tf_quant_finance.experimental.american_option_pricing.andersen_lake.machine_eps

Last updated: 2023-03-16.

tf_quant_finance.experimental.american_option_pricing.andersen_lake.machine_eps#

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Returns the machine epsilon for the supplied dtype.

tf_quant_finance.experimental.american_option_pricing.andersen_lake.machine_eps(
    dtype
)