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‎notebooks/_config.yml‎

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# Force re-execution of notebooks on each build.
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# See https://jupyterbook.org/content/execute.html
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execute:
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#execute_notebooks: "off"
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execute_notebooks: force
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execute_notebooks: "off"
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# execute_notebooks: force
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# Define the name of the latex output file for PDF builds
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latex:

‎notebooks/api/options/black.rst‎

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==================================
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Black Pricing
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==================================
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.. module:: quantflow.options.bs
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.. autofunction:: black_price
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.. autofunction:: black_vega
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.. autofunction:: implied_black_volatility

‎notebooks/api/options/calibration.rst‎

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==================================
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Vol Model Calibration
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==================================
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.. module:: quantflow.options.calibration
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.. autoclass:: VolModelCalibration
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:
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.. autoclass:: HestonCalibration
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

‎notebooks/api/options/index.rst‎

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.. currentmodule:: quantflow.options
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The :mod:`options` module provides classes and functions for pricing and analyzing options.
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The main class is the :class:`.VolSurface` class which is used to represent
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a volatility surface for a given asset.
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A volatility surface is usually created via a :class:`.VolSurfaceLoader` object.
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.. toctree::
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:maxdepth: 1
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vol_surface
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black
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pricer
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calibration

‎notebooks/api/options/pricer.rst‎

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==================================
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Option Pricer
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==================================
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The option pricer module provides classes for pricing options using
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different stochastic volatility models.
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.. module:: quantflow.options.pricer
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.. autoclass:: OptionPricer
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:
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.. autoclass:: MaturityPricer
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

‎notebooks/api/options/vol_surface.rst‎

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==================================
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VolSurface
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Vol Surface
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==================================
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.. module:: quantflow.options.surface
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.. autoclass:: VolSurface
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:
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.. autoclass:: VolCrossSection
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:members:
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:member-order: groupwise
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.. autoclass:: GenericVolSurfaceLoader
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:members:
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:member-order: groupwise
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:autosummary-nosignatures:
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.. autoclass:: VolSurfaceLoader
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

‎notebooks/api/sp/cir.rst‎

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.. autoclass:: CIR
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:
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‎notebooks/api/sp/compound_poisson.rst‎

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.. autoclass:: CompoundPoissonProcess
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:
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‎notebooks/api/sp/heston.rst‎

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.. autoclass:: Heston
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:members:
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:member-order: groupwise
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:autosummary-nosignatures:
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‎notebooks/api/sp/jump_diffusion.rst‎

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.. autoclass:: JumpDiffusion
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:member-order: groupwise
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.. autoclass:: Merton
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:members:
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:member-order: groupwise
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:autosummary:
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:autosummary-nosignatures:

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