Module: tf_quant_finance.math.piecewise

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Last updated: 2023-03-16.

Module: tf_quant_finance.math.piecewise#

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Piecewise utility functions.

Classes#

class PiecewiseConstantFunc: Creates a piecewise constant function.

Functions#

convert_to_tensor_or_func(...): Returns either a PiecewiseConstantFunc or x converted to a Tensor.

find_interval_index(...): Function to find the index of the interval where query points lies.