*Last updated: 2023-03-16.*

# Module: tf_quant_finance.models

View source TensorFlow Quantitative Finance tools to build Diffusion Models. ## Modules [`cir`](../tf_quant_finance/models/cir.md) module: CIR model. [`euler_sampling`](../tf_quant_finance/models/euler_sampling.md) module: The Euler sampling method for ito processes. [`heston`](../tf_quant_finance/models/heston.md) module: Heston model. [`hjm`](../tf_quant_finance/models/hjm.md) module: HJM model. [`hull_white`](../tf_quant_finance/models/hull_white.md) module: TensorFlow Quantitative Finance tools to build Hull White type models. [`longstaff_schwartz`](../tf_quant_finance/models/longstaff_schwartz.md) module: LSM algorithm methods. [`milstein_sampling`](../tf_quant_finance/models/milstein_sampling.md) module: The Milstein sampling method for ito processes. [`sabr`](../tf_quant_finance/models/sabr.md) module: Sabr model. ## Classes [`class GenericItoProcess`](../tf_quant_finance/models/GenericItoProcess.md): Generic Ito process defined from a drift and volatility function. [`class GeometricBrownianMotion`](../tf_quant_finance/models/GeometricBrownianMotion.md): Geometric Brownian Motion. [`class HestonModel`](../tf_quant_finance/models/HestonModel.md): Heston Model with piecewise constant parameters. [`class ItoProcess`](../tf_quant_finance/models/ItoProcess.md): Interface for specifying Ito processes. [`class JoinedItoProcess`](../tf_quant_finance/models/JoinedItoProcess.md): Join of Ito Processes with specified time dependent correlations. [`class MultivariateGeometricBrownianMotion`](../tf_quant_finance/models/MultivariateGeometricBrownianMotion.md): Multivariate Geometric Brownian Motion. [`class PathScale`](../tf_quant_finance/models/PathScale.md): Represents what scale a path is on. [`class ReturnsType`](../tf_quant_finance/models/ReturnsType.md): Represents types of return processes. [`class SabrModel`](../tf_quant_finance/models/SabrModel.md): Implements the SABR model defined by the following equations. [`class ValuationMethod`](../tf_quant_finance/models/ValuationMethod.md): Valuation methods. ## Functions [`realized_volatility(...)`](../tf_quant_finance/models/realized_volatility.md): Calculates the total realized volatility for each path.