Quantflow

A library for quantitative analysis and pricing.

This documentation is organized into a few major sections.

• Theory cover some important concept used throughout the library, for the curious reader

• Stochastic models cover all the stochastic models supported and their use

• Applications show case the real-world use cases

• Examples random examples

• API Reference python API reference

Installation

To install the library use

pip install quantflow

Optional dependencies

Quantflow comes with two optional dependencies:

• data for data retrieval, to install it use

  pip install quantflow[data]
  

• cli for command line interface, to install it use

  pip install quantflow[data,cli]