API Reference

• Stochastic Process
  • Weiner process
  • Poisson process
  • Compound Poisson
  • OU Processes
  • CIR
  • Jump diffusions
  • Heston process

• Option Pricing
  • Vol Surface
  • Black Pricing
  • Option Pricer
  • Vol Model Calibration

• Timeseries Analysis
  • OHLC
  • Paths

• Data fetching
  • FMP
  • Fred
  • Deribit

• Utils
  • Marginal1D
  • Distributions
  • Bins