*Last updated: 2023-03-16.*

# Module: tf_quant_finance.black_scholes

View source TensorFlow Quantitative Finance volatility surfaces and vanilla options. ## Modules [`approximations`](../tf_quant_finance/black_scholes/approximations.md) module: Approximations to the black scholes formula. ## Classes [`class AveragingFrequency`](../tf_quant_finance/black_scholes/AveragingFrequency.md): Averaging types for asian options. [`class AveragingType`](../tf_quant_finance/black_scholes/AveragingType.md): Averaging types for asian options. [`class ImpliedVolMethod`](../tf_quant_finance/black_scholes/ImpliedVolMethod.md): Implied volatility methods. [`class ImpliedVolUnderlyingDistribution`](../tf_quant_finance/black_scholes/ImpliedVolUnderlyingDistribution.md): Underying's distribution. ## Functions [`asian_option_price(...)`](../tf_quant_finance/black_scholes/asian_option_price.md): Computes the Black Scholes price for a batch of asian options. [`asset_or_nothing_price(...)`](../tf_quant_finance/black_scholes/asset_or_nothing_price.md): Computes the Black Scholes price for a batch of asset-or-nothing options. [`barrier_price(...)`](../tf_quant_finance/black_scholes/barrier_price.md): Prices barrier options in a Black-Scholes Model. [`binary_price(...)`](../tf_quant_finance/black_scholes/binary_price.md): Computes the Black Scholes price for a batch of binary call or put options. [`brownian_bridge_double(...)`](../tf_quant_finance/black_scholes/brownian_bridge_double.md): Computes probability of not touching the barriers for a 1D Brownian Bridge. [`brownian_bridge_single(...)`](../tf_quant_finance/black_scholes/brownian_bridge_single.md): Computes proba of not touching the barrier for a 1D Brownian Bridge. [`implied_vol(...)`](../tf_quant_finance/black_scholes/implied_vol.md): Finds the implied volatilities of options under the Black Scholes model. [`implied_vol_approx(...)`](../tf_quant_finance/black_scholes/implied_vol_approx.md): Approximates the implied vol using the Stefanica-Radiocic algorithm. [`implied_vol_newton(...)`](../tf_quant_finance/black_scholes/implied_vol_newton.md): Computes implied volatilities from given call or put option prices. [`option_price(...)`](../tf_quant_finance/black_scholes/option_price.md): Computes the Black Scholes price for a batch of call or put options. [`option_price_binomial(...)`](../tf_quant_finance/black_scholes/option_price_binomial.md): Computes the BS price for a batch of European or American options. [`swaption_price(...)`](../tf_quant_finance/black_scholes/swaption_price.md): Calculates the price of European Swaptions using the Black model. [`variance_swap_fair_strike(...)`](../tf_quant_finance/black_scholes/variance_swap_fair_strike.md): Calculates the fair value strike for a variance swap contract.