class_docstr: Handles the various pricing functions for asian options.
class_docstr_tok: ["Handles","the","various","pricing","functions","for","asian","options","."]
docstr: Calculates F(z1, z2) (eq. (11) from the referenced paper).
docstr_tok: ["Calculates","F","(","z1",",","z2",")","(","eq",".","(","11",")","from","the","referenced","paper",")","."]
code: def f(self, z1, z2, tau):
      """Calculates F(z1, z2) (eq. (11) from the referenced paper)."""
      x = tf.math.sqrt(
          tf.math.pow(self.mean_reversion, 2)
          - 2 * z1 * tf.math.pow(self.volvol, 2)
      )
  
      term_1 = tf.math.cosh(0.5 * tau * x)
      term_2 = (
          (self.mean_reversion - z2 * tf.math.pow(self.volvol, 2))
          * tf.math.sinh(0.5 * tau * x)
      ) / x
  
      return term_1 + term_2
  
file_path: tf-quant-finance/tf_quant_finance/models/heston/approximations/asian_prices.py
imports: import numpy
  import tensorflow.compat.v2
  from tf_quant_finance import types
  from tf_quant_finance import utils
  from tf_quant_finance.black_scholes import AveragingFrequency
  from tf_quant_finance.black_scholes import AveragingType
  from tf_quant_finance.math import integration
label_desc: Use image node_id 1 for calling the _AsianPricesHandler obj's underlying member method code with example usage: obj.f(z1, z2, tau) and returns: unknown