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Tensorflow Quant Finance Documentation

TensorFlow Quantitative Finance.

Black Scholes

Module: tf_quant_finance.black_scholes

Datetime

Module: tf_quant_finance.datetime

Experimental

Module: tf_quant_finance.experimental

Math

Module: tf_quant_finance.math

Models

Module: tf_quant_finance.models

Rates

Module: tf_quant_finance.rates

Types

Module: tf_quant_finance.types

Utils

Module: tf_quant_finance.utils

Repository
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.md

Module: tf_quant_finance.models.cir

Contents

Classes

Last updated: 2023-03-16.

Module: tf_quant_finance.models.cir#

CIR model.

Classes#

class CirModel: Cox–Ingersoll–Ross model.

Contents

Classes

By Paolo D'Elia

© Copyright 2023.