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# Module: tf_quant_finance.experimental.american_option_pricing.andersen_lake.exercise_boundary

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<a target="_blank" href="https://github.com/paolodelia99/tf-quant-finance/blob/main/tf_quant_finance/experimental/american_option_pricing/exercise_boundary.py">View source</a>



Calculating the exercise boundary function of an American option.



## Modules

[`common`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/common.md) module: Helper functions for calculating American option prices.

[`cubic_interpolation`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/cubic_interpolation.md) module: Cubic Spline interpolation framework.

[`types`](../../../../tf_quant_finance/types.md) module: Types module.

[`utils`](../../../../tf_quant_finance/utils.md) module: Utilities module.

## Functions

[`boundary_denominator(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_denominator.md): Calculates the denominator of the exercise boundary function of an American option.

[`boundary_numerator(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/exercise_boundary/boundary_numerator.md): Calculates the numerator of the exercise boundary function of an American option.

[`build_spline(...)`](../../../../tf_quant_finance/math/interpolation/cubic/build_spline.md): Builds a SplineParameters interpolation object.

[`d_minus(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_minus.md)

[`d_plus(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/d_plus.md)

[`divide_with_positive_denominator(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/divide_with_positive_denominator.md): Safely divides by a denominator which is mathematically always positive, but numerically can be zero.

[`exercise_boundary(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/calculate_exercise_boundary.md): Calculates the exercise boundary function of an American option.

[`gauss_legendre(...)`](../../../../tf_quant_finance/math/integration/gauss_legendre.md): Evaluates definite integral using Gauss-Legendre quadrature.

[`interpolate(...)`](../../../../tf_quant_finance/math/interpolation/cubic/interpolate.md): Interpolates spline values for the given `x` and the `spline_data`.

[`machine_eps(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/machine_eps.md): Returns the machine epsilon for the supplied dtype.

[`standard_normal_cdf(...)`](../../../../tf_quant_finance/experimental/american_option_pricing/andersen_lake/standard_normal_cdf.md)

