API reference guide¶

AbaQuant has two complementary documentation layers.

The Analytical domains pages explain financial meaning, model choice, assumptions, and workflow design.
The Complete API reference pages document the callable surface module by module, including signatures, parameters, return values, exceptions, methods, properties, inheritance, and source-derived notes.

Choosing an import path¶

Use domain facades for ordinary application code:

from abaquant.derivatives import black_scholes, OptionStrategy
from abaquant.financial_math import present_value, bond_price
from abaquant.portfolio import PortfolioAllocator

Use implementation modules when you need a narrowly scoped dependency or want to inspect the canonical definition:

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

The root abaquant facade is convenient for exploration, but explicit domain imports are easier to audit and less likely to create accidental coupling.

How to read function documentation¶

For each callable, verify these items before use:

Units: decimal rates versus percentages, years versus periods, currency values versus normalized returns.
Compounding: simple, periodic, or continuous conventions.
Sign convention: cash inflow/outflow and long/short position semantics.
Shape: scalar, one-dimensional array, table, or path matrix.
Annualization: observations per year and whether input returns are already annualized.
Failure behavior: validation errors, infeasible optimization, missing data, optional dependencies, and numerical non-convergence.

API stability¶

The documented domain namespaces are the supported v1 import surface. Internal helpers whose names begin with an underscore are excluded from the generated public inventory and may change without a compatibility guarantee.