Index A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | V | W | X | Y A add() (quantflow.options.surface.VolSurfaceLoader method) add_forward() (quantflow.options.surface.GenericVolSurfaceLoader method) add_option() (quantflow.options.surface.GenericVolSurfaceLoader method) add_spot() (quantflow.options.surface.GenericVolSurfaceLoader method) analytical_cdf() (quantflow.sp.ou.Vasicek method) (quantflow.sp.poisson.PoissonProcess method) (quantflow.sp.weiner.WeinerProcess method) analytical_mean() (quantflow.sp.cir.CIR method) (quantflow.sp.jump_diffusion.JumpDiffusion method) (quantflow.sp.ou.GammaOU method) (quantflow.sp.ou.Vasicek method) (quantflow.sp.poisson.CompoundPoissonProcess method) (quantflow.sp.poisson.PoissonProcess method) (quantflow.sp.weiner.WeinerProcess method) analytical_pdf() (quantflow.sp.cir.CIR method) (quantflow.sp.ou.GammaOU method) (quantflow.sp.ou.Vasicek method) (quantflow.sp.poisson.PoissonProcess method) (quantflow.sp.weiner.WeinerProcess method) analytical_variance() (quantflow.sp.cir.CIR method) (quantflow.sp.jump_diffusion.JumpDiffusion method) (quantflow.sp.ou.GammaOU method) (quantflow.sp.ou.Vasicek method) (quantflow.sp.poisson.CompoundPoissonProcess method) (quantflow.sp.poisson.PoissonProcess method) (quantflow.sp.weiner.WeinerProcess method) arrivals() (quantflow.sp.poisson.CompoundPoissonProcess method) (quantflow.sp.poisson.PoissonProcess method) as_array() (quantflow.options.surface.VolSurface method) as_datetime_df() (quantflow.ta.paths.Paths method) asymmetry() (quantflow.utils.distributions.Distribution1D method) (quantflow.utils.distributions.DoubleExponential method) B bdlp (quantflow.sp.ou.Vasicek attribute) best (quantflow.options.surface.OptionSelection attribute) black() (quantflow.options.pricer.MaturityPricer method) black_delta() (in module quantflow.options.bs) black_price() (in module quantflow.options.bs) black_vega() (in module quantflow.options.bs) bs() (quantflow.options.surface.VolSurface method) C calc_bs_prices() (quantflow.options.surface.VolSurface method) call (quantflow.options.pricer.MaturityPricer attribute) (quantflow.options.surface.OptionSelection attribute) call_option_transform() (quantflow.utils.marginal.Marginal1D method) call_price() (quantflow.options.pricer.MaturityPricer method) (quantflow.options.pricer.OptionPricer method) categiories() (quantflow.data.fred.Fred method) cdf() (quantflow.utils.distributions.Exponential method) (quantflow.utils.marginal.Marginal1D method) cdf_jacobian() (quantflow.sp.poisson.PoissonProcess method) (quantflow.utils.marginal.Marginal1D method) characteristic() (quantflow.utils.distributions.DoubleExponential method) (quantflow.utils.distributions.Exponential method) (quantflow.utils.distributions.Normal method) (quantflow.utils.marginal.Marginal1D method) characteristic_df() (quantflow.utils.marginal.Marginal1D method) characteristic_exponent() (quantflow.sp.cir.CIR method) (quantflow.sp.heston.Heston method) (quantflow.sp.heston.HestonJ method) (quantflow.sp.jump_diffusion.JumpDiffusion method) (quantflow.sp.ou.GammaOU method) (quantflow.sp.ou.Vasicek method) (quantflow.sp.poisson.CompoundPoissonProcess method) (quantflow.sp.poisson.PoissonProcess method) (quantflow.sp.weiner.WeinerProcess method) CIR (class in quantflow.sp.cir) CompoundPoissonProcess (class in quantflow.sp.poisson) cost_function() (quantflow.options.calibration.VolModelCalibration method) cost_weight() (quantflow.options.calibration.VolModelCalibration method) create() (quantflow.sp.heston.Heston class method) (quantflow.sp.heston.HestonJ class method) (quantflow.sp.jump_diffusion.JumpDiffusion class method) (quantflow.sp.poisson.CompoundPoissonProcess class method) cross_section() (quantflow.ta.paths.Paths method) cumulative_characteristic2() (quantflow.sp.ou.GammaOU method) D data (quantflow.ta.paths.Paths attribute) dates() (quantflow.ta.paths.Paths method) day_counter (quantflow.options.surface.GenericVolSurfaceLoader attribute) (quantflow.options.surface.VolCrossSection attribute) (quantflow.options.surface.VolSurface attribute) decay (quantflow.utils.distributions.DoubleExponential attribute) (quantflow.utils.distributions.Exponential attribute) Deribit (class in quantflow.data.deribit) df (quantflow.options.pricer.MaturityPricer property) (quantflow.ta.paths.Paths property) diffusion (quantflow.sp.jump_diffusion.JumpDiffusion attribute) Distribution1D (class in quantflow.utils.distributions) dividends() (quantflow.data.fmp.FMP method) domain_range() (quantflow.utils.marginal.Marginal1D method) DoubleExponential (class in quantflow.utils.distributions) dt (quantflow.ta.paths.Paths property) E event_density() (in module quantflow.utils.bins) executives() (quantflow.data.fmp.FMP method) Exponential (class in quantflow.utils.distributions) F FederalReserve (class in quantflow.data.fed) fit() (quantflow.options.calibration.VolModelCalibration method) FMP (class in quantflow.data.fmp) FMP.freq (class in quantflow.data.fmp) forward (quantflow.options.surface.VolCrossSection attribute) Fred (class in quantflow.data.fred) Fred.freq (class in quantflow.data.fred) frequency_range() (quantflow.sp.poisson.PoissonProcess method) (quantflow.utils.marginal.Marginal1D method) from_moments() (quantflow.utils.distributions.DoubleExponential class method) from_variance_and_asymmetry() (quantflow.utils.distributions.Distribution1D class method) (quantflow.utils.distributions.DoubleExponential class method) (quantflow.utils.distributions.Normal class method) G GammaOU (class in quantflow.sp.ou) garman_klass() (quantflow.ta.ohlc.OHLC method) garman_klass_variance (quantflow.ta.ohlc.OHLC attribute) GenericVolSurfaceLoader (class in quantflow.options.surface) get_bounds() (quantflow.options.calibration.HestonCalibration method) (quantflow.options.calibration.VolModelCalibration method) get_constraints() (quantflow.options.calibration.VolModelCalibration method) get_params() (quantflow.options.calibration.HestonCalibration method) (quantflow.options.calibration.VolModelCalibration method) H Heston (class in quantflow.sp.heston) HestonCalibration (class in quantflow.options.calibration) HestonJ (class in quantflow.sp.heston) hurst_exponent() (quantflow.ta.paths.Paths method) I implied_black_volatility() (in module quantflow.options.bs) implied_vol_range() (quantflow.options.calibration.VolModelCalibration method) implied_vols (quantflow.options.pricer.MaturityPricer property) index_column (quantflow.ta.ohlc.OHLC attribute) info_dict() (quantflow.options.surface.VolCrossSection method) insider_trading() (quantflow.data.fmp.FMP method) integrate() (quantflow.ta.paths.Paths method) integrated_log_laplace() (quantflow.sp.cir.CIR method) (quantflow.sp.ou.GammaOU method) (quantflow.sp.ou.Vasicek method) intensity (quantflow.sp.poisson.CompoundPoissonProcess attribute) (quantflow.sp.poisson.PoissonProcess attribute) interp() (quantflow.options.pricer.MaturityPricer method) intrinsic_value (quantflow.options.pricer.MaturityPricer property) J JumpDiffusion (class in quantflow.sp.jump_diffusion) jumps (quantflow.sp.heston.HestonJ attribute) (quantflow.sp.jump_diffusion.JumpDiffusion attribute) (quantflow.sp.poisson.CompoundPoissonProcess attribute) K kappa (quantflow.sp.cir.CIR attribute) (quantflow.sp.ou.GammaOU attribute) (quantflow.sp.ou.Vasicek attribute) (quantflow.utils.distributions.DoubleExponential attribute) L loc (quantflow.utils.distributions.DoubleExponential attribute) log_kappa (quantflow.utils.distributions.DoubleExponential property) M Marginal1D (class in quantflow.utils.marginal) maturities (quantflow.options.surface.GenericVolSurfaceLoader attribute) (quantflow.options.surface.VolSurface attribute) maturity (quantflow.options.surface.VolCrossSection attribute) maturity() (quantflow.options.pricer.OptionPricer method) MaturityPricer (class in quantflow.options.pricer) max_moneyness_ttm (quantflow.options.pricer.OptionPricer attribute) max_moneyness_ttm() (quantflow.options.pricer.MaturityPricer method) mean() (quantflow.ta.paths.Paths method) (quantflow.utils.distributions.DoubleExponential method) (quantflow.utils.distributions.Exponential method) (quantflow.utils.distributions.Normal method) (quantflow.utils.marginal.Marginal1D method) mean_from_characteristic() (quantflow.utils.marginal.Marginal1D method) minimize_method (quantflow.options.calibration.HestonCalibration attribute) (quantflow.options.calibration.VolModelCalibration attribute) model (quantflow.options.calibration.VolModelCalibration property) (quantflow.options.pricer.OptionPricer attribute) model_config (quantflow.options.calibration.HestonCalibration attribute) (quantflow.options.calibration.VolModelCalibration attribute) (quantflow.options.pricer.OptionPricer attribute) (quantflow.sp.cir.CIR attribute) (quantflow.sp.heston.Heston attribute) (quantflow.sp.heston.HestonJ attribute) (quantflow.sp.jump_diffusion.JumpDiffusion attribute) (quantflow.sp.ou.GammaOU attribute) (quantflow.sp.ou.Vasicek attribute) (quantflow.sp.poisson.CompoundPoissonProcess attribute) (quantflow.sp.poisson.PoissonProcess attribute) (quantflow.sp.weiner.WeinerProcess attribute) (quantflow.ta.ohlc.OHLC attribute) (quantflow.ta.paths.Paths attribute) (quantflow.utils.distributions.Distribution1D attribute) (quantflow.utils.distributions.DoubleExponential attribute) (quantflow.utils.distributions.Exponential attribute) (quantflow.utils.distributions.Normal attribute) (quantflow.utils.marginal.Marginal1D attribute) model_post_init() (quantflow.options.calibration.VolModelCalibration method) module quantflow.options.bs quantflow.options.calibration quantflow.options.pricer quantflow.options.surface quantflow.sp.weiner quantflow.ta.paths quantflow.utils.bins quantflow.utils.distributions quantflow.utils.marginal moneyness (quantflow.options.pricer.MaturityPricer attribute) moneyness_ttm (quantflow.options.pricer.MaturityPricer property) moneyness_weight (quantflow.options.calibration.HestonCalibration attribute) (quantflow.options.calibration.VolModelCalibration attribute) mu (quantflow.utils.distributions.Normal attribute) N n (quantflow.options.pricer.OptionPricer attribute) name (quantflow.options.pricer.MaturityPricer attribute) news() (quantflow.data.fmp.FMP method) Normal (class in quantflow.utils.distributions) normal_draws() (quantflow.ta.paths.Paths class method) O OHLC (class in quantflow.ta.ohlc) option_alpha() (quantflow.utils.marginal.Marginal1D method) option_list() (quantflow.options.surface.VolSurface method) option_prices() (quantflow.options.surface.VolCrossSection method) (quantflow.options.surface.VolSurface method) option_support() (quantflow.utils.marginal.Marginal1D method) option_time_value() (quantflow.utils.marginal.Marginal1D method) option_time_value_transform() (quantflow.utils.marginal.Marginal1D method) OptionPricer (class in quantflow.options.pricer) options (quantflow.options.calibration.HestonCalibration attribute) (quantflow.options.calibration.VolModelCalibration attribute) options_df() (quantflow.options.surface.VolSurface method) OptionSelection (class in quantflow.options.surface) P parkinson() (quantflow.ta.ohlc.OHLC method) parkinson_variance (quantflow.ta.ohlc.OHLC attribute) path() (quantflow.ta.paths.Paths method) Paths (class in quantflow.ta.paths) paths_mean() (quantflow.ta.paths.Paths method) paths_std() (quantflow.ta.paths.Paths method) paths_var() (quantflow.ta.paths.Paths method) pdf() (in module quantflow.utils.bins) (quantflow.ta.paths.Paths method) (quantflow.utils.distributions.DoubleExponential method) (quantflow.utils.distributions.Exponential method) (quantflow.utils.marginal.Marginal1D method) pdf_from_characteristic() (quantflow.utils.marginal.Marginal1D method) pdf_jacobian() (quantflow.utils.marginal.Marginal1D method) peers() (quantflow.data.fmp.FMP method) penalize() (quantflow.options.calibration.HestonCalibration method) (quantflow.options.calibration.VolModelCalibration method) percent_variance (quantflow.ta.ohlc.OHLC attribute) period (quantflow.ta.ohlc.OHLC attribute) plot() (quantflow.options.calibration.VolModelCalibration method) (quantflow.options.pricer.MaturityPricer method) (quantflow.options.surface.VolSurface method) (quantflow.ta.paths.Paths method) plot3d() (quantflow.options.pricer.OptionPricer method) (quantflow.options.surface.VolSurface method) PoissonProcess (class in quantflow.sp.poisson) pricer (quantflow.options.calibration.HestonCalibration attribute) (quantflow.options.calibration.VolModelCalibration attribute) prices() (quantflow.data.fmp.FMP method) profile() (quantflow.data.fmp.FMP method) put (quantflow.options.surface.OptionSelection attribute) Q quantflow.options.bs module quantflow.options.calibration module quantflow.options.pricer module quantflow.options.surface module quantflow.sp.weiner module quantflow.ta.paths module quantflow.utils.bins module quantflow.utils.distributions module quantflow.utils.marginal module quote() (quantflow.data.fmp.FMP method) R rate (quantflow.sp.cir.CIR attribute) (quantflow.sp.ou.GammaOU attribute) (quantflow.sp.ou.Vasicek attribute) rating() (quantflow.data.fmp.FMP method) ratios() (quantflow.data.fmp.FMP method) ref_date (quantflow.options.calibration.VolModelCalibration property) (quantflow.options.surface.VolSurface attribute) ref_rates() (quantflow.data.fed.FederalReserve method) reset() (quantflow.options.pricer.OptionPricer method) rho (quantflow.sp.heston.Heston attribute) (quantflow.sp.heston.HestonJ attribute) rogers_satchell() (quantflow.ta.ohlc.OHLC method) rogers_satchell_variance (quantflow.ta.ohlc.OHLC attribute) S sample() (quantflow.sp.cir.CIR method) (quantflow.sp.heston.Heston method) (quantflow.sp.jump_diffusion.JumpDiffusion method) (quantflow.sp.ou.GammaOU method) (quantflow.sp.ou.Vasicek method) (quantflow.sp.weiner.WeinerProcess method) (quantflow.utils.distributions.Distribution1D method) (quantflow.utils.distributions.DoubleExponential method) (quantflow.utils.distributions.Exponential method) (quantflow.utils.distributions.Normal method) sample_from_draws() (quantflow.sp.cir.CIR method) (quantflow.sp.heston.Heston method) (quantflow.sp.jump_diffusion.JumpDiffusion method) (quantflow.sp.ou.Vasicek method) (quantflow.sp.weiner.WeinerProcess method) sample_implicit() (quantflow.sp.cir.CIR method) sample_jumps() (quantflow.sp.poisson.CompoundPoissonProcess method) (quantflow.sp.poisson.PoissonProcess method) samples (quantflow.ta.paths.Paths property) scale (quantflow.utils.distributions.Exponential property) securities() (quantflow.options.surface.VolCrossSection method) (quantflow.options.surface.VolSurface method) serie (quantflow.ta.ohlc.OHLC attribute) serie_data() (quantflow.data.fred.Fred method) series() (quantflow.data.fred.Fred method) set_asymmetry() (quantflow.utils.distributions.Distribution1D method) (quantflow.utils.distributions.DoubleExponential method) set_params() (quantflow.options.calibration.HestonCalibration method) (quantflow.options.calibration.VolModelCalibration method) set_variance() (quantflow.utils.distributions.Distribution1D method) (quantflow.utils.distributions.DoubleExponential method) (quantflow.utils.distributions.Normal method) sigma (quantflow.utils.distributions.Normal attribute) spot (quantflow.options.surface.GenericVolSurfaceLoader attribute) (quantflow.options.surface.VolSurface attribute) std (quantflow.options.pricer.MaturityPricer attribute) std() (quantflow.ta.paths.Paths method) (quantflow.utils.marginal.Marginal1D method) std_from_characteristic() (quantflow.utils.marginal.Marginal1D method) strikes (quantflow.options.surface.VolCrossSection attribute) subcategories() (quantflow.data.fred.Fred method) support() (quantflow.sp.poisson.PoissonProcess method) (quantflow.utils.distributions.DoubleExponential method) (quantflow.utils.distributions.Exponential method) (quantflow.utils.distributions.Normal method) (quantflow.utils.marginal.Marginal1D method) surface() (quantflow.options.surface.GenericVolSurfaceLoader method) T t (quantflow.ta.paths.Paths attribute) term_structure() (quantflow.options.surface.VolSurface method) theta (quantflow.sp.ou.Vasicek attribute) tick_size_forwards (quantflow.options.surface.GenericVolSurfaceLoader attribute) (quantflow.options.surface.VolSurface attribute) tick_size_options (quantflow.options.surface.GenericVolSurfaceLoader attribute) (quantflow.options.surface.VolSurface attribute) time (quantflow.ta.paths.Paths property) time_steps (quantflow.ta.paths.Paths property) time_value (quantflow.options.pricer.MaturityPricer property) trim() (quantflow.options.surface.VolSurface method) ttm (quantflow.options.pricer.MaturityPricer attribute) (quantflow.options.pricer.OptionPricer attribute) ttm() (quantflow.options.surface.VolCrossSection method) ttm_weight (quantflow.options.calibration.HestonCalibration attribute) (quantflow.options.calibration.VolModelCalibration attribute) V var() (quantflow.ta.paths.Paths method) var_column() (quantflow.ta.ohlc.OHLC method) variance() (quantflow.utils.distributions.DoubleExponential method) (quantflow.utils.distributions.Exponential method) (quantflow.utils.distributions.Normal method) (quantflow.utils.marginal.Marginal1D method) variance_from_characteristic() (quantflow.utils.marginal.Marginal1D method) variance_process (quantflow.sp.heston.Heston attribute) (quantflow.sp.heston.HestonJ attribute) Vasicek (class in quantflow.sp.ou) vol_surface (quantflow.options.calibration.HestonCalibration attribute) (quantflow.options.calibration.VolModelCalibration attribute) volatility_surface_loader() (quantflow.data.deribit.Deribit method) VolCrossSection (class in quantflow.options.surface) VolModelCalibration (class in quantflow.options.calibration) VolSurface (class in quantflow.options.surface) VolSurfaceLoader (class in quantflow.options.surface) W WeinerProcess (class in quantflow.sp.weiner) X xs (quantflow.ta.paths.Paths property) Y yield_curves() (quantflow.data.fed.FederalReserve method) ys (quantflow.ta.paths.Paths property)
