Root-Level Facades

AbaQuant’s root abaquant namespace re-exports a handful of common functions for quick, exploratory use. This notebook is short by design: it exists to show the root facade alongside the recommended, more explicit domain imports (abaquant.derivatives, abaquant.credit, abaquant.rates) used everywhere else in this collection.

For long-lived production code, prefer explicit domain imports — they make dependencies and ownership clearer. See docs/reference/architecture.rst.

Setup

import abaquant
print(f"AbaQuant version: {abaquant.__version__}")

AbaQuant version: 1.0.0rc1

from abaquant import black_scholes, forward_price, portfolio_sharpe
from abaquant.credit import build_transition_matrix, value_cds
from abaquant.rates import future_value, nominal_to_effective_rate, present_value

Root namespace convenience functions

root_facade = {
    "black_scholes_call": black_scholes(100.0, 100.0, 0.05, 0.20, 1.0),
    "forward_price": forward_price(100.0, 0.05, 1.0),
    "portfolio_sharpe": portfolio_sharpe(0.10, 0.18, 0.03),
}
for key, value in root_facade.items():
    print(f"{key:20s}: {value:.6f}")

black_scholes_call  : 10.450584
forward_price       : 105.127110
portfolio_sharpe    : 0.388889

Dedicated credit and rates facades

cds = value_cds(0.03, 0.04, 5, 0.40)

credit_and_rates = {
    "future_value": future_value(1_000.0, 0.05, 5),
    "present_value": present_value(1_500.0, 0.05, 5),
    "effective_rate": nominal_to_effective_rate(0.06, 12),
    "transition_shape": build_transition_matrix().shape,
    "cds_fair_spread": cds["spread"],
}
for key, value in credit_and_rates.items():
    print(f"{key:20s}: {value}")

future_value        : 1276.2815625000003
present_value       : 1175.2892497026883
effective_rate      : 0.06167781186449828
transition_shape    : (18, 18)
cds_fair_spread     : 0.0183566849452464

Takeaway

import abaquant is convenient for quick exploration, but prefer from abaquant.derivatives import ..., from abaquant.portfolio import ..., etc. in real projects — see the Reference / Architecture docs page for the full stability policy.