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‎.buildinfo

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# Sphinx build info version 1
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# This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
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config: 752847e25e08c0d39623e7f160513c5a
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tags: 645f666f9bcd5a90fca523b33c5a78b7

‎.nojekyll

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‎CNAME

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quantflow.quantmind.com

‎_sources/api/data/deribit.rst

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================
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Deribit
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================
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.. currentmodule:: quantflow.data.deribit
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.. autoclass:: Deribit
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

‎_sources/api/data/fed.rst

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================
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Federal Reserve
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================
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.. currentmodule:: quantflow.data.fed
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.. autoclass:: FederalReserve
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

‎_sources/api/data/fmp.rst

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================
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FMP
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================
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.. currentmodule:: quantflow.data.fmp
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.. autoclass:: FMP
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

‎_sources/api/data/fred.rst

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================
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Fred
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================
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.. currentmodule:: quantflow.data.fred
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.. autoclass:: Fred
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

‎_sources/api/data/index.rst

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==============
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Data fetching
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==============
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.. currentmodule:: quantflow.data
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The :mod:`quantflow.data` module provides classes and functions for fetching data from various sources.
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To use the module the package must be installed with the optional `data` extra.
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```
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pip install quantflow[data]
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```
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.. toctree::
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:maxdepth: 1
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fmp
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fed
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fred
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deribit

‎_sources/api/index.rst

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API Reference
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==============
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.. grid::
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.. grid-item-card::
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.. toctree::
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:maxdepth: 2
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sp/index
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.. grid-item-card::
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.. toctree::
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:maxdepth: 2
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options/index
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.. grid-item-card::
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.. toctree::
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:maxdepth: 2
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ta/index
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.. grid::
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.. grid-item-card::
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.. toctree::
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:maxdepth: 2
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data/index
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.. grid-item-card::
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.. toctree::
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:maxdepth: 2
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utils/index

‎_sources/api/options/black.rst

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==================================
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Black Pricing
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==================================
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.. module:: quantflow.options.bs
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.. autofunction:: black_price
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.. autofunction:: black_delta
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.. autofunction:: black_vega
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.. autofunction:: implied_black_volatility

‎_sources/api/options/calibration.rst

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==================================
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Vol Model Calibration
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==================================
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.. module:: quantflow.options.calibration
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.. autoclass:: VolModelCalibration
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:members:
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:member-order: groupwise
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:autosummary:
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.. autoclass:: HestonCalibration
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‎_sources/api/options/index.rst

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==================================
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Option Pricing
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==================================
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.. currentmodule:: quantflow.options
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The :mod:`options` module provides classes and functions for pricing and analyzing options.
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The main class is the :class:`.VolSurface` class which is used to represent
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a volatility surface for a given asset.
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A volatility surface is usually created via a :class:`.VolSurfaceLoader` object.
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.. toctree::
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:maxdepth: 1
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vol_surface
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black
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pricer
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calibration

‎_sources/api/options/pricer.rst

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==================================
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Option Pricer
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==================================
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The option pricer module provides classes for pricing options using
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different stochastic volatility models.
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.. module:: quantflow.options.pricer
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.. autoclass:: OptionPricer
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:members:
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:member-order: groupwise
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:autosummary:
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.. autoclass:: MaturityPricer
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:members:
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:autosummary-nosignatures:

‎_sources/api/options/vol_surface.rst

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==================================
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Vol Surface
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==================================
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.. module:: quantflow.options.surface
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.. autoclass:: VolSurface
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:members:
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:member-order: groupwise
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:autosummary:
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.. autoclass:: VolCrossSection
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.. autoclass:: GenericVolSurfaceLoader
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.. autoclass:: VolSurfaceLoader
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:
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.. autoclass:: OptionSelection
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:members:

‎_sources/api/sp/cir.rst

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================
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CIR
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================
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The Cox–Ingersoll–Ross (CIR) model
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.. currentmodule:: quantflow.sp.cir
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.. autoclass:: CIR
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:members:
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:member-order: groupwise
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‎_sources/api/sp/compound_poisson.rst

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===================
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Compound Poisson
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===================
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.. currentmodule:: quantflow.sp.poisson
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.. autoclass:: CompoundPoissonProcess
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:members:
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‎_sources/api/sp/heston.rst

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================
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Heston process
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================
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.. currentmodule:: quantflow.sp.heston
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.. autoclass:: Heston
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.. autoclass:: HestonJ
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‎_sources/api/sp/index.rst

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===================
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Stochastic Process
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===================
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This page gives an overview of all Stochastic Processes available in the library.
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.. _sp:
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.. currentmodule:: quantflow.sp.base
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.. autoclass:: StochasticProcess
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:members:
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:noindex:
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:autosummary:
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.. autoclass:: StochasticProcess1D
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:noindex:
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.. autoclass:: IntensityProcess
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.. toctree::
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:maxdepth: 1
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weiner
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poisson
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compound_poisson
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ou
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cir
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jump_diffusion
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heston

‎_sources/api/sp/jump_diffusion.rst

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================
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Jump diffusions
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================
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Jump-diffusions models are a class of stochastic processes that combine a diffusion process with a jump process. The jump process is a Poisson process that generates jumps in the value of the underlying asset. The jump-diffusion model is a generalization of the Black-Scholes model that allows for the possibility of large,
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discontinuous jumps in the value of the underlying asset.
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The most famous jump-diffusion model is the Merton model, which was introduced by Robert Merton in 1976. The Merton model assumes that the underlying asset follows a geometric Brownian motion with jumps that are normally distributed.
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.. currentmodule:: quantflow.sp.jump_diffusion
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.. autoclass:: JumpDiffusion
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‎_sources/api/sp/ou.rst

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================
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OU Processes
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================
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These are the classes that implement gaussian and non-gaussian
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`Ornstein-Uhlenbeck <https://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_process>`_ process.
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.. currentmodule:: quantflow.sp.ou
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.. autoclass:: Vasicek
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.. autoclass:: GammaOU
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‎_sources/api/sp/poisson.rst

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================
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Poisson process
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.. currentmodule:: quantflow.sp.poisson
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.. autoclass:: PoissonProcess
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:members:
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‎_sources/api/sp/weiner.rst

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===============
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Weiner process
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===============
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.. module:: quantflow.sp.weiner
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.. autoclass:: WeinerProcess
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:members:
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‎_sources/api/ta/index.rst

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==================================
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Timeseries Analysis
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==================================
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.. currentmodule:: quantflow.ta
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.. toctree::
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:maxdepth: 1
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ohlc
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paths

‎_sources/api/ta/ohlc.rst

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================
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OHLC
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.. currentmodule:: quantflow.ta.ohlc
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.. autoclass:: OHLC
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:autosummary-nosignatures:

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