kuant 0.1.0__tar.gz

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  1. kuant-0.1.0/LICENSE +202 -0
  2. kuant-0.1.0/PKG-INFO +177 -0
  3. kuant-0.1.0/README.md +134 -0
  4. kuant-0.1.0/kuant/__init__.py +14 -0
  5. kuant-0.1.0/kuant/backtest/__init__.py +1 -0
  6. kuant-0.1.0/kuant/core/__init__.py +47 -0
  7. kuant-0.1.0/kuant/core/_bs_common.py +123 -0
  8. kuant-0.1.0/kuant/core/_special_bridge.py +106 -0
  9. kuant-0.1.0/kuant/core/bscall.py +45 -0
  10. kuant-0.1.0/kuant/core/bsput.py +52 -0
  11. kuant-0.1.0/kuant/core/gpdcdf.py +100 -0
  12. kuant-0.1.0/kuant/core/gpdpdf.py +120 -0
  13. kuant-0.1.0/kuant/core/gpdppf.py +103 -0
  14. kuant-0.1.0/kuant/core/lognormccdf.py +61 -0
  15. kuant-0.1.0/kuant/core/lognormcdf.py +104 -0
  16. kuant-0.1.0/kuant/core/logsumexp.py +92 -0
  17. kuant-0.1.0/kuant/core/logtccdf.py +63 -0
  18. kuant-0.1.0/kuant/core/logtcdf.py +104 -0
  19. kuant-0.1.0/kuant/core/normcdf.py +166 -0
  20. kuant-0.1.0/kuant/core/normpdf.py +68 -0
  21. kuant-0.1.0/kuant/core/normppf.py +122 -0
  22. kuant-0.1.0/kuant/core/tcdf.py +85 -0
  23. kuant-0.1.0/kuant/core/tpdf.py +80 -0
  24. kuant-0.1.0/kuant/core/tppf.py +88 -0
  25. kuant-0.1.0/kuant/data/__init__.py +1 -0
  26. kuant-0.1.0/kuant/edgecases/__init__.py +1 -0
  27. kuant-0.1.0/kuant/options/__init__.py +47 -0
  28. kuant-0.1.0/kuant/options/bscallcharm.py +69 -0
  29. kuant-0.1.0/kuant/options/bscalldelta.py +52 -0
  30. kuant-0.1.0/kuant/options/bscallrho.py +49 -0
  31. kuant-0.1.0/kuant/options/bscalltheta.py +67 -0
  32. kuant-0.1.0/kuant/options/bscolor.py +46 -0
  33. kuant-0.1.0/kuant/options/bsgamma.py +32 -0
  34. kuant-0.1.0/kuant/options/bsputcharm.py +68 -0
  35. kuant-0.1.0/kuant/options/bsputdelta.py +51 -0
  36. kuant-0.1.0/kuant/options/bsputrho.py +49 -0
  37. kuant-0.1.0/kuant/options/bsputtheta.py +61 -0
  38. kuant-0.1.0/kuant/options/bsspeed.py +40 -0
  39. kuant-0.1.0/kuant/options/bsvanna.py +37 -0
  40. kuant-0.1.0/kuant/options/bsvega.py +33 -0
  41. kuant-0.1.0/kuant/options/bsvolga.py +41 -0
  42. kuant-0.1.0/kuant/options/bszomma.py +42 -0
  43. kuant-0.1.0/kuant/options/callpayoff.py +74 -0
  44. kuant-0.1.0/kuant/options/deltabucket.py +93 -0
  45. kuant-0.1.0/kuant/options/impvol.py +167 -0
  46. kuant-0.1.0/kuant/options/impvolbisection.py +144 -0
  47. kuant-0.1.0/kuant/options/moneynessbucket.py +111 -0
  48. kuant-0.1.0/kuant/options/putpayoff.py +74 -0
  49. kuant-0.1.0/kuant/portfolio/__init__.py +1 -0
  50. kuant-0.1.0/kuant/qm/__init__.py +45 -0
  51. kuant-0.1.0/kuant/qm/belltest.py +182 -0
  52. kuant-0.1.0/kuant/qm/decoherencescan.py +153 -0
  53. kuant-0.1.0/kuant/qm/ghmm/__init__.py +15 -0
  54. kuant-0.1.0/kuant/qm/ghmm/backward.py +25 -0
  55. kuant-0.1.0/kuant/qm/ghmm/common.py +63 -0
  56. kuant-0.1.0/kuant/qm/ghmm/forward.py +32 -0
  57. kuant-0.1.0/kuant/qm/ghmm/posterior.py +39 -0
  58. kuant-0.1.0/kuant/qm/ghmm/viterbi.py +35 -0
  59. kuant-0.1.0/kuant/qm/hmm/__init__.py +14 -0
  60. kuant-0.1.0/kuant/qm/hmm/backward.py +47 -0
  61. kuant-0.1.0/kuant/qm/hmm/forward.py +143 -0
  62. kuant-0.1.0/kuant/qm/hmm/posterior.py +58 -0
  63. kuant-0.1.0/kuant/qm/hmm/viterbi.py +63 -0
  64. kuant-0.1.0/kuant/qm/nocloningscan.py +153 -0
  65. kuant-0.1.0/kuant/qm/posteriorentropy.py +124 -0
  66. kuant-0.1.0/kuant/qm/zenoscan.py +132 -0
  67. kuant-0.1.0/kuant/queueing/__init__.py +16 -0
  68. kuant-0.1.0/kuant/queueing/hardware.py +101 -0
  69. kuant-0.1.0/kuant/queueing/throttle.py +108 -0
  70. kuant-0.1.0/kuant/signals/__init__.py +1 -0
  71. kuant-0.1.0/kuant/sindy/__init__.py +43 -0
  72. kuant-0.1.0/kuant/sindy/accelerationscan.py +162 -0
  73. kuant-0.1.0/kuant/sindy/grangerscan.py +158 -0
  74. kuant-0.1.0/kuant/sindy/permtest.py +125 -0
  75. kuant-0.1.0/kuant/sindy/pinnscan.py +178 -0
  76. kuant-0.1.0/kuant/sindy/sindylasso.py +181 -0
  77. kuant-0.1.0/kuant/sindy/symbolicscan.py +185 -0
  78. kuant-0.1.0/kuant/stats/__init__.py +29 -0
  79. kuant-0.1.0/kuant/stats/hurstrs.py +151 -0
  80. kuant-0.1.0/kuant/stats/rollargminmax.py +111 -0
  81. kuant-0.1.0/kuant/stats/rollbeta.py +123 -0
  82. kuant-0.1.0/kuant/stats/rollcorr.py +172 -0
  83. kuant-0.1.0/kuant/stats/rollcov.py +118 -0
  84. kuant-0.1.0/kuant/stats/rollema.py +127 -0
  85. kuant-0.1.0/kuant/stats/rollemastd.py +137 -0
  86. kuant-0.1.0/kuant/stats/rollhurst.py +90 -0
  87. kuant-0.1.0/kuant/stats/rollidio.py +74 -0
  88. kuant-0.1.0/kuant/stats/rollmad.py +93 -0
  89. kuant-0.1.0/kuant/stats/rollmean.py +114 -0
  90. kuant-0.1.0/kuant/stats/rollminmax.py +119 -0
  91. kuant-0.1.0/kuant/stats/rollmoments.py +200 -0
  92. kuant-0.1.0/kuant/stats/rollquantile.py +117 -0
  93. kuant-0.1.0/kuant/stats/rollrange.py +25 -0
  94. kuant-0.1.0/kuant/stats/rollrank.py +120 -0
  95. kuant-0.1.0/kuant/stats/rollstd.py +149 -0
  96. kuant-0.1.0/kuant/stats/rollsum.py +95 -0
  97. kuant-0.1.0/kuant/stats/zscore.py +88 -0
  98. kuant-0.1.0/kuant/text/__init__.py +1 -0
  99. kuant-0.1.0/kuant/topology/__init__.py +1 -0
  100. kuant-0.1.0/kuant.egg-info/PKG-INFO +177 -0
  101. kuant-0.1.0/kuant.egg-info/SOURCES.txt +104 -0
  102. kuant-0.1.0/kuant.egg-info/dependency_links.txt +1 -0
  103. kuant-0.1.0/kuant.egg-info/requires.txt +20 -0
  104. kuant-0.1.0/kuant.egg-info/top_level.txt +1 -0
  105. kuant-0.1.0/pyproject.toml +92 -0
  106. kuant-0.1.0/setup.cfg +4 -0
kuant-0.1.0/LICENSE ADDED
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kuant-0.1.0/PKG-INFO ADDED
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+ Metadata-Version: 2.4
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+ Name: kuant
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+ Version: 0.1.0
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+ Summary: GPU-accelerated quantitative research kernels. Kernel × quant.
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+ Author: Orange Shark
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+ License: Apache-2.0
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+ Project-URL: Homepage, https://github.com/Scramblehub/kuant
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+ Project-URL: Repository, https://github.com/Scramblehub/kuant
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+ Project-URL: Issues, https://github.com/Scramblehub/kuant/issues
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+ Project-URL: Documentation, https://github.com/Scramblehub/kuant/tree/main/docs
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+ Keywords: quant,quantitative-finance,options,black-scholes,greeks,implied-volatility,rolling-statistics,hidden-markov-model,sindy,extreme-value-theory,generalized-pareto,student-t,gpu,cupy,numpy
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+ Classifier: Development Status :: 3 - Alpha
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+ Classifier: Intended Audience :: Financial and Insurance Industry
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+ Classifier: Intended Audience :: Science/Research
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+ Classifier: License :: OSI Approved :: Apache Software License
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+ Classifier: Operating System :: OS Independent
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+ Classifier: Programming Language :: Python :: 3
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+ Classifier: Programming Language :: Python :: 3.10
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+ Classifier: Programming Language :: Python :: 3.11
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+ Classifier: Programming Language :: Python :: 3.12
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+ Classifier: Topic :: Scientific/Engineering :: Mathematics
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+ Classifier: Topic :: Office/Business :: Financial :: Investment
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+ Requires-Python: >=3.10
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: numpy>=1.24
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+ Requires-Dist: scipy>=1.11
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+ Provides-Extra: gpu
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+ Requires-Dist: cupy-cuda12x>=12.0; extra == "gpu"
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+ Provides-Extra: dev
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+ Requires-Dist: pytest>=8.0; extra == "dev"
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+ Requires-Dist: pytest-cov>=4.1; extra == "dev"
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+ Requires-Dist: hypothesis>=6.100; extra == "dev"
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+ Requires-Dist: ruff>=0.4; extra == "dev"
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+ Requires-Dist: black>=24.0; extra == "dev"
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+ Provides-Extra: docs
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+ Requires-Dist: sphinx>=7.0; extra == "docs"
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+ Requires-Dist: furo>=2024.0; extra == "docs"
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+ Requires-Dist: myst-parser>=3.0; extra == "docs"
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+ Provides-Extra: all
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+ Requires-Dist: kuant[dev,docs,gpu]; extra == "all"
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+ Dynamic: license-file
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+
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+ # kuant
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+
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+ GPU-accelerated quantitative research kernels. *kernel × quant.*
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+
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+ ## Vision
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+
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+ Standard quant libraries stop at technical indicators and portfolio math.
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+ kuant additionally exposes:
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+
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+ - **Sparse Identification of Nonlinear Dynamics (SINDy)** — null-testing
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+ tools for feature discovery, distilled from real production research
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+ - **Quantum-inspired regime discovery** — HMM state machines, Bell-
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+ inequality-style aggregation tests, retrain-frequency (Zeno) scans
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+ - **Topological Data Analysis (TDA)** — persistent homology, Mapper
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+ algorithm *(planned)*
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+
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+ Combined with GPU-batched primitives (Black-Scholes, rolling statistics,
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+ implied-vol solvers), kuant is a research-grade toolkit for signal
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+ discovery — not just an implementation of textbook indicators.
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+
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+ ## Status
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+
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+ Alpha. **955 tests** across 5 shipped subpackages:
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+
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+ | Subpackage | Kernels | Highlights |
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+ | --- | --- | --- |
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+ | `kuant.core` | 16 | BS pricing (bscall/bsput) + full Gaussian family (normcdf/normpdf/normppf + log-tails) + Student-t (tcdf/tpdf/tppf + log-tails) + Generalized Pareto (gpdcdf/gpdpdf/gpdppf) + logsumexp |
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+ | `kuant.options` | 21 | First-order Greeks (delta/gamma/vega/rho/theta/charm) + second-order (vanna/volga/speed/zomma/color) + payoffs + chain filters + Newton and bisection implied-vol solvers |
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+ | `kuant.stats` | 19 | Rolling primitives with strict-window NaN, plus Hurst (R/S) and rolling Hurst |
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+ | `kuant.qm` | 5 + `hmm`/`ghmm` subpackages | HMM/GHMM inference (forward/backward/viterbi/posterior) + belltest, zenoscan, posteriorentropy, nocloningscan, decoherencescan |
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+ | `kuant.sindy` | 6 | permtest, grangerscan, sindylasso, pinnscan, symbolicscan, accelerationscan |
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+
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+ Each kernel has:
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+
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+ - Full API doc under [`docs/kernels/`](docs/kernels/)
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+ - CPU fallback (numpy path — works on any machine)
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+ - GPU path (cupy — same math, verified for parity)
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+ - Cross-checked test suite (golden values, library reference, cross-kernel identities, machine-precision fd tolerances)
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+
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+ ## Install
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+
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+ ```bash
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+ # CPU-only
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+ pip install kuant
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+
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+ # With GPU
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+ pip install kuant[gpu]
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+
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+ # Some tools have optional heavy dependencies (scikit-learn for belltest,
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+ # statsmodels for grangerscan). Install those separately when needed:
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+ pip install scikit-learn statsmodels
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+ ```
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+
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+ ## Documentation
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+
99
+ - [`docs/kernels/`](docs/kernels/) — per-kernel API docs, one per kernel,
100
+ organized into `core/`, `options/`, `stats/`, `qm/`, `sindy/`
101
+ - [`docs/design/`](docs/design/) — cross-cutting design decisions
102
+ - [`docs/examples/`](docs/examples/) — worked examples
103
+
104
+ Start at [`docs/README.md`](docs/README.md).
105
+
106
+ ## Quick start
107
+
108
+ ```python
109
+ import numpy as np
110
+ from kuant.core import bsput, bsputdelta, normcdf
111
+ from kuant.stats import rollmean, rollstd, zscore, rollcorr
112
+ from kuant.options import impvol
113
+ from kuant.qm.hmm import forward, viterbi
114
+
115
+ # Vectorized Black-Scholes put pricing
116
+ strikes = np.linspace(80, 120, 41)
117
+ prices = bsput(S=100.0, K=strikes, T=1.0, r=0.05, sigma=0.20)
118
+
119
+ # Invert market prices to implied vol
120
+ sigma_iv = impvol(prices, S=100.0, K=strikes, T=1.0, r=0.05, is_call=False)
121
+
122
+ # Rolling z-score of returns
123
+ z = zscore(returns, window=252)
124
+
125
+ # HMM state decoding
126
+ states, log_prob = viterbi(observations, pi, A, B)
127
+ ```
128
+
129
+ ## Repository layout
130
+
131
+ ```folder
132
+ kuant/
133
+ ├── core/ Mathematical primitives (BS family, normal CDF/PDF)
134
+ ├── options/ Options analytics (impvol solver)
135
+ ├── stats/ Rolling and windowed statistics (18 kernels)
136
+ ├── qm/ Quantum-inspired tools (HMM, belltest, zenoscan)
137
+ ├── sindy/ SINDy-adjacent null-testing tools (permtest, grangerscan)
138
+ ├── portfolio/ P&L, drawdown, Sharpe (skeleton)
139
+ ├── backtest/ Simulation engine (skeleton)
140
+ ├── signals/ Signal computation (skeleton)
141
+ ├── topology/ TDA (skeleton)
142
+ ├── text/ Text parsing (skeleton)
143
+ ├── data/ Bar aggregation (skeleton)
144
+ ├── edgecases/ Edge case utilities (skeleton)
145
+ └── queueing/ Hardware throttle + coordination layer
146
+
147
+ docs/
148
+ ├── kernels/ One doc per kernel (grouped by subpackage)
149
+ ├── design/ Cross-cutting design docs
150
+ └── examples/ Worked examples
151
+
152
+ tests/ 1:1 with kernel files; 887 tests total
153
+ ```
154
+
155
+ ## Design principles
156
+
157
+ 1. **CPU-first, GPU-second** — every kernel has a numpy fallback so
158
+ development works on any machine
159
+ 2. **Batched by default** — kernels operate on tensors, not scalars;
160
+ single scalar case is a special call
161
+ 3. **Explicit edge cases** — NaN, zero denominators, empty arrays,
162
+ past-expiry options all handled in-kernel; callers don't need
163
+ defensive wrappers
164
+ 4. **Composable primitives** — each kernel does one thing; complex
165
+ operations build up from atoms
166
+ 5. **Reproducible** — kernels don't touch global state; same inputs
167
+ guarantee same outputs
168
+ 6. **No underscores in the API surface** — `bsput`, not `bs_put`;
169
+ `belltest`, not `bell_test`. Improves typing flow
170
+
171
+ ## Contributing
172
+
173
+ *Contribution guidelines coming as project matures.*
174
+
175
+ ## License
176
+
177
+ Apache 2.0. See [LICENSE](LICENSE).
kuant-0.1.0/README.md ADDED
@@ -0,0 +1,134 @@
1
+ # kuant
2
+
3
+ GPU-accelerated quantitative research kernels. *kernel × quant.*
4
+
5
+ ## Vision
6
+
7
+ Standard quant libraries stop at technical indicators and portfolio math.
8
+ kuant additionally exposes:
9
+
10
+ - **Sparse Identification of Nonlinear Dynamics (SINDy)** — null-testing
11
+ tools for feature discovery, distilled from real production research
12
+ - **Quantum-inspired regime discovery** — HMM state machines, Bell-
13
+ inequality-style aggregation tests, retrain-frequency (Zeno) scans
14
+ - **Topological Data Analysis (TDA)** — persistent homology, Mapper
15
+ algorithm *(planned)*
16
+
17
+ Combined with GPU-batched primitives (Black-Scholes, rolling statistics,
18
+ implied-vol solvers), kuant is a research-grade toolkit for signal
19
+ discovery — not just an implementation of textbook indicators.
20
+
21
+ ## Status
22
+
23
+ Alpha. **955 tests** across 5 shipped subpackages:
24
+
25
+ | Subpackage | Kernels | Highlights |
26
+ | --- | --- | --- |
27
+ | `kuant.core` | 16 | BS pricing (bscall/bsput) + full Gaussian family (normcdf/normpdf/normppf + log-tails) + Student-t (tcdf/tpdf/tppf + log-tails) + Generalized Pareto (gpdcdf/gpdpdf/gpdppf) + logsumexp |
28
+ | `kuant.options` | 21 | First-order Greeks (delta/gamma/vega/rho/theta/charm) + second-order (vanna/volga/speed/zomma/color) + payoffs + chain filters + Newton and bisection implied-vol solvers |
29
+ | `kuant.stats` | 19 | Rolling primitives with strict-window NaN, plus Hurst (R/S) and rolling Hurst |
30
+ | `kuant.qm` | 5 + `hmm`/`ghmm` subpackages | HMM/GHMM inference (forward/backward/viterbi/posterior) + belltest, zenoscan, posteriorentropy, nocloningscan, decoherencescan |
31
+ | `kuant.sindy` | 6 | permtest, grangerscan, sindylasso, pinnscan, symbolicscan, accelerationscan |
32
+
33
+ Each kernel has:
34
+
35
+ - Full API doc under [`docs/kernels/`](docs/kernels/)
36
+ - CPU fallback (numpy path — works on any machine)
37
+ - GPU path (cupy — same math, verified for parity)
38
+ - Cross-checked test suite (golden values, library reference, cross-kernel identities, machine-precision fd tolerances)
39
+
40
+ ## Install
41
+
42
+ ```bash
43
+ # CPU-only
44
+ pip install kuant
45
+
46
+ # With GPU
47
+ pip install kuant[gpu]
48
+
49
+ # Some tools have optional heavy dependencies (scikit-learn for belltest,
50
+ # statsmodels for grangerscan). Install those separately when needed:
51
+ pip install scikit-learn statsmodels
52
+ ```
53
+
54
+ ## Documentation
55
+
56
+ - [`docs/kernels/`](docs/kernels/) — per-kernel API docs, one per kernel,
57
+ organized into `core/`, `options/`, `stats/`, `qm/`, `sindy/`
58
+ - [`docs/design/`](docs/design/) — cross-cutting design decisions
59
+ - [`docs/examples/`](docs/examples/) — worked examples
60
+
61
+ Start at [`docs/README.md`](docs/README.md).
62
+
63
+ ## Quick start
64
+
65
+ ```python
66
+ import numpy as np
67
+ from kuant.core import bsput, bsputdelta, normcdf
68
+ from kuant.stats import rollmean, rollstd, zscore, rollcorr
69
+ from kuant.options import impvol
70
+ from kuant.qm.hmm import forward, viterbi
71
+
72
+ # Vectorized Black-Scholes put pricing
73
+ strikes = np.linspace(80, 120, 41)
74
+ prices = bsput(S=100.0, K=strikes, T=1.0, r=0.05, sigma=0.20)
75
+
76
+ # Invert market prices to implied vol
77
+ sigma_iv = impvol(prices, S=100.0, K=strikes, T=1.0, r=0.05, is_call=False)
78
+
79
+ # Rolling z-score of returns
80
+ z = zscore(returns, window=252)
81
+
82
+ # HMM state decoding
83
+ states, log_prob = viterbi(observations, pi, A, B)
84
+ ```
85
+
86
+ ## Repository layout
87
+
88
+ ```folder
89
+ kuant/
90
+ ├── core/ Mathematical primitives (BS family, normal CDF/PDF)
91
+ ├── options/ Options analytics (impvol solver)
92
+ ├── stats/ Rolling and windowed statistics (18 kernels)
93
+ ├── qm/ Quantum-inspired tools (HMM, belltest, zenoscan)
94
+ ├── sindy/ SINDy-adjacent null-testing tools (permtest, grangerscan)
95
+ ├── portfolio/ P&L, drawdown, Sharpe (skeleton)
96
+ ├── backtest/ Simulation engine (skeleton)
97
+ ├── signals/ Signal computation (skeleton)
98
+ ├── topology/ TDA (skeleton)
99
+ ├── text/ Text parsing (skeleton)
100
+ ├── data/ Bar aggregation (skeleton)
101
+ ├── edgecases/ Edge case utilities (skeleton)
102
+ └── queueing/ Hardware throttle + coordination layer
103
+
104
+ docs/
105
+ ├── kernels/ One doc per kernel (grouped by subpackage)
106
+ ├── design/ Cross-cutting design docs
107
+ └── examples/ Worked examples
108
+
109
+ tests/ 1:1 with kernel files; 887 tests total
110
+ ```
111
+
112
+ ## Design principles
113
+
114
+ 1. **CPU-first, GPU-second** — every kernel has a numpy fallback so
115
+ development works on any machine
116
+ 2. **Batched by default** — kernels operate on tensors, not scalars;
117
+ single scalar case is a special call
118
+ 3. **Explicit edge cases** — NaN, zero denominators, empty arrays,
119
+ past-expiry options all handled in-kernel; callers don't need
120
+ defensive wrappers
121
+ 4. **Composable primitives** — each kernel does one thing; complex
122
+ operations build up from atoms
123
+ 5. **Reproducible** — kernels don't touch global state; same inputs
124
+ guarantee same outputs
125
+ 6. **No underscores in the API surface** — `bsput`, not `bs_put`;
126
+ `belltest`, not `bell_test`. Improves typing flow
127
+
128
+ ## Contributing
129
+
130
+ *Contribution guidelines coming as project matures.*
131
+
132
+ ## License
133
+
134
+ Apache 2.0. See [LICENSE](LICENSE).
@@ -0,0 +1,14 @@
1
+ """kuant — GPU-accelerated quantitative research kernels.
2
+
3
+ kernel × quant.
4
+
5
+ Batched math primitives, options pricing, regime detection, sparse dynamics
6
+ identification, topological data analysis. Built for signal discovery, not
7
+ just textbook indicators.
8
+
9
+ See README for structure, install, design principles.
10
+ """
11
+
12
+ __version__ = "0.0.1"
13
+ __author__ = "kuant contributors"
14
+ __license__ = "Apache-2.0"
@@ -0,0 +1 @@
1
+ """kuant.backtest — see kuant docs for kernels in this category."""
@@ -0,0 +1,47 @@
1
+ """kuant.core — mathematical primitives.
2
+
3
+ Foundational batched kernels that other categories build on. Nothing here
4
+ depends on anything else in kuant (except queueing for throttling).
5
+
6
+ Contains:
7
+ - Base BS pricing: bscall, bsput
8
+ - Gaussian primitives: normcdf, normpdf, normppf, lognormcdf, lognormccdf
9
+ - Student-t family: tcdf, tpdf, tppf, logtcdf, logtccdf
10
+ - Generalized Pareto (POT / EVT): gpdcdf, gpdpdf, gpdppf
11
+ - log-space arithmetic: logsumexp
12
+ - Shared BS setup (imported by kuant.options Greeks): _bs_common
13
+
14
+ Greeks (delta, gamma, vega, rho, theta, charm) live in kuant.options
15
+ because they are option-specific quantities rather than general math.
16
+ """
17
+ from .bscall import bscall
18
+ from .bsput import bsput
19
+ from .gpdcdf import gpdcdf
20
+ from .gpdpdf import gpdpdf
21
+ from .gpdppf import gpdppf
22
+ from .lognormccdf import lognormccdf
23
+ from .lognormcdf import lognormcdf
24
+ from .logsumexp import logsumexp
25
+ from .logtccdf import logtccdf
26
+ from .logtcdf import logtcdf
27
+ from .normcdf import normcdf
28
+ from .normpdf import normpdf
29
+ from .normppf import normppf
30
+ from .tcdf import tcdf
31
+ from .tpdf import tpdf
32
+ from .tppf import tppf
33
+
34
+ __all__ = [
35
+ # Black-Scholes primitives
36
+ "bscall", "bsput",
37
+ # Gaussian family
38
+ "normcdf", "normpdf", "normppf",
39
+ "lognormcdf", "lognormccdf",
40
+ # Student-t family (fat-tail)
41
+ "tcdf", "tpdf", "tppf",
42
+ "logtcdf", "logtccdf",
43
+ # Generalized Pareto (POT / EVT)
44
+ "gpdcdf", "gpdpdf", "gpdppf",
45
+ # log-space arithmetic
46
+ "logsumexp",
47
+ ]