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Commits on Mar 20, 2023

• Merge pull request google#92 from alembcke:expiration_fix

  Show description for b9c8b8b
  tf-quant-finance-robot

  committed
  b9c8b8b

Commits on Mar 17, 2023

• fixed at-expiration pricing and squashed commits

  alembcke

  committed
  d8c26a4

Commits on Mar 16, 2023

• Update API Docs.

  Show description for d5607b0
  

  perezju

  authored and

  tf-quant-finance-robot

  committed
  d5607b0

Commits on Mar 15, 2023

• Internal change

  Show description for 08550f8
  

  tf-quant-finance-robot

  authored and

  Cyril Chimisov

  committed
  08550f8

Commits on Mar 13, 2023

• Reformat BUILD files.

  Show description for 4354f86
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  4354f86

Commits on Mar 10, 2023

• Update docs.

  Show description for 030d400
  

  matejr

  authored and

  tf-quant-finance-robot

  committed
  030d400

• Update Cloud Build config.

  Show description for bd344b2
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  bd344b2

• Internal change

  Show description for 26e8546
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  26e8546

Commits on Feb 17, 2023

• Add a build rule for TFQF excluding experimental folder.

  Show description for f52c9ff
  

  saxena-ashish-g

  authored and

  tf-quant-finance-robot

  committed
  f52c9ff

Commits on Feb 9, 2023

• Update API Docs.

  Show description for 41a6eb4
  

  perezju

  authored and

  tf-quant-finance-robot

  committed
  41a6eb4

Commits on Feb 8, 2023

• Internal change

  Show description for d59c5b4
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  d59c5b4

Commits on Feb 2, 2023

• Update API Docs.

  Show description for ced7b82
  

  perezju

  authored and

  tf-quant-finance-robot

  committed
  ced7b82

Commits on Feb 1, 2023

• Internal change

  Show description for 3919e32
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  3919e32

Commits on Jan 18, 2023

• Fix test failures under NumPy 1.24.

  Show description for 28be656
  

  hawkinsp

  authored and

  tf-quant-finance-robot

  committed
  28be656

Commits on Jan 11, 2023

• Merge pull request google#83 from jackgillett101:heston_geometric_asians

  Show description for d8c93f5
  tf-quant-finance-robot

  committed
  d8c93f5

Commits on Jan 5, 2023

• Code review fixes

  Show description for 04f7616
  jackgillett101

  committed
  04f7616

Commits on Jan 4, 2023

• Merge pull request google#85 from natemurthy:master

  Show description for 9fb75ed
  tf-quant-finance-robot

  committed
  9fb75ed

• [NumPy] Remove references to deprecated NumPy type aliases.

  Show description for 7a8ed52
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  7a8ed52

Commits on Jan 3, 2023

• Fix some documentation issues.

  Show description for 2a77afd
  

  saxena-ashish-g

  authored and

  tf-quant-finance-robot

  committed
  2a77afd

• Internal change

  Show description for 74021ec
  

  tf-quant-finance-robot

  authored and

  Cyril Chimisov

  committed
  74021ec

Commits on Dec 26, 2022

• Default constructor no longer available

  Show description for e1cba5f
  natemurthy

  committed
  e1cba5f

Commits on Dec 8, 2022

• Fix tff.types

  Show description for cb7f14a
  

  perezju

  authored and

  tf-quant-finance-robot

  committed
  cb7f14a

• Merge pull request google#82 from jackgillett101:master

  Show description for a940acf
  tf-quant-finance-robot

  committed
  a940acf

Commits on Dec 6, 2022

• * Fix Heston calibration to account for discount factors correctly.

  Show description for 53fe1b5
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  53fe1b5

• Tidying frac notation

  Show description for f9886f7
  jackgillett101

  committed
  f9886f7

Commits on Dec 2, 2022

• Speed up American option pricing tests.

  Show description for 4ad15ee
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  4ad15ee

Commits on Nov 30, 2022

• Update API Docs.

  Show description for 7791a8b
  

  perezju

  authored and

  tf-quant-finance-robot

  committed
  7791a8b

Commits on Nov 29, 2022

• Implement high-performance American option pricing method.

  Show description for f36a898
  

  Viktoria Csizmadia

  authored and

  tf-quant-finance-robot

  committed
  f36a898

Commits on Nov 23, 2022

• Fix bugs in calculation of the exercise boundary function of American option pricing.

  Show description for 335f6a1
  

  Viktoria Csizmadia

  authored and

  tf-quant-finance-robot

  committed
  335f6a1

• Update API Docs.

  Show description for 0c8a9f0
  

  perezju

  authored and

  tf-quant-finance-robot

  committed
  0c8a9f0

Commits on Nov 21, 2022

• Use Philox algorithm for random number generation.

  Show description for 8d7dca1
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  8d7dca1

Commits on Nov 17, 2022

• Update API docs.

  Show description for 89b1898
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  89b1898

Commits on Nov 14, 2022

• Fix bugs in graph mode for the Gauss-Kronrod method.

  Show description for 13b446a
  

  Viktoria Csizmadia

  authored and

  tf-quant-finance-robot

  committed
  13b446a

Commits on Nov 9, 2022

• * Extend Geometric Brownian Motion to work with dynamically shaped number of times.

  Show description for 46b0c3a
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  46b0c3a

Commits on Nov 8, 2022

• Fix test expected values for Bermudan swaption pricers.

  Show description for d21122f
  

  Cyril Chimisov

  authored and

  tf-quant-finance-robot

  committed
  d21122f

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