AbaQuant documentation

AbaQuant 1.0.0rc1 is an applied actuarial and quantitative-finance library for Python. It combines pricing models, financial mathematics, market-data facades, credit analytics, portfolio construction, rate curves, visualizations, exportable reports, and provenance-aware result objects.

The documentation is now organized as Sphinx-native reStructuredText rather than Markdown. Pages are grouped by task and domain so the tree can scale without becoming a flat list.

Important

AbaQuant outputs are model-derived estimates. They are not investment advice, credit ratings, trading signals, legal advice, accounting advice, or tax advice.

Documentation map

Section	Purpose
Getting started	Installation, first workflows, conventions, units, rates, signs, and return assumptions.
Reference	Architecture, stable public imports, and provenance model.
Complete API reference	Function-level reference for every source module, including signatures, parameters, returns, methods, and properties.
Analytical domains	Derivatives, financial math, portfolio, credit, market data, rates, visualization, reports, and assumptions.
Operations	Example gallery and workflow selection guide.
Development and release	Validation workflow, release checklist, and v1.0.0rc1 release notes.

Core workflow

market data or manual inputs
        |
        v
models, allocators, rate curves, credit inputs
        |
        v
analytics, scenario grids, calibration, backtests
        |
        v
visualizations, reports, dashboards
        |
        v
provenance metadata for auditability

Getting started

• Getting started
  • Installation
  • Quickstart
  • Conventions and notation

Reference

• Reference
  • Architecture
  • API reference guide
  • API stability
  • Provenance
  • Complete API reference

Complete API reference

• Complete API reference
  • What each entry contains
  • Coverage
  • Navigation
    • abaquant root facade
    • abaquant.core
    • abaquant.credit
    • abaquant.derivatives
    • abaquant.financial_math
    • abaquant.marketdata
    • abaquant.portfolio
    • abaquant.rates
    • abaquant.reports
    • abaquant.risk
    • abaquant.visualization

Analytical domains

• Analytical domains
  • Derivatives
  • Financial mathematics
  • Portfolio analytics
  • Credit analytics
  • Market data
  • Rates
  • Visualization and reports
  • Assumptions and limitations

Operations

• Operations
  • Examples

Development

• Development and release
  • Development and release checks
  • Release notes