Module: tf_quant_finance.math.pde.boundary_conditions

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Last updated: 2023-03-16.

Module: tf_quant_finance.math.pde.boundary_conditions#

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Helper functions to construct boundary conditions of PDEs.

Functions#

dirichlet(...): Wrapper for Dirichlet boundary conditions to be used in PDE solvers.

neumann(...): Wrapper for Neumann boundary condition to be used in PDE solvers.