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AbaQuant 1.0.0rc1 documentation
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AbaQuant 1.0.0rc1 documentation

Getting started

  • Getting started
    • Installation
    • Quickstart
    • Conventions and notation

Reference

  • Reference
    • Architecture
    • API reference guide
    • API stability
    • Provenance
    • Complete API reference
      • abaquant root facade
      • abaquant.core
        • abaquant.core.provenance
      • abaquant.credit
        • abaquant.credit.cdo
        • abaquant.credit.cds
        • abaquant.credit.copula
        • abaquant.credit.data
        • abaquant.credit.distribution
        • abaquant.credit.fundamentals
        • abaquant.credit.risk
        • abaquant.credit.transitions
        • abaquant.credit.types
        • abaquant.credit.valuation
      • abaquant.derivatives
        • abaquant.derivatives.analytics
          • abaquant.derivatives.analytics.distributions
          • abaquant.derivatives.analytics.parity
          • abaquant.derivatives.analytics.volatility
        • abaquant.derivatives.calibration
          • abaquant.derivatives.calibration.core
          • abaquant.derivatives.calibration.heston
          • abaquant.derivatives.calibration.sabr
        • abaquant.derivatives.models
          • abaquant.derivatives.models.bachelier
          • abaquant.derivatives.models.binomial
          • abaquant.derivatives.models.black_scholes
          • abaquant.derivatives.models.diagnostics
          • abaquant.derivatives.models.heston
          • abaquant.derivatives.models.merton
          • abaquant.derivatives.models.nig
          • abaquant.derivatives.models.parameters
          • abaquant.derivatives.models.sabr
          • abaquant.derivatives.models.variance_gamma
        • abaquant.derivatives.numerics
          • abaquant.derivatives.numerics.carr_madan_fft
          • abaquant.derivatives.numerics.implied_volatility
        • abaquant.derivatives.simulation
          • abaquant.derivatives.simulation.gbm
          • abaquant.derivatives.simulation.levy
          • abaquant.derivatives.simulation.merton
        • abaquant.derivatives.advanced
        • abaquant.derivatives.comparison
        • abaquant.derivatives.exotics
        • abaquant.derivatives.forwards
        • abaquant.derivatives.monte_carlo
        • abaquant.derivatives.strategies
        • abaquant.derivatives.trees
        • abaquant.derivatives.types
        • abaquant.derivatives.validation
        • abaquant.derivatives.vanilla
      • abaquant.financial_math
        • abaquant.financial_math.annuities
        • abaquant.financial_math.bonds
        • abaquant.financial_math.cashflows
        • abaquant.financial_math.corporate
        • abaquant.financial_math.equity
        • abaquant.financial_math.loans
        • abaquant.financial_math.portfolio
        • abaquant.financial_math.rates
        • abaquant.financial_math.risk
        • abaquant.financial_math.tvm
      • abaquant.marketdata
        • abaquant.marketdata.financials
          • abaquant.marketdata.financials.cache
          • abaquant.marketdata.financials.facade
          • abaquant.marketdata.financials.input_builder
          • abaquant.marketdata.financials.line_item_resolver
          • abaquant.marketdata.financials.models
          • abaquant.marketdata.financials.normalizer
          • abaquant.marketdata.financials.repository
        • abaquant.marketdata.providers
          • abaquant.marketdata.providers.base
          • abaquant.marketdata.providers.financial_statements
          • abaquant.marketdata.providers.history
          • abaquant.marketdata.providers.options
          • abaquant.marketdata.providers.quotes
          • abaquant.marketdata.providers.sec
          • abaquant.marketdata.providers.yahoo
        • abaquant.marketdata.errors
        • abaquant.marketdata.models
        • abaquant.marketdata.option_chain_analytics
        • abaquant.marketdata.sessions
        • abaquant.marketdata.ticker
        • abaquant.marketdata.universe
        • abaquant.marketdata.universe_history
        • abaquant.marketdata.universe_portfolio
        • abaquant.marketdata.universe_statistics
      • abaquant.portfolio
        • abaquant.portfolio.backtesting
        • abaquant.portfolio.data
        • abaquant.portfolio.efficient_frontier
        • abaquant.portfolio.hierarchical
        • abaquant.portfolio.optimization
        • abaquant.portfolio.risk_metrics
        • abaquant.portfolio.solvers
        • abaquant.portfolio.stress_testing
      • abaquant.rates
      • abaquant.reports
        • abaquant.reports.exportable
      • abaquant.risk
        • abaquant.risk.dashboard
      • abaquant.visualization
        • abaquant.visualization.core
        • abaquant.visualization.credit
        • abaquant.visualization.dashboard
        • abaquant.visualization.market
        • abaquant.visualization.options
        • abaquant.visualization.portfolio

Complete API reference

  • Complete API reference
    • abaquant root facade
    • abaquant.core
      • abaquant.core.provenance
    • abaquant.credit
      • abaquant.credit.cdo
      • abaquant.credit.cds
      • abaquant.credit.copula
      • abaquant.credit.data
      • abaquant.credit.distribution
      • abaquant.credit.fundamentals
      • abaquant.credit.risk
      • abaquant.credit.transitions
      • abaquant.credit.types
      • abaquant.credit.valuation
    • abaquant.derivatives
      • abaquant.derivatives.analytics
        • abaquant.derivatives.analytics.distributions
        • abaquant.derivatives.analytics.parity
        • abaquant.derivatives.analytics.volatility
      • abaquant.derivatives.calibration
        • abaquant.derivatives.calibration.core
        • abaquant.derivatives.calibration.heston
        • abaquant.derivatives.calibration.sabr
      • abaquant.derivatives.models
        • abaquant.derivatives.models.bachelier
        • abaquant.derivatives.models.binomial
        • abaquant.derivatives.models.black_scholes
        • abaquant.derivatives.models.diagnostics
        • abaquant.derivatives.models.heston
        • abaquant.derivatives.models.merton
        • abaquant.derivatives.models.nig
        • abaquant.derivatives.models.parameters
        • abaquant.derivatives.models.sabr
        • abaquant.derivatives.models.variance_gamma
      • abaquant.derivatives.numerics
        • abaquant.derivatives.numerics.carr_madan_fft
        • abaquant.derivatives.numerics.implied_volatility
      • abaquant.derivatives.simulation
        • abaquant.derivatives.simulation.gbm
        • abaquant.derivatives.simulation.levy
        • abaquant.derivatives.simulation.merton
      • abaquant.derivatives.advanced
      • abaquant.derivatives.comparison
      • abaquant.derivatives.exotics
      • abaquant.derivatives.forwards
      • abaquant.derivatives.monte_carlo
      • abaquant.derivatives.strategies
      • abaquant.derivatives.trees
      • abaquant.derivatives.types
      • abaquant.derivatives.validation
      • abaquant.derivatives.vanilla
    • abaquant.financial_math
      • abaquant.financial_math.annuities
      • abaquant.financial_math.bonds
      • abaquant.financial_math.cashflows
      • abaquant.financial_math.corporate
      • abaquant.financial_math.equity
      • abaquant.financial_math.loans
      • abaquant.financial_math.portfolio
      • abaquant.financial_math.rates
      • abaquant.financial_math.risk
      • abaquant.financial_math.tvm
    • abaquant.marketdata
      • abaquant.marketdata.financials
        • abaquant.marketdata.financials.cache
        • abaquant.marketdata.financials.facade
        • abaquant.marketdata.financials.input_builder
        • abaquant.marketdata.financials.line_item_resolver
        • abaquant.marketdata.financials.models
        • abaquant.marketdata.financials.normalizer
        • abaquant.marketdata.financials.repository
      • abaquant.marketdata.providers
        • abaquant.marketdata.providers.base
        • abaquant.marketdata.providers.financial_statements
        • abaquant.marketdata.providers.history
        • abaquant.marketdata.providers.options
        • abaquant.marketdata.providers.quotes
        • abaquant.marketdata.providers.sec
        • abaquant.marketdata.providers.yahoo
      • abaquant.marketdata.errors
      • abaquant.marketdata.models
      • abaquant.marketdata.option_chain_analytics
      • abaquant.marketdata.sessions
      • abaquant.marketdata.ticker
      • abaquant.marketdata.universe
      • abaquant.marketdata.universe_history
      • abaquant.marketdata.universe_portfolio
      • abaquant.marketdata.universe_statistics
    • abaquant.portfolio
      • abaquant.portfolio.backtesting
      • abaquant.portfolio.data
      • abaquant.portfolio.efficient_frontier
      • abaquant.portfolio.hierarchical
      • abaquant.portfolio.optimization
      • abaquant.portfolio.risk_metrics
      • abaquant.portfolio.solvers
      • abaquant.portfolio.stress_testing
    • abaquant.rates
    • abaquant.reports
      • abaquant.reports.exportable
    • abaquant.risk
      • abaquant.risk.dashboard
    • abaquant.visualization
      • abaquant.visualization.core
      • abaquant.visualization.credit
      • abaquant.visualization.dashboard
      • abaquant.visualization.market
      • abaquant.visualization.options
      • abaquant.visualization.portfolio

Analytical domains

  • Analytical domains
    • Derivatives
    • Financial mathematics
    • Portfolio analytics
    • Credit analytics
    • Market data
    • Rates
    • Visualization and reports
    • Assumptions and limitations

Operations

  • Operations
    • Examples

Examples

  • Examples
    • Foundations
      • Import All Public Modules
      • Root-Level Facades
      • Data Provenance
    • Financial Math and Rates
      • Financial Mathematics
      • FRED Rate Curve
    • Derivatives
      • Derivatives
      • Derivatives: Advanced Models
      • Option-Model Visual Report
      • Listed Option-Chain Analytics
      • Composable Option Strategy Builder
      • Derivative Calibration
    • Credit
      • Credit Risk
      • Minimal Credit Proxy Examples
    • Portfolio and Risk
      • Portfolio Optimization
      • Portfolio–Credit Visual Dashboard
      • Scenario Analysis
      • Portfolio Backtesting
      • Integrated Risk Dashboard
    • Market Data
      • Market Data (Offline)
      • Live Market Data (Yahoo/yfinance)
      • SEC EDGAR/XBRL Fundamentals
      • Applied Market-Data Workflows
    • Visualization and Reports
      • Visualization Overview
      • Visualization Theme and Export
      • Visualize Method Gallery
      • Exportable Reports

Development

  • Development and release
    • Development and release checks
    • Release notes
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Portfolio and Risk¶

  • Portfolio Optimization
  • Portfolio–Credit Visual Dashboard
  • Scenario Analysis
  • Portfolio Backtesting
  • Integrated Risk Dashboard
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Portfolio Optimization
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Minimal Credit Proxy Examples
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