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Branch: master
Commits on Sep 19, 2019
  1. Add utility functions needed for the Brownian motion implementation.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 19, 2019
    PiperOrigin-RevId: 270026785
Commits on Sep 17, 2019
  1. Add an initial version of the forward mode gradient computation.

    saxena-ashish-g authored and matejr committed Sep 17, 2019
    PiperOrigin-RevId: 269600258
Commits on Sep 13, 2019
  1. Invoke debugging and control_dependencies from tf.compat.v1

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 13, 2019
    PiperOrigin-RevId: 268914767
  2. Fix the import of diff op. Rename the diff.py file to diff_ops.py.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 13, 2019
    PiperOrigin-RevId: 268880815
  3. Complete specification for the finite difference solver associated to…

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 13, 2019
    … an Ito process.
    
    PiperOrigin-RevId: 268869425
Commits on Sep 11, 2019
  1. Fix segment_ops to use int32 when calling scatter_nd. This is needed …

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 11, 2019
    …because scatter_nd does not support boolean updates when running on GPU.
    
    PiperOrigin-RevId: 268456498
  2. Move all remaining test targets in tff.math to use the full library i…

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 11, 2019
    …mport rather than individual targets.
    
    PiperOrigin-RevId: 268423989
Commits on Sep 10, 2019
  1. Change import style for tests in math.optimizer.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 10, 2019
    PiperOrigin-RevId: 268237478
  2. Change import style in tests of the math.interpolation module.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 10, 2019
    PiperOrigin-RevId: 268209698
Commits on Sep 9, 2019
  1. Fix import of bond_curve in rates module.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 9, 2019
    PiperOrigin-RevId: 268022957
  2. Added bond rate curve fitting using Hagan West interpolation.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 9, 2019
    PiperOrigin-RevId: 268010355
Commits on Sep 4, 2019
  1. Fix typo in README.md

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 4, 2019
    PiperOrigin-RevId: 267152757
Commits on Sep 3, 2019
  1. Added the monotone convex interpolation method to the rates.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    PiperOrigin-RevId: 266952695
  2. Fix pip package building to work with Python 2 and add the long descr…

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    …iption field.
    
    PiperOrigin-RevId: 266951340
  3. Add long description to the setup file so Pypa has a proper descripti…

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    …on for the package.
    
    PiperOrigin-RevId: 266945681
  4. Fix rates.__init__

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    PiperOrigin-RevId: 266934907
  5. Fix more imports and missing build dependencies.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    PiperOrigin-RevId: 266933015
  6. Actually import rates in the top level init file.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    PiperOrigin-RevId: 266928348
  7. remove unneeded google_type_annotations import.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    PiperOrigin-RevId: 266926121
  8. Add cashflows module to rates.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    PiperOrigin-RevId: 266909951
  9. Add a folder to contain rates utilities. Added forwards module to con…

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    …vert yield rates to forward rates and vice versa. Also updated the language in the top level README.
    
    PiperOrigin-RevId: 266905165
  10. Fix readme in the math folder.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 3, 2019
    PiperOrigin-RevId: 266884622
Commits on Sep 2, 2019
  1. Preparatory code to move rate curve building procedure. Added the pie…

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 2, 2019
    …cewise module to math.
    
    PiperOrigin-RevId: 266799667
  2. Add ops to compute array diff and some segmentwise ops.

    saxena-ashish-g authored and tf-quant-finance-robot committed Sep 2, 2019
    PiperOrigin-RevId: 266782952
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