Path |
Digest |
Size |
tf_quant_finance/__init__.py |
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3337 |
tf_quant_finance/black_scholes/__init__.py |
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2484 |
tf_quant_finance/black_scholes/brownian_bridge.py |
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7661 |
tf_quant_finance/black_scholes/crr_binomial_tree.py |
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|
9375 |
tf_quant_finance/black_scholes/implied_vol_approximation.py |
sha256=eRfhpo11Q_XT4tzNr4VlwJ-ft9_UYHKLW1i5sSeO3d0
|
15544 |
tf_quant_finance/black_scholes/implied_vol_lib.py |
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|
7325 |
tf_quant_finance/black_scholes/implied_vol_newton_root.py |
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20240 |
tf_quant_finance/black_scholes/implied_vol_utils.py |
sha256=b6Ahj3n3a9Lowlm6r4AFNLogN1Oul_uQlANMM-RdjvA
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916 |
tf_quant_finance/black_scholes/vanilla_prices.py |
sha256=y6DUt5FU8s0hbLCIyw4VS_7K8cfmTCxRGRhhQ1B-FCQ
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46437 |
tf_quant_finance/black_scholes/variance_swaps.py |
sha256=bOosaLyxa7tn75FxRruvbceAiC-OyrOfNYbMS4mUNVI
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12869 |
tf_quant_finance/black_scholes/approximations/__init__.py |
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1038 |
tf_quant_finance/black_scholes/approximations/american_option.py |
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32428 |
tf_quant_finance/datetime/__init__.py |
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tf_quant_finance/datetime/bounded_holiday_calendar.py |
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tf_quant_finance/datetime/constants.py |
sha256=0Wm_OpiiUoReEanPzB1crdLmA4Q4DyDKk0T6L42IfIo
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tf_quant_finance/datetime/date_tensor.py |
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tf_quant_finance/datetime/date_utils.py |
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8060 |
tf_quant_finance/datetime/daycounts.py |
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12332 |
tf_quant_finance/datetime/holiday_calendar.py |
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tf_quant_finance/datetime/holiday_calendar_factory.py |
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tf_quant_finance/datetime/holiday_utils.py |
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5175 |
tf_quant_finance/datetime/schedules.py |
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18652 |
tf_quant_finance/datetime/tensor_wrapper.py |
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5541 |
tf_quant_finance/datetime/unbounded_holiday_calendar.py |
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11102 |
tf_quant_finance/datetime/periods/__init__.py |
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1507 |
tf_quant_finance/datetime/periods/period_tensors.py |
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3932 |
tf_quant_finance/experimental/__init__.py |
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tf_quant_finance/experimental/io.py |
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6681 |
tf_quant_finance/experimental/finite_difference/__init__.py |
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tf_quant_finance/experimental/finite_difference/methods.py |
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tf_quant_finance/experimental/instruments/__init__.py |
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tf_quant_finance/experimental/instruments/bond.py |
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tf_quant_finance/experimental/instruments/cap_floor.py |
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tf_quant_finance/experimental/instruments/cashflow_stream.py |
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tf_quant_finance/experimental/instruments/cms_swap.py |
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26955 |
tf_quant_finance/experimental/instruments/eurodollar_futures.py |
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7341 |
tf_quant_finance/experimental/instruments/floating_rate_note.py |
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tf_quant_finance/experimental/instruments/forward_rate_agreement.py |
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7988 |
tf_quant_finance/experimental/instruments/interest_rate_swap.py |
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12656 |
tf_quant_finance/experimental/instruments/overnight_index_linked_futures.py |
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10425 |
tf_quant_finance/experimental/instruments/rate_curve.py |
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7444 |
tf_quant_finance/experimental/instruments/rates_common.py |
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7288 |
tf_quant_finance/experimental/instruments/swaption.py |
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8660 |
tf_quant_finance/experimental/local_stochastic_volatility/__init__.py |
sha256=btuW1pDdfWLSpikFQVtYgml5iqmsJTnDG-yXNxiIk4c
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1093 |
tf_quant_finance/experimental/local_stochastic_volatility/local_stochastic_volatility_model.py |
sha256=SRodmGg2hQOn9XketEPhOemw7cmd5HHHS78DtSrTIhg
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34242 |
tf_quant_finance/experimental/local_stochastic_volatility/lsv_variance_model.py |
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3273 |
tf_quant_finance/experimental/local_volatility/__init__.py |
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922 |
tf_quant_finance/experimental/local_volatility/local_volatility_model.py |
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35848 |
tf_quant_finance/experimental/lsm_algorithm/__init__.py |
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tf_quant_finance/experimental/lsm_algorithm/lsm.py |
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17495 |
tf_quant_finance/experimental/lsm_algorithm/lsm_v2.py |
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20035 |
tf_quant_finance/experimental/lsm_algorithm/payoff.py |
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4144 |
tf_quant_finance/experimental/pricing_platform/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/utils.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/business_days.py |
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2321 |
tf_quant_finance/experimental/pricing_platform/framework/core/currencies.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/curve_types.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/daycount_conventions.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/implied_volatility_type.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/instrument.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/interpolation_method.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/models.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/processed_market_data.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/rate_indices.py |
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tf_quant_finance/experimental/pricing_platform/framework/core/types.py |
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tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/utils.py |
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tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/american_option_impl.py |
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tf_quant_finance/experimental/pricing_platform/framework/equity_instruments/american_option/utils.py |
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tf_quant_finance/experimental/pricing_platform/framework/market_data/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/market_data/market_data_config.py |
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tf_quant_finance/experimental/pricing_platform/framework/market_data/market_data_impl.py |
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tf_quant_finance/experimental/pricing_platform/framework/market_data/rate_curve.py |
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tf_quant_finance/experimental/pricing_platform/framework/market_data/utils.py |
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tf_quant_finance/experimental/pricing_platform/framework/market_data/volatility_surface.py |
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tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/cashflow_streams.py |
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tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/__init__.py |
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tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/interest_rate_swap_impl.py |
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tf_quant_finance/experimental/pricing_platform/framework/rate_instruments/interest_rate_swap/proto_utils.py |
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tf_quant_finance/experimental/pricing_platform/instrument_protos/__init__.py |
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tf_quant_finance/experimental/svi/calibration.py |
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tf_quant_finance/experimental/svi/parameterizations.py |
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tf_quant_finance/math/__init__.py |
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tf_quant_finance/math/custom_loops.py |
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tf_quant_finance/math/diff_ops.py |
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tf_quant_finance/math/pad.py |
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tf_quant_finance/math/piecewise.py |
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