Last updated: 2023-03-16.

Module: tf_quant_finance.math.pde

View source

PDE solver methods.

Modules

boundary_conditions module: Helper functions to construct boundary conditions of PDEs.

fd_solvers module: Functions for solving linear parabolic PDEs.

grids module: Functions to create grids suitable for PDE pricing.

steppers module: Steppers for PDE solvers.