Examples¶

The examples/ directory is the executable tutorial layer. Most examples are deterministic and offline so they can be used as smoke tests and learning material.

Run all deterministic examples¶

PYTHONPATH=src python examples/run_all_deterministic_examples.py

Run visualization examples¶

PYTHONPATH=src python examples/run_all_visual_examples.py

Visualization examples save files under:

examples/generated_figures/

Report examples save files under:

examples/generated_reports/

Example map¶

File	Topic
`` 00_import_all_public_modules.py``	Imports public modules and catches namespace regressions.
`01_derivatives.py`	Vanilla options, Greeks, trees, forwards, strategies, and exotics.
`02_financial_math.py`	Time value, rates, annuities, bonds, DCF, loans, portfolio math, VaR.
`03 _derivatives_advanced_models.py`	BSM, CRR, Bachelier, Heston, Merton, NIG, SABR, Variance-Gamma.
`04_credit_risk.py`	Credit proxy metrics, transition matrices, CDS, CDO, copula, VaR.
`05_portfolio_optimization.py`	Allocation families, frontier, Monte Carlo portfolios, stress tests.
`06_marketdata_offline.py`	Deterministic ticker and universe workflows.
`07_marke tdata_live_cached_financials.py`	Optional live/cached market-data workflow.
`08_root_facades.py`	Root namespace and facade imports.
`09_visualizations.py`	General visualization smoke test.
`10_visualization_theme.py`	Matplotlib/Plotly theme configuration.
` 11_visualize_method_gallery.py`	Object `.visualize()` gallery.
`1 2_option_model_visual_report.py`	Option model charts and reports.
`13_portf olio_credit_visual_dashboard.py`	Portfolio-credit visual dashboard.
`14_scenario_analysis.py`	Cross-domain scenario analysis.
`15_sec_xbrl_fundamentals.py`	SEC-style facts to statements to credit inputs.
`16_fred_rate_curve.py`	Manual and optional live FRED rate curves.
`17_option_chain_analytics.py`	IV smile, IV surface, skew, term structure, rich/cheap, open interest.
`18_option_strategy_builder.py`	Composable option strategies and payoff diagnostics.
`19_portfolio_backtesting.py`	Rebalanced portfolio backtesting and reporting.
`20_risk_dashboard.py`	Integrated portfolio and credit risk dashboard.
`21_exportable_reports.py`	Markdown, HTML, and PDF report export.
`22_derivative_calibration.py`	BSM, SABR, and Heston calibration diagnostics.
`23_data_provenance.py`	Provenance across rates, derivatives, portfolios, credit, dashboards, and reports.

Learning path¶

Run 01_derivatives.py, 02_financial_math.py, and 05_portfolio_optimization.py first.
Run 06_marketdata_offline.py to understand ticker and universe facades without live data.
Run 17_option_chain_analytics.py, 18_option_strategy_builder.py, and 22_derivative_calibration.py for derivatives workflows.
Run 19_portfolio_backtesting.py and 20_risk_dashboard.py for portfolio-risk workflows.
Run 21_exportable_reports.py and 23_data_provenance.py to understand deliverables and audit metadata.

Determinism policy¶

Examples should prefer deterministic fixtures over live providers. If an example can make a network request, it should say so in the file and remain skippable or optional.