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) B 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.jump_diffusion.Merton 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) 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) exponential() (quantflow.sp.heston.HestonJ class method) F 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) 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.poisson.CompoundPoissonProcess attribute) K kappa (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) Merton (class in quantflow.sp.jump_diffusion) minimize_method (quantflow.options.calibration.VolModelCalibration attribute) model (quantflow.options.calibration.VolModelCalibration property) (quantflow.options.pricer.OptionPricer attribute) model_config (quantflow.sp.cir.CIR attribute) (quantflow.sp.heston.Heston attribute) (quantflow.sp.heston.HestonJ attribute) (quantflow.sp.jump_diffusion.JumpDiffusion attribute) (quantflow.sp.jump_diffusion.Merton 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.DoubleExponential attribute) (quantflow.utils.distributions.Exponential attribute) (quantflow.utils.distributions.Normal attribute) (quantflow.utils.marginal.Marginal1D attribute) 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.VolModelCalibration 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.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.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 rating() (quantflow.data.fmp.FMP method) ratios() (quantflow.data.fmp.FMP method) ref_date (quantflow.options.calibration.VolModelCalibration property) (quantflow.options.surface.VolSurface attribute) 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.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_params() (quantflow.options.calibration.HestonCalibration method) (quantflow.options.calibration.VolModelCalibration method) 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) 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) ttm (quantflow.options.pricer.MaturityPricer attribute) (quantflow.options.pricer.OptionPricer attribute) ttm() (quantflow.options.surface.VolCrossSection method) 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.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 ys (quantflow.ta.paths.Paths property)
