abaquant.derivatives¶

Import path: abaquant.derivatives

Domain: Derivative pricing, simulation, calibration, diagnostics, and strategy analysis.

Package purpose¶

Derivatives pricing, strategies, diagnostics, and calibration.

How to use this package¶

Defines the package facade and supported import surface. Use this package when valuing contingent claims, calculating Greeks, building option strategies, simulating stochastic processes, or fitting models to market observations.

Package reference¶

Derivatives pricing, strategies, diagnostics, and calibration.

Purpose¶

This package gathers vanilla pricing functions, lattice methods, exotic-option approximations, option strategies, advanced model classes, diagnostics, scenario grids, numerical helpers, and calibration workflows behind one coherent derivatives namespace.

Conventions¶

Maturities are measured in years. Rates, dividend yields, carry rates, and volatilities are decimal annual quantities unless a function states a different convention.

Scope and limitations¶

The package provides valuation and research primitives. It does not supply market-data retrieval or trading execution.