_value.md +++ b/api_docs/tf_quant_finance/rates/analytics/cashflows/present_value.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/cashflows/pv_from_yields.md b/api_docs/tf_quant_finance/rates/analytics/cashflows/pv_from_yields.md index 680f4d6f2..25a13d012 100644 --- a/api_docs/tf_quant_finance/rates/analytics/cashflows/pv_from_yields.md +++ b/api_docs/tf_quant_finance/rates/analytics/cashflows/pv_from_yields.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/cashflows/yields_from_pv.md b/api_docs/tf_quant_finance/rates/analytics/cashflows/yields_from_pv.md index 9672716b0..7e456a72e 100644 --- a/api_docs/tf_quant_finance/rates/analytics/cashflows/yields_from_pv.md +++ b/api_docs/tf_quant_finance/rates/analytics/cashflows/yields_from_pv.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/forwards.md b/api_docs/tf_quant_finance/rates/analytics/forwards.md index 00d7db6a7..53ba250fd 100644 --- a/api_docs/tf_quant_finance/rates/analytics/forwards.md +++ b/api_docs/tf_quant_finance/rates/analytics/forwards.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates.md b/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates.md index 009e0b8d1..5daffd737 100644 --- a/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates.md +++ b/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates_from_yields.md b/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates_from_yields.md index edb6f1990..a1fa769e6 100644 --- a/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates_from_yields.md +++ b/api_docs/tf_quant_finance/rates/analytics/forwards/forward_rates_from_yields.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/forwards/yields_from_forward_rates.md b/api_docs/tf_quant_finance/rates/analytics/forwards/yields_from_forward_rates.md index 9516ea18b..a58954048 100644 --- a/api_docs/tf_quant_finance/rates/analytics/forwards/yields_from_forward_rates.md +++ b/api_docs/tf_quant_finance/rates/analytics/forwards/yields_from_forward_rates.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/swap.md b/api_docs/tf_quant_finance/rates/analytics/swap.md index 426742393..a061f2f5a 100644 --- a/api_docs/tf_quant_finance/rates/analytics/swap.md +++ b/api_docs/tf_quant_finance/rates/analytics/swap.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/swap/equity_leg_cashflows.md b/api_docs/tf_quant_finance/rates/analytics/swap/equity_leg_cashflows.md index 21bb2488f..dd531d666 100644 --- a/api_docs/tf_quant_finance/rates/analytics/swap/equity_leg_cashflows.md +++ b/api_docs/tf_quant_finance/rates/analytics/swap/equity_leg_cashflows.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/swap/equity_swap_price.md b/api_docs/tf_quant_finance/rates/analytics/swap/equity_swap_price.md index 0b32537d5..086e8dece 100644 --- a/api_docs/tf_quant_finance/rates/analytics/swap/equity_swap_price.md +++ b/api_docs/tf_quant_finance/rates/analytics/swap/equity_swap_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_par_rate_and_annuity.md b/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_par_rate_and_annuity.md index 8765f5786..5e9618664 100644 --- a/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_par_rate_and_annuity.md +++ b/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_par_rate_and_annuity.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_price.md b/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_price.md index a348e83e1..333f7aa85 100644 --- a/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_price.md +++ b/api_docs/tf_quant_finance/rates/analytics/swap/ir_swap_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/swap/rate_leg_cashflows.md b/api_docs/tf_quant_finance/rates/analytics/swap/rate_leg_cashflows.md index 1fb36bfe8..cfdc751d0 100644 --- a/api_docs/tf_quant_finance/rates/analytics/swap/rate_leg_cashflows.md +++ b/api_docs/tf_quant_finance/rates/analytics/swap/rate_leg_cashflows.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/analytics/swap/swap_price.md b/api_docs/tf_quant_finance/rates/analytics/swap/swap_price.md index dbf939ac1..3345545cf 100644 --- a/api_docs/tf_quant_finance/rates/analytics/swap/swap_price.md +++ b/api_docs/tf_quant_finance/rates/analytics/swap/swap_price.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/constant_fwd.md b/api_docs/tf_quant_finance/rates/constant_fwd.md index fc901246a..ff6181d91 100644 --- a/api_docs/tf_quant_finance/rates/constant_fwd.md +++ b/api_docs/tf_quant_finance/rates/constant_fwd.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/constant_fwd/interpolate.md b/api_docs/tf_quant_finance/rates/constant_fwd/interpolate.md index 9fea93d4d..310636aa9 100644 --- a/api_docs/tf_quant_finance/rates/constant_fwd/interpolate.md +++ b/api_docs/tf_quant_finance/rates/constant_fwd/interpolate.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/forwards.md b/api_docs/tf_quant_finance/rates/forwards.md index 4df3894a1..3754eb4ec 100644 --- a/api_docs/tf_quant_finance/rates/forwards.md +++ b/api_docs/tf_quant_finance/rates/forwards.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/forwards/forward_rates_from_yields.md b/api_docs/tf_quant_finance/rates/forwards/forward_rates_from_yields.md index 8cf91514f..e7122b4cb 100644 --- a/api_docs/tf_quant_finance/rates/forwards/forward_rates_from_yields.md +++ b/api_docs/tf_quant_finance/rates/forwards/forward_rates_from_yields.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/forwards/yields_from_forward_rates.md b/api_docs/tf_quant_finance/rates/forwards/yields_from_forward_rates.md index fec8a41b2..351789184 100644 --- a/api_docs/tf_quant_finance/rates/forwards/yields_from_forward_rates.md +++ b/api_docs/tf_quant_finance/rates/forwards/yields_from_forward_rates.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/hagan_west.md b/api_docs/tf_quant_finance/rates/hagan_west.md index 8b6942ea7..e0416dc24 100644 --- a/api_docs/tf_quant_finance/rates/hagan_west.md +++ b/api_docs/tf_quant_finance/rates/hagan_west.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/hagan_west/CurveBuilderResult.md b/api_docs/tf_quant_finance/rates/hagan_west/CurveBuilderResult.md index 1755efb2a..744ef3349 100644 --- a/api_docs/tf_quant_finance/rates/hagan_west/CurveBuilderResult.md +++ b/api_docs/tf_quant_finance/rates/hagan_west/CurveBuilderResult.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/hagan_west/bond_curve.md b/api_docs/tf_quant_finance/rates/hagan_west/bond_curve.md index 9cc5843a8..00e448715 100644 --- a/api_docs/tf_quant_finance/rates/hagan_west/bond_curve.md +++ b/api_docs/tf_quant_finance/rates/hagan_west/bond_curve.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex.md b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex.md index 8802cbc99..131ba0a10 100644 --- a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex.md +++ b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate.md b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate.md index 781e1fc63..f7d4cd191 100644 --- a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate.md +++ b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_forward_rate.md b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_forward_rate.md index cd5d23e53..24c18cb54 100644 --- a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_forward_rate.md +++ b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_forward_rate.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_yields.md b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_yields.md index 23ed70504..59a9f97fd 100644 --- a/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_yields.md +++ b/api_docs/tf_quant_finance/rates/hagan_west/monotone_convex/interpolate_yields.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/nelson_seigel_svensson.md b/api_docs/tf_quant_finance/rates/nelson_seigel_svensson.md index d400a0096..d8136de80 100644 --- a/api_docs/tf_quant_finance/rates/nelson_seigel_svensson.md +++ b/api_docs/tf_quant_finance/rates/nelson_seigel_svensson.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/SvenssonParameters.md b/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/SvenssonParameters.md index f5e559552..7928701da 100644 --- a/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/SvenssonParameters.md +++ b/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/SvenssonParameters.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/interpolate.md b/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/interpolate.md index 9a68701a4..e16c367d2 100644 --- a/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/interpolate.md +++ b/api_docs/tf_quant_finance/rates/nelson_seigel_svensson/interpolate.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/swap_curve_bootstrap.md b/api_docs/tf_quant_finance/rates/swap_curve_bootstrap.md index c546fcceb..af737bef5 100644 --- a/api_docs/tf_quant_finance/rates/swap_curve_bootstrap.md +++ b/api_docs/tf_quant_finance/rates/swap_curve_bootstrap.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/rates/swap_curve_fit.md b/api_docs/tf_quant_finance/rates/swap_curve_fit.md index 278a78084..bd41b9006 100644 --- a/api_docs/tf_quant_finance/rates/swap_curve_fit.md +++ b/api_docs/tf_quant_finance/rates/swap_curve_fit.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/types.md b/api_docs/tf_quant_finance/types.md index c12dd1cfa..53b65b7e3 100644 --- a/api_docs/tf_quant_finance/types.md +++ b/api_docs/tf_quant_finance/types.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/types/BoolTensor.md b/api_docs/tf_quant_finance/types/BoolTensor.md index 1f5ff884b..5795bd397 100644 --- a/api_docs/tf_quant_finance/types/BoolTensor.md +++ b/api_docs/tf_quant_finance/types/BoolTensor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/types/DateTensor.md b/api_docs/tf_quant_finance/types/DateTensor.md index 5c4d03698..b77cdc773 100644 --- a/api_docs/tf_quant_finance/types/DateTensor.md +++ b/api_docs/tf_quant_finance/types/DateTensor.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/utils.md b/api_docs/tf_quant_finance/utils.md index 79482c04b..17eb8955b 100644 --- a/api_docs/tf_quant_finance/utils.md +++ b/api_docs/tf_quant_finance/utils.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/utils/broadcast_common_batch_shape.md b/api_docs/tf_quant_finance/utils/broadcast_common_batch_shape.md index 7c3c2880e..0241ccb2a 100644 --- a/api_docs/tf_quant_finance/utils/broadcast_common_batch_shape.md +++ b/api_docs/tf_quant_finance/utils/broadcast_common_batch_shape.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/utils/broadcast_tensors.md b/api_docs/tf_quant_finance/utils/broadcast_tensors.md index b6c7ee2ce..882351353 100644 --- a/api_docs/tf_quant_finance/utils/broadcast_tensors.md +++ b/api_docs/tf_quant_finance/utils/broadcast_tensors.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/utils/common_shape.md b/api_docs/tf_quant_finance/utils/common_shape.md index 601a931fa..496d13521 100644 --- a/api_docs/tf_quant_finance/utils/common_shape.md +++ b/api_docs/tf_quant_finance/utils/common_shape.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/utils/dataclass.md b/api_docs/tf_quant_finance/utils/dataclass.md index d33bd4d6c..426a724d0 100644 --- a/api_docs/tf_quant_finance/utils/dataclass.md +++ b/api_docs/tf_quant_finance/utils/dataclass.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/utils/get_shape.md b/api_docs/tf_quant_finance/utils/get_shape.md index 55a7ab86f..ea93b46a6 100644 --- a/api_docs/tf_quant_finance/utils/get_shape.md +++ b/api_docs/tf_quant_finance/utils/get_shape.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/api_docs/tf_quant_finance/utils/iterate_nested.md b/api_docs/tf_quant_finance/utils/iterate_nested.md index 8fb927dee..351cf4aff 100644 --- a/api_docs/tf_quant_finance/utils/iterate_nested.md +++ b/api_docs/tf_quant_finance/utils/iterate_nested.md @@ -3,7 +3,7 @@ This file is generated by a tool. Do not edit directly. For open-source contributions the docs will be updated automatically. --> -*Last updated: 2023-01-03.* +*Last updated: 2023-03-16.*
diff --git a/ci_build/Dockerfile b/ci_build/Dockerfile index 1dfd9fff4..3b980743c 100644 --- a/ci_build/Dockerfile +++ b/ci_build/Dockerfile @@ -1,7 +1,7 @@ FROM ubuntu:focal # sudo isn't really needed, but we include it for convenience -RUN apt-get update && DEBIAN_FRONTEND=noninteractive apt-get install -y curl wget build-essential rsync sudo python3 python3-distutils git +RUN apt-get update && DEBIAN_FRONTEND=noninteractive apt-get install -y curl wget build-essential rsync sudo python3 python3-dev python3-distutils python-is-python3 git # Install the latest version of pip. RUN curl https://bootstrap.pypa.io/get-pip.py -o get-pip.py @@ -13,12 +13,9 @@ RUN curl https://bazel.build/bazel-release.pub.gpg | sudo apt-key add - RUN sudo apt-get update && sudo apt-get install -y bazel # Install pip packages -RUN python3 -m pip install --upgrade numpy==1.22 attrs -RUN python3 -m pip install --upgrade keras==2.11.0 tf-nightly==2.12.0.dev20221108 -RUN python3 -m pip install --upgrade tensorflow-probability==0.19.0 - -# Bazel is bound to python instead of python3 so link python to python3 -RUN ln -s /usr/bin/python3 /usr/bin/python +RUN python3 -m pip install --upgrade numpy==1.22 +RUN python3 -m pip install --upgrade keras==2.12.0rc1 tensorboard==2.12 tensorflow==2.12.0rc1 tensorflow-probability==0.19.0 attrs +RUN python3 -m pip install --upgrade protobuf==3.20.3 # Change work directory WORKDIR /workspace diff --git a/tf_quant_finance/BUILD b/tf_quant_finance/BUILD index eb063d493..1dc27c985 100644 --- a/tf_quant_finance/BUILD +++ b/tf_quant_finance/BUILD @@ -12,7 +12,14 @@ # See the License for the specific language governing permissions and # limitations under the License. -licenses(["notice"]) +package(licenses = ["notice"]) + +# copybara:uncomment_begin +# license( +# name = "license", +# package_name = "nomisma_quant_finance", +# ) +# copybara:uncomment_end exports_files(["LICENSE"]) @@ -33,6 +40,22 @@ py_library( ], ) +py_library( + name = "tf_quant_finance_no_exp", + srcs = ["__init__.py"], + srcs_version = "PY3", + visibility = ["//visibility:public"], + deps = [ + "//tf_quant_finance/black_scholes", + "//tf_quant_finance/datetime", + "//tf_quant_finance/math", + "//tf_quant_finance/models", + "//tf_quant_finance/rates", + "//tf_quant_finance/types", + "//tf_quant_finance/utils", + ], +) + # The "docs" filegroups define which files should be copied to the generated # docs folder. For example, its convenient to have a README.md from each package # there. diff --git a/tf_quant_finance/__init__.py b/tf_quant_finance/__init__.py index 81fccfab3..aae3f6672 100644 --- a/tf_quant_finance/__init__.py +++ b/tf_quant_finance/__init__.py @@ -70,7 +70,12 @@ def _ensure_tf_install(): # pylint: disable=g-statement-before-imports from tf_quant_finance import black_scholes from tf_quant_finance import datetime -from tf_quant_finance import experimental +try: + # Ignore experimental in case it has not been added in the build rule + from tf_quant_finance import experimental +except ImportError: + pass + from tf_quant_finance import math from tf_quant_finance import models from tf_quant_finance import rates diff --git a/tf_quant_finance/black_scholes/BUILD b/tf_quant_finance/black_scholes/BUILD index 9d469f4bd..aabff5337 100644 --- a/tf_quant_finance/black_scholes/BUILD +++ b/tf_quant_finance/black_scholes/BUILD @@ -1,8 +1,9 @@ # Tools for fitting volatility surfaces and pricing of vanilla options. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "black_scholes", diff --git a/tf_quant_finance/black_scholes/approximations/BUILD b/tf_quant_finance/black_scholes/approximations/BUILD index 6efc868c5..bdd193a54 100644 --- a/tf_quant_finance/black_scholes/approximations/BUILD +++ b/tf_quant_finance/black_scholes/approximations/BUILD @@ -1,8 +1,9 @@ # Approximation methods in Black-Scholes market. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "approximations", diff --git a/tf_quant_finance/black_scholes/approximations/american_option.py b/tf_quant_finance/black_scholes/approximations/american_option.py index a904bc5a3..382dc22dd 100644 --- a/tf_quant_finance/black_scholes/approximations/american_option.py +++ b/tf_quant_finance/black_scholes/approximations/american_option.py @@ -260,8 +260,11 @@ def _adesi_whaley(*, sigma, x, t, r, d, s, is_call_options, max_iterations, # The divisive condition is different for put and call options condition = tf.where(is_call_options, s < s_crit, s > s_crit) - american_prices = tf.where(condition, eu_prices + a2 * (s / s_crit)**q2, - (s - x) * sign) + american_prices = tf.where(t > 0, + tf.where(condition, eu_prices + a2 * (s / s_crit)**q2, (s - x) * sign), + tf.where(is_call_options, + tf.math.maximum(s - x, 0), + tf.math.maximum(x - s, 0))) return american_prices, converged, failed @@ -514,12 +517,17 @@ def bjerksund_stensland(*, # For put options, adjust inputs according to call-put transformation # function: P(S, X, T, r, b, sigma) = C(X, S, T, r - b, -b, sigma) tf.where(is_call_options, - bjerksund_stensland_model( - spots, strikes, expiries, discount_rates, - cost_of_carries, volatilities), - bjerksund_stensland_model - (strikes, spots, expiries, discount_rates - cost_of_carries, - -cost_of_carries, volatilities))) + tf.where(expiries > 0, + bjerksund_stensland_model( + spots, strikes, expiries, discount_rates, + cost_of_carries, volatilities), + tf.math.maximum(spots - strikes, 0)), + tf.where(expiries > 0, + bjerksund_stensland_model( + strikes, spots, expiries, + discount_rates - cost_of_carries, + -cost_of_carries, volatilities), + tf.math.maximum(strikes - spots, 0)))) return american_prices diff --git a/tf_quant_finance/black_scholes/approximations/american_option_test.py b/tf_quant_finance/black_scholes/approximations/american_option_test.py index 5157c0508..d26e39d3c 100644 --- a/tf_quant_finance/black_scholes/approximations/american_option_test.py +++ b/tf_quant_finance/black_scholes/approximations/american_option_test.py @@ -204,6 +204,26 @@ def test_option_prices_all_call_options(self): self.assertAllEqual(converged, tf.ones_like(computed_prices)) with self.subTest(name='NonFailed'): self.assertAllEqual(failed, tf.zeros_like(computed_prices)) + + def test_option_prices_expiration(self): + """Tests Baron-Adesi Whaley prices at expiration.""" + dtype = tf.float64 + computed_prices, converged, failed = adesi_whaley( + volatilities=[0.2, 0.3, 0.4], strikes=[100], + expiries=[0.0], spots=[90, 100, 110], + tolerance=1e-08, + is_call_options=[True], + discount_rates=[0.0], + dtype=dtype) + # Computed using tff.black_scholes.option_price_binomial + expected_prices = [0.0, 0.0, 10.0] + with self.subTest(name='ExpectedPrices'): + self.assertAllClose(expected_prices, computed_prices, + rtol=1e-4, atol=5e-4) + with self.subTest(name='AllConverged'): + self.assertAllEqual(converged, tf.ones_like(computed_prices)) + with self.subTest(name='NonFailed'): + self.assertAllEqual(failed, tf.zeros_like(computed_prices)) @parameterized.parameters( (0.08, 0.12, 0.2, 0.25, @@ -495,6 +515,31 @@ def test_bs2002_prices_types(self): self.assertAllClose(expected_prices, computed_prices, rtol=5e-3, atol=5e-3, msg=msg) + + def test_bs2002_prices_expiration(self): + """Tests Bjerksund Stensland 2002 prices at expiration.""" + discount_rates = tf.constant([0.10, 0.09, 0.08, 0.07, 0.06, 0.05]) + dividend_rates = tf.constant([0.05, 0.06, 0.07, 0.08, 0.09, 0.10]) + volatilities = tf.constant([0.10, 0.15, 0.20, 0.25, 0.30, 0.35]) + expiries = tf.constant([0.0, 0.0, 0.0, 0.0, 0.0, 0.0]) + spots = tf.constant([90.0, 100.0, 110.0, 90.0, 100.0, 110.0]) + strikes = tf.constant([100.0] * 6) + is_call_options = tf.constant([True, True, True, False, False, False]) + computed_prices = bjerksund_stensland( + volatilities=volatilities, + strikes=strikes, + expiries=expiries, + discount_rates=discount_rates, + dividend_rates=dividend_rates, + spots=spots, + is_call_options=is_call_options, + modified_boundary=True) + expected_prices = [0.0, 0.0, 10.0, 10.0, 0.0, 0.0] + with self.subTest(name='ExpectedPrices'): + msg = 'Failed: Bjerksund Stensland 2002 expiration tests.' + self.assertAllClose(expected_prices, computed_prices, + rtol=5e-3, atol=5e-3, + msg=msg) if __name__ == '__main__': tf.test.main() diff --git a/tf_quant_finance/black_scholes/crr_binomial_tree.py b/tf_quant_finance/black_scholes/crr_binomial_tree.py index 860b98d47..7e13b64a2 100644 --- a/tf_quant_finance/black_scholes/crr_binomial_tree.py +++ b/tf_quant_finance/black_scholes/crr_binomial_tree.py @@ -192,7 +192,11 @@ def should_continue(current_values, current_log_spot_grid): maximum_iterations=tf.cast(num_steps, dtype=tf.int32), shape_invariants=(tf.TensorShape(batch_shape + [None]), tf.TensorShape(batch_shape + [None]))) - return tf.squeeze(pv, axis=-1) + return tf.where(expiries > 0, + tf.squeeze(pv, axis=-1), + tf.where(is_call_options, + tf.math.maximum(spots - strikes, 0), + tf.math.maximum(strikes - spots, 0))) def _get_payoff_fn(strikes, is_call_options): diff --git a/tf_quant_finance/black_scholes/crr_binomial_tree_test.py b/tf_quant_finance/black_scholes/crr_binomial_tree_test.py index 22f4d1557..e0430ee18 100644 --- a/tf_quant_finance/black_scholes/crr_binomial_tree_test.py +++ b/tf_quant_finance/black_scholes/crr_binomial_tree_test.py @@ -83,6 +83,27 @@ class BinomialModelPrice(parameterized.TestCase, tf.test.TestCase): 'expected': [[0.031603, 0.16827, 0.303679, 0.0, 1.110733], [0.009376, 0.472969, 0.337524, 1.309396, 0.856245]], 'dtype': np.float32 + }, { + 'testcase_name': 'Expiration', + 'spots': [[1.0, 2.0, 3.0, 4.0, 5.0], + [1.0, 2.0, 3.0, 4.0, 5.0]], + 'strikes': [[3.0, 3.0, 3.0, 3.0, 3.0], + [3.0, 3.0, 3.0, 3.0, 3.0]], + 'volatilities': [[0.1, 0.2, 0.3, 0.01, 0.4], + [0.15, 0.25, 0.35, 0.02, 0.35]], + 'is_call_options': [[True, True, False, True, True], + [False, False, False, False, False]], + 'is_american': [[False, True, True, False, True], + [True, True, False, False, True]], + 'discount_rates': [[0.035, 0.01, 0.1, 0.01, 0.0], + [0.03, 0.02, 0.05, 0.02, 0.01]], + 'dividend_rates': [[0.02, 0.0, 0.07, 0.01, 0.0], + [0.01, 0.01, 0.07, 0.01, 0.0]], + 'expiries': [[0.0, 0.0, 0.0, 0.0, 0.0], + [0.0, 0.0, 0.0, 0.0, 0.0]], + 'expected': [[0.0, 0.0, 0.0, 1.0, 2.0], + [2.0, 1.0, 0.0, 0.0, 0.0]], + 'dtype': np.float32 }) def test_option_prices(self, spots, strikes, volatilities, is_call_options, is_american, discount_rates, diff --git a/tf_quant_finance/datetime/BUILD b/tf_quant_finance/datetime/BUILD index 3385da69b..1bd34aeae 100644 --- a/tf_quant_finance/datetime/BUILD +++ b/tf_quant_finance/datetime/BUILD @@ -1,6 +1,7 @@ -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "datetime", diff --git a/tf_quant_finance/datetime/periods/BUILD b/tf_quant_finance/datetime/periods/BUILD index 5c2319bab..8979d03e9 100644 --- a/tf_quant_finance/datetime/periods/BUILD +++ b/tf_quant_finance/datetime/periods/BUILD @@ -1,8 +1,9 @@ # TODO(cyrilchimisov): describe this package. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "periods", diff --git a/tf_quant_finance/experimental/BUILD b/tf_quant_finance/experimental/BUILD index 6087a6b58..1884adc8e 100644 --- a/tf_quant_finance/experimental/BUILD +++ b/tf_quant_finance/experimental/BUILD @@ -1,8 +1,9 @@ # Experimental modules. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "experimental", diff --git a/tf_quant_finance/experimental/american_option_pricing/BUILD b/tf_quant_finance/experimental/american_option_pricing/BUILD index e63947587..4ed350bc9 100644 --- a/tf_quant_finance/experimental/american_option_pricing/BUILD +++ b/tf_quant_finance/experimental/american_option_pricing/BUILD @@ -1,6 +1,7 @@ -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "american_option_pricing", diff --git a/tf_quant_finance/experimental/finite_difference/BUILD b/tf_quant_finance/experimental/finite_difference/BUILD index 93f2d5088..689c05212 100644 --- a/tf_quant_finance/experimental/finite_difference/BUILD +++ b/tf_quant_finance/experimental/finite_difference/BUILD @@ -1,8 +1,9 @@ # Finite difference methods. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "finite_difference", diff --git a/tf_quant_finance/experimental/instruments/BUILD b/tf_quant_finance/experimental/instruments/BUILD index 94bc29656..2888a3153 100644 --- a/tf_quant_finance/experimental/instruments/BUILD +++ b/tf_quant_finance/experimental/instruments/BUILD @@ -1,6 +1,7 @@ -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "instruments", diff --git a/tf_quant_finance/experimental/local_stochastic_volatility/BUILD b/tf_quant_finance/experimental/local_stochastic_volatility/BUILD index 8188f1503..f487ebe21 100644 --- a/tf_quant_finance/experimental/local_stochastic_volatility/BUILD +++ b/tf_quant_finance/experimental/local_stochastic_volatility/BUILD @@ -1,8 +1,9 @@ # Local stochastic volatility model. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "local_stochastic_volatility", diff --git a/tf_quant_finance/experimental/local_volatility/BUILD b/tf_quant_finance/experimental/local_volatility/BUILD index d3e490946..7d693d223 100644 --- a/tf_quant_finance/experimental/local_volatility/BUILD +++ b/tf_quant_finance/experimental/local_volatility/BUILD @@ -1,8 +1,9 @@ # Local volatility model. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "local_volatility", diff --git a/tf_quant_finance/experimental/lsm_algorithm/BUILD b/tf_quant_finance/experimental/lsm_algorithm/BUILD index 69f15ff1b..8658787b3 100644 --- a/tf_quant_finance/experimental/lsm_algorithm/BUILD +++ b/tf_quant_finance/experimental/lsm_algorithm/BUILD @@ -1,8 +1,9 @@ # LSM algorithm methods. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "lsm_algorithm", diff --git a/tf_quant_finance/experimental/pricing_platform/BUILD b/tf_quant_finance/experimental/pricing_platform/BUILD index defb45f73..91389040f 100644 --- a/tf_quant_finance/experimental/pricing_platform/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/BUILD @@ -1,8 +1,9 @@ # Pricing platform -licenses(["notice"]) - -package(default_visibility = ["//visibility:public"]) +package( + default_visibility = ["//visibility:public"], + licenses = ["notice"], +) py_library( name = "pricing_platform", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/BUILD index b482d884b..f291d39f7 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/BUILD @@ -1,8 +1,9 @@ # Framework for building graphs for portfolio pricing. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "framework", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/core/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/core/BUILD index dab1c86fc..847ef0570 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/core/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/core/BUILD @@ -1,8 +1,9 @@ # Core tools for the pricing platform -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "core", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/BUILD index 5ebc950c5..1cbab6ce3 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/BUILD @@ -1,8 +1,9 @@ # Equity instruments module -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "equity_instruments", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/BUILD index efe49b88f..d9abd7132 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/BUILD @@ -1,8 +1,9 @@ # Equity american option module -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "american_option", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/market_data/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/market_data/BUILD index eb3c08011..e3472a4a8 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/market_data/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/market_data/BUILD @@ -1,8 +1,9 @@ # Market data interface implementation. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "market_data", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/BUILD index ec494d2f5..37eb90f25 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/BUILD @@ -1,8 +1,9 @@ # Rate instruments module -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "rate_instruments", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/BUILD index 4de10b76d..eb5601547 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/forward_rate_agreement/BUILD @@ -1,8 +1,9 @@ # Forward Rate Agreement instrument -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "forward_rate_agreement", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/BUILD index 12cc8f895..5fc0ebb6f 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/BUILD @@ -1,8 +1,9 @@ # Interest Rate Swap instrument -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "interest_rate_swap", diff --git a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/BUILD b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/BUILD index 179e59225..bd8384254 100644 --- a/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/swaption/BUILD @@ -1,8 +1,9 @@ # Swaption instrument -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "swaption", diff --git a/tf_quant_finance/experimental/pricing_platform/instrument_protos/BUILD b/tf_quant_finance/experimental/pricing_platform/instrument_protos/BUILD index 7617f2abb..d8db909d3 100644 --- a/tf_quant_finance/experimental/pricing_platform/instrument_protos/BUILD +++ b/tf_quant_finance/experimental/pricing_platform/instrument_protos/BUILD @@ -2,9 +2,10 @@ load("@com_google_protobuf//:protobuf.bzl", "py_proto_library") -licenses(["notice"]) - -package(default_visibility = ["//visibility:public"]) +package( + default_visibility = ["//visibility:public"], + licenses = ["notice"], +) py_library( name = "instrument_protos", diff --git a/tf_quant_finance/experimental/svi/BUILD b/tf_quant_finance/experimental/svi/BUILD index 394f38323..cfe43dbd9 100644 --- a/tf_quant_finance/experimental/svi/BUILD +++ b/tf_quant_finance/experimental/svi/BUILD @@ -1,8 +1,9 @@ # SVI model and its flavors. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "svi", diff --git a/tf_quant_finance/math/BUILD b/tf_quant_finance/math/BUILD index cb8478244..8b95357e6 100644 --- a/tf_quant_finance/math/BUILD +++ b/tf_quant_finance/math/BUILD @@ -1,8 +1,9 @@ # TensorFlow Quantitative Finance general math functions. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "math", diff --git a/tf_quant_finance/math/integration/BUILD b/tf_quant_finance/math/integration/BUILD index 0d01a831d..e8e6b4f5c 100644 --- a/tf_quant_finance/math/integration/BUILD +++ b/tf_quant_finance/math/integration/BUILD @@ -1,8 +1,9 @@ # Numerical integration methods. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "integration", diff --git a/tf_quant_finance/math/interpolation/BUILD b/tf_quant_finance/math/interpolation/BUILD index 2fbdcc570..9037aa8a1 100644 --- a/tf_quant_finance/math/interpolation/BUILD +++ b/tf_quant_finance/math/interpolation/BUILD @@ -1,8 +1,9 @@ # Interpolation methods for one and two dimensions. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "interpolation", diff --git a/tf_quant_finance/math/interpolation/cubic/BUILD b/tf_quant_finance/math/interpolation/cubic/BUILD index 6116a77d2..1ae056652 100644 --- a/tf_quant_finance/math/interpolation/cubic/BUILD +++ b/tf_quant_finance/math/interpolation/cubic/BUILD @@ -1,8 +1,9 @@ # Cubic interpolation methods. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "cubic", diff --git a/tf_quant_finance/math/interpolation/interpolation_2d/BUILD b/tf_quant_finance/math/interpolation/interpolation_2d/BUILD index 7c6dde59c..4b41e94fb 100644 --- a/tf_quant_finance/math/interpolation/interpolation_2d/BUILD +++ b/tf_quant_finance/math/interpolation/interpolation_2d/BUILD @@ -1,8 +1,9 @@ # Interpolation methods for two dimensions. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "interpolation_2d", diff --git a/tf_quant_finance/math/interpolation/linear/BUILD b/tf_quant_finance/math/interpolation/linear/BUILD index 4c62c2a79..b2e593e4e 100644 --- a/tf_quant_finance/math/interpolation/linear/BUILD +++ b/tf_quant_finance/math/interpolation/linear/BUILD @@ -1,8 +1,9 @@ # Interpolation methods for one and two dimensions. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "linear", diff --git a/tf_quant_finance/math/optimizer/BUILD b/tf_quant_finance/math/optimizer/BUILD index 0c115d051..ab30f71a8 100644 --- a/tf_quant_finance/math/optimizer/BUILD +++ b/tf_quant_finance/math/optimizer/BUILD @@ -1,8 +1,9 @@ # Optimization methods. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "optimizer", diff --git a/tf_quant_finance/math/pde/BUILD b/tf_quant_finance/math/pde/BUILD index 807262029..1085d620c 100644 --- a/tf_quant_finance/math/pde/BUILD +++ b/tf_quant_finance/math/pde/BUILD @@ -1,8 +1,9 @@ # PDE solver methods. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "pde", diff --git a/tf_quant_finance/math/pde/steppers/BUILD b/tf_quant_finance/math/pde/steppers/BUILD index 837331fbf..5fca47c23 100644 --- a/tf_quant_finance/math/pde/steppers/BUILD +++ b/tf_quant_finance/math/pde/steppers/BUILD @@ -1,8 +1,9 @@ # Steppers for PDE solvers -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "steppers", diff --git a/tf_quant_finance/math/qmc/BUILD b/tf_quant_finance/math/qmc/BUILD index 634894de8..cf7094d1a 100644 --- a/tf_quant_finance/math/qmc/BUILD +++ b/tf_quant_finance/math/qmc/BUILD @@ -1,8 +1,9 @@ # RQMC (random quasi-Monte-Carlo) support -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "qmc", diff --git a/tf_quant_finance/math/random_ops/BUILD b/tf_quant_finance/math/random_ops/BUILD index 1d1a0f1c1..215e56101 100644 --- a/tf_quant_finance/math/random_ops/BUILD +++ b/tf_quant_finance/math/random_ops/BUILD @@ -1,8 +1,9 @@ # Ops related to random or quasi random number generation. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "random_ops", diff --git a/tf_quant_finance/math/random_ops/halton/BUILD b/tf_quant_finance/math/random_ops/halton/BUILD index 571e9a956..30fc45990 100644 --- a/tf_quant_finance/math/random_ops/halton/BUILD +++ b/tf_quant_finance/math/random_ops/halton/BUILD @@ -1,8 +1,9 @@ # Halton sequences -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "halton", diff --git a/tf_quant_finance/math/random_ops/sobol/BUILD b/tf_quant_finance/math/random_ops/sobol/BUILD index 8b4bfa8e0..2568feaee 100644 --- a/tf_quant_finance/math/random_ops/sobol/BUILD +++ b/tf_quant_finance/math/random_ops/sobol/BUILD @@ -1,8 +1,9 @@ # Targets for Sobol sequence generation. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "sobol", diff --git a/tf_quant_finance/math/root_search/BUILD b/tf_quant_finance/math/root_search/BUILD index d977a9dd5..40fd3c61c 100644 --- a/tf_quant_finance/math/root_search/BUILD +++ b/tf_quant_finance/math/root_search/BUILD @@ -1,8 +1,9 @@ # TensorFlow Quantitative Finance general math functions. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "root_search", diff --git a/tf_quant_finance/models/BUILD b/tf_quant_finance/models/BUILD index a96ca541f..42111f854 100644 --- a/tf_quant_finance/models/BUILD +++ b/tf_quant_finance/models/BUILD @@ -1,8 +1,9 @@ # Tools to build Diffusion Models -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "models", diff --git a/tf_quant_finance/models/cir/BUILD b/tf_quant_finance/models/cir/BUILD index 247c8cb79..fc991708a 100644 --- a/tf_quant_finance/models/cir/BUILD +++ b/tf_quant_finance/models/cir/BUILD @@ -1,8 +1,9 @@ # CIR model -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "cir", diff --git a/tf_quant_finance/models/geometric_brownian_motion/BUILD b/tf_quant_finance/models/geometric_brownian_motion/BUILD index c16ce6d6f..3fad238c7 100644 --- a/tf_quant_finance/models/geometric_brownian_motion/BUILD +++ b/tf_quant_finance/models/geometric_brownian_motion/BUILD @@ -1,8 +1,9 @@ # Geometric Brownian Motion -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "geometric_brownian_motion", diff --git a/tf_quant_finance/models/heston/BUILD b/tf_quant_finance/models/heston/BUILD index d1b49c284..227a28da4 100644 --- a/tf_quant_finance/models/heston/BUILD +++ b/tf_quant_finance/models/heston/BUILD @@ -1,8 +1,9 @@ # Heston model -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "heston", diff --git a/tf_quant_finance/models/heston/approximations/BUILD b/tf_quant_finance/models/heston/approximations/BUILD index 6b7b29f47..b52982b13 100644 --- a/tf_quant_finance/models/heston/approximations/BUILD +++ b/tf_quant_finance/models/heston/approximations/BUILD @@ -1,8 +1,9 @@ # Approximations for option prices in the Heston Model -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "approximations", diff --git a/tf_quant_finance/models/hjm/BUILD b/tf_quant_finance/models/hjm/BUILD index a6dc3e6d2..cbf315e66 100644 --- a/tf_quant_finance/models/hjm/BUILD +++ b/tf_quant_finance/models/hjm/BUILD @@ -1,8 +1,9 @@ # HJM model and its flavors. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "hjm", diff --git a/tf_quant_finance/models/hull_white/BUILD b/tf_quant_finance/models/hull_white/BUILD index cc796dfc8..bffa78e34 100644 --- a/tf_quant_finance/models/hull_white/BUILD +++ b/tf_quant_finance/models/hull_white/BUILD @@ -1,7 +1,8 @@ # Hull White model -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) - -licenses(["notice"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "hull_white", diff --git a/tf_quant_finance/models/legacy/BUILD b/tf_quant_finance/models/legacy/BUILD index c33603522..4165f04ea 100644 --- a/tf_quant_finance/models/legacy/BUILD +++ b/tf_quant_finance/models/legacy/BUILD @@ -1,8 +1,9 @@ # Tools to build Diffusion Models -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "models", diff --git a/tf_quant_finance/models/longstaff_schwartz/BUILD b/tf_quant_finance/models/longstaff_schwartz/BUILD index a50f0fb15..f4619271e 100644 --- a/tf_quant_finance/models/longstaff_schwartz/BUILD +++ b/tf_quant_finance/models/longstaff_schwartz/BUILD @@ -1,8 +1,9 @@ # LSM algorithm methods. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "longstaff_schwartz", diff --git a/tf_quant_finance/models/sabr/BUILD b/tf_quant_finance/models/sabr/BUILD index df55733af..753fe7d8d 100644 --- a/tf_quant_finance/models/sabr/BUILD +++ b/tf_quant_finance/models/sabr/BUILD @@ -1,8 +1,9 @@ # SABR model -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "sabr", diff --git a/tf_quant_finance/models/sabr/approximations/BUILD b/tf_quant_finance/models/sabr/approximations/BUILD index dac38788b..30657abe9 100644 --- a/tf_quant_finance/models/sabr/approximations/BUILD +++ b/tf_quant_finance/models/sabr/approximations/BUILD @@ -1,8 +1,9 @@ # Approximations for the option prices in the SABR Model. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "approximations", diff --git a/tf_quant_finance/rates/BUILD b/tf_quant_finance/rates/BUILD index b5c139c5c..780daea49 100644 --- a/tf_quant_finance/rates/BUILD +++ b/tf_quant_finance/rates/BUILD @@ -1,8 +1,9 @@ # Tools for handling rate curves. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "rates", diff --git a/tf_quant_finance/rates/analytics/BUILD b/tf_quant_finance/rates/analytics/BUILD index 607ccf5a6..e071c857c 100644 --- a/tf_quant_finance/rates/analytics/BUILD +++ b/tf_quant_finance/rates/analytics/BUILD @@ -1,8 +1,9 @@ # Tools for handling swap construction and cashflow manipulation -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "analytics", diff --git a/tf_quant_finance/rates/constant_fwd/BUILD b/tf_quant_finance/rates/constant_fwd/BUILD index cf25e5e9c..e5119ecd8 100644 --- a/tf_quant_finance/rates/constant_fwd/BUILD +++ b/tf_quant_finance/rates/constant_fwd/BUILD @@ -1,8 +1,9 @@ # Constant forward Interpolation for rate curves. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "constant_fwd", diff --git a/tf_quant_finance/rates/hagan_west/BUILD b/tf_quant_finance/rates/hagan_west/BUILD index 8e3880110..ec8b723b8 100644 --- a/tf_quant_finance/rates/hagan_west/BUILD +++ b/tf_quant_finance/rates/hagan_west/BUILD @@ -1,8 +1,9 @@ # Implementation of the Hagan-West algorithm for fitting rate curves. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "hagan_west", diff --git a/tf_quant_finance/rates/nelson_seigel_svensson/BUILD b/tf_quant_finance/rates/nelson_seigel_svensson/BUILD index 38a0f2aa7..18e32e591 100644 --- a/tf_quant_finance/rates/nelson_seigel_svensson/BUILD +++ b/tf_quant_finance/rates/nelson_seigel_svensson/BUILD @@ -1,8 +1,9 @@ # Nelson Seigel Svensson Interpolation for rate curves. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "nelson_seigel_svensson", diff --git a/tf_quant_finance/types/BUILD b/tf_quant_finance/types/BUILD index 69fbde4c4..fd9cf9e28 100644 --- a/tf_quant_finance/types/BUILD +++ b/tf_quant_finance/types/BUILD @@ -1,8 +1,9 @@ # Typing utilities -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "types", diff --git a/tf_quant_finance/utils/BUILD b/tf_quant_finance/utils/BUILD index 737609e36..e0f6793f4 100644 --- a/tf_quant_finance/utils/BUILD +++ b/tf_quant_finance/utils/BUILD @@ -1,8 +1,9 @@ # Utility functions. -licenses(["notice"]) - -package(default_visibility = ["//tf_quant_finance:__subpackages__"]) +package( + default_visibility = ["//tf_quant_finance:__subpackages__"], + licenses = ["notice"], +) py_library( name = "utils", diff --git a/third_party/sobol_data/BUILD b/third_party/sobol_data/BUILD index c772a7ed6..2baebabf7 100644 --- a/third_party/sobol_data/BUILD +++ b/third_party/sobol_data/BUILD @@ -1,6 +1,7 @@ -licenses(["notice"]) - -package(default_visibility = ["//visibility:public"]) +package( + default_visibility = ["//visibility:public"], + licenses = ["notice"], +) exports_files(["LICENSE"])