abaquant.derivatives.types

Import path: abaquant.derivatives.types

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

Purpose

Shared advanced-derivatives type aliases.

When to use it

Defines shared enums, aliases, and result containers used by neighboring modules. Use this package when valuing contingent claims, calculating Greeks, building option strategies, simulating stochastic processes, or fitting models to market observations.

Public objects

This source file primarily re-exports symbols or defines package metadata. Detailed definitions are documented in the implementation-module pages listed below.

Detailed reference

Shared advanced-derivatives type aliases.

Purpose

The module centralizes typing aliases used by model, numerical, and simulation interfaces.

Conventions

Aliases constrain public argument choices but do not alter runtime pricing behavior.

References

[ 1 ] Black, F., and M. Scholes (1973), “The Pricing of Options and Corporate Liabilities”; Merton, R. C. (1973), “Theory of Rational Option Pricing”.