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rickeylev authored and tf-quant-finance-robot committed Aug 13, 2023
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2 changes: 2 additions & 0 deletions tf_quant_finance/BUILD
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# See the License for the specific language governing permissions and
# limitations under the License.

# Placeholder: load py_library

package(licenses = ["notice"])

# copybara:uncomment_begin
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3 changes: 3 additions & 0 deletions tf_quant_finance/black_scholes/BUILD
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# Tools for fitting volatility surfaces and pricing of vanilla options.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/black_scholes/approximations/BUILD
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# Approximation methods in Black-Scholes market.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/datetime/BUILD
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# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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2 changes: 2 additions & 0 deletions tf_quant_finance/datetime/periods/BUILD
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# TODO(cyrilchimisov): describe this package.

# Placeholder: load py_library

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/experimental/BUILD
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# Experimental modules.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/experimental/american_option_pricing/BUILD
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# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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2 changes: 2 additions & 0 deletions tf_quant_finance/experimental/finite_difference/BUILD
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# Finite difference methods.

# Placeholder: load py_library

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/experimental/instruments/BUILD
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# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Local stochastic volatility model.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/experimental/local_volatility/BUILD
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# Local volatility model.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/experimental/lsm_algorithm/BUILD
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# LSM algorithm methods.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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2 changes: 2 additions & 0 deletions tf_quant_finance/experimental/pricing_platform/BUILD
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# Pricing platform

# Placeholder: load py_library

package(
default_visibility = ["//visibility:public"],
licenses = ["notice"],
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# Framework for building graphs for portfolio pricing.

# Placeholder: load py_library

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Core tools for the pricing platform

# Placeholder: load py_library

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Equity instruments module

# Placeholder: load py_library

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Equity american option module

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Market data interface implementation.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Rate instruments module

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Forward Rate Agreement instrument

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Interest Rate Swap instrument

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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# Swaption instrument

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/experimental/svi/BUILD
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# SVI model and its flavors.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/BUILD
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# TensorFlow Quantitative Finance general math functions.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/integration/BUILD
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# Numerical integration methods.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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2 changes: 2 additions & 0 deletions tf_quant_finance/math/interpolation/BUILD
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# Interpolation methods for one and two dimensions.

# Placeholder: load py_library

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/interpolation/cubic/BUILD
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# Cubic interpolation methods.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/interpolation/interpolation_2d/BUILD
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# Interpolation methods for two dimensions.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/interpolation/linear/BUILD
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# Interpolation methods for one and two dimensions.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/optimizer/BUILD
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# Optimization methods.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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2 changes: 2 additions & 0 deletions tf_quant_finance/math/pde/BUILD
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# PDE solver methods.

# Placeholder: load py_library

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/pde/steppers/BUILD
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# Steppers for PDE solvers

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/qmc/BUILD
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# RQMC (random quasi-Monte-Carlo) support

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/random_ops/BUILD
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# Ops related to random or quasi random number generation.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/random_ops/halton/BUILD
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# Halton sequences

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/random_ops/sobol/BUILD
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# Targets for Sobol sequence generation.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/math/root_search/BUILD
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# TensorFlow Quantitative Finance general math functions.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/BUILD
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# Tools to build Diffusion Models

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/cir/BUILD
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# CIR model

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/geometric_brownian_motion/BUILD
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# Geometric Brownian Motion

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/heston/BUILD
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# Heston model

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/heston/approximations/BUILD
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# Approximations for option prices in the Heston Model

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/hjm/BUILD
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# HJM model and its flavors.

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/hull_white/BUILD
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# Placeholder: load py_library
# Placeholder: load py_test

# Hull White model
package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
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3 changes: 3 additions & 0 deletions tf_quant_finance/models/legacy/BUILD
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# Tools to build Diffusion Models

# Placeholder: load py_library
# Placeholder: load py_test

package(
default_visibility = ["//tf_quant_finance:__subpackages__"],
licenses = ["notice"],
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