Last updated: 2023-03-16.

Module: tf_quant_finance.math.pde.grids

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Functions to create grids suitable for PDE pricing.

Functions

log_uniform_grid(...): Creates a grid spec for a uniform grid in a log-space.

log_uniform_grid_with_extra_point(...): Creates a grid for a uniform grid in a log-space with an extra grid point.

rectangular_grid(...): Specifies parameters for an axis-wise non-uniform grid in n-dimensions.

uniform_grid(...): Creates a grid spec for a uniform grid.

uniform_grid_with_extra_point(...): Creates a grid spec for a uniform grid with an extra grid point.