API Reference¶

Complete reference for all public classes, functions, and parameters in the quantflow library.

Modules¶

Clients for fetching market data from external sources. Requires the optional data extra:

pip install quantflow[data]

Module	Description
Deribit	Crypto options and futures from the Deribit exchange
Financial Modeling Prep	Equity prices, profiles, and sector data
FRED	US macroeconomic time series from the St. Louis Fed
Federal Reserve	Federal Reserve H.15 interest rate data

Option pricing, volatility surface construction, and model calibration.

Module	Description
Black-Scholes	Black-76 pricing formula and implied volatility inversion
Pricer	Model-based option pricer supporting any stochastic process
Volatility Surface	Build and serialise implied volatility surfaces from market data
Calibration	Calibrate Heston and Heston-jump-diffusion models to a surface
Deep IV Factor Model	Neural-network option pricing via the DIVFM architecture

Probability distributions: parametric laws and the marginals implied by a stochastic process via its characteristic function.

Module	Description
Distributions	Base classes (Distribution, MvDistribution) and the multivariate normal
1D Distributions	Parametric 1D laws (Normal, Exponential, DoubleExponential)
Marginal 1D	Marginal distribution via characteristic function inversion, with Fourier-based option pricing

Continuous-time stochastic processes used as underlying models for option pricing and simulation.

Module	Description
Wiener Process	Geometric Brownian motion (constant volatility)
Heston Model	Stochastic volatility with optional jump component (HestonJ)
Jump Diffusion	Compound Poisson jump processes
CIR Process	Cox-Ingersoll-Ross mean-reverting process
Ornstein-Uhlenbeck	Ornstein-Uhlenbeck mean-reverting process
Poisson Process	Homogeneous Poisson process
Compound Poisson	Poisson arrivals with a jump-size distribution
Doubly Stochastic Poisson	Poisson process with stochastic intensity

Time series filters and indicators for financial data.

Module	Description
EWMA	Exponentially weighted moving average
Supersmoother	Ehlers two-pole supersmoother filter
OHLC	OHLC bar utilities and resampling
Paths	Simulated path containers and statistics

Interest rate models and curve construction tools for discounting and term-structure modelling.

Module	Description
Interest Rate	Spot/forward rates with compounding and day-count conventions
Yield Curve	Base class for discount factors and instantaneous forward rates
CIR Curve	Cox-Ingersoll-Ross short-rate term-structure model
Nelson Siegel Curve	Parametric yield curve with level, slope, and curvature factors
Vasicek Curve	Gaussian mean-reverting short-rate term-structure model
Calibration	Curve calibration from discount factors and put-call parity data

Low-level building blocks used throughout the library.

Module	Description
Bins	Histogram binning helpers
Numbers	Decimal and float numeric utilities
Types	Shared type aliases