Distributions

The dists module collects the probability distributions used across quantflow, both standalone parametric laws and the marginal distributions implied by a stochastic process at a fixed time horizon.

Every distribution derives from Distribution, which exposes a common sample method for drawing random variates.

The 1D Distributions page documents Distribution1D and its concrete laws Normal, Exponential and DoubleExponential, used as jump size distributions in compound Poisson processes.

Multivariate laws derive from MvDistribution, which exposes its MeanAndCov statistics; MvNormal is the multivariate normal implementation, documented on the Distributions page.

Marginal1D, on the Marginal 1D page, is the abstract 1D distribution with Fourier based option pricing. The pricing method is selected via OptionPricingMethod and results are returned as OptionPricingResult or OptionPricingCosResult.