abaquant.derivatives.models

Import path: abaquant.derivatives.models

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

Package purpose

Object-oriented derivative pricing models.

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

Object-oriented derivative pricing models.

The models package contains reusable model classes for lognormal, normal, lattice, stochastic-volatility, jump-diffusion, Levy-process, and SABR option pricing workflows.

Modules

• abaquant.derivatives.models.bachelier
  • Purpose
  • When to use it
  • Public objects
  • Detailed reference
• abaquant.derivatives.models.binomial
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  • Detailed reference
• abaquant.derivatives.models.black_scholes
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• abaquant.derivatives.models.diagnostics
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  • Detailed reference
• abaquant.derivatives.models.heston
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• abaquant.derivatives.models.merton
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• abaquant.derivatives.models.nig
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• abaquant.derivatives.models.parameters
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• abaquant.derivatives.models.sabr
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• abaquant.derivatives.models.variance_gamma
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  • Detailed reference