abaquant root facade

The root namespace provides version metadata and convenience re-exports. For long-lived production code, prefer the domain namespaces shown below because they make dependencies and ownership clearer.

:caption: Prefer explicit domain imports


import abaquant
from abaquant.derivatives import black_scholes
from abaquant.portfolio import PortfolioAllocator

Root package documentation

Stable public AbaQuant API.

AbaQuant is an applied quantitative-finance research library that combines financial mathematics, derivatives, market data, credit analytics, rates, portfolio construction, backtesting, reports, dashboards, and provenance-aware workflows under stable v1 namespaces.

Domain packages

  • abaquant.core — Auditability and metadata primitives.

  • abaquant.credit — Credit-risk analytics and fundamentals-derived credit proxies.

  • abaquant.derivatives — Derivative pricing, simulation, calibration, diagnostics, and strategy analysis.

  • abaquant.financial_math — Time-value, actuarial, fixed-income, corporate-finance, and portfolio mathematics.

  • abaquant.marketdata — Provider-neutral market-data facades, normalized records, caching, and analytics.

  • abaquant.portfolio — Portfolio construction, optimization, backtesting, risk metrics, and stress testing.

  • abaquant.rates — Interest-rate curves, interpolation, discounting, and FRED/manual providers.

  • abaquant.reports — Structured analytical reports and Markdown, HTML, or lightweight PDF export.

  • abaquant.risk — Integrated portfolio and credit-risk dashboards.

  • abaquant.visualization — Matplotlib and Plotly visualization helpers with shared themes.