optPricing 2.0.3__tar.gz → 2.1.0__tar.gz

{optpricing-2.0.3/src/optPricing.egg-info → optpricing-2.1.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
-Name: optPricing
-Version: 2.0.3
+Name: optpricing
+Version: 2.1.0
 Summary: A financial options pricing and analysis library.
 Author-email: Diljit Singh <first_last22@google.com>
 License: # MIT LICENSE
@@ -13,7 +13,7 @@ License: # MIT LICENSE
         
         THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
         
-Project-URL: Homepage, https://diljit22.github.io/quantFin/
+Project-URL: Homepage, https://diljit22.github.io/quantfin/
 Classifier: Programming Language :: Python :: 3
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent
@@ -27,7 +27,6 @@ Requires-Dist: pandas~=2.2.3
 Requires-Dist: numba~=0.61.2
 Requires-Dist: pyyaml~=6.0.2
 Requires-Dist: click~=8.1
-Requires-Dist: polygon-api-client~=1.14.6
 Requires-Dist: typer~=0.15.2
 Requires-Dist: streamlit~=1.45.1
 Requires-Dist: matplotlib~=3.10.1
@@ -45,10 +44,10 @@ Requires-Dist: mkdocs-section-index; extra == "dev"
 Requires-Dist: line_profiler; extra == "dev"
 Dynamic: license-file
 
-# QuantFin
+# optpricing
 
 [![CI/CD](https://github.com/diljit22/quantfin/actions/workflows/ci.yml/badge.svg)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
-[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/optPricing/2.0.0/)
+[![PyPI Version](https://badge.fury.io/py/optpricing.svg)](https://pypi.org/project/optpricing/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
 
@@ -56,9 +55,9 @@ Dynamic: license-file
 
 ## Introduction
 
-Welcome to **QuantFin**, a comprehensive Python toolkit for pricing and calibrating financial derivatives. This library was originally designed for me to learn about the more nuanced methods of quantitative finance and has since grown into a robust framework for analysis.
+Welcome to **optpricing**, a comprehensive Python toolkit for pricing and calibrating financial derivatives. This library was originally designed for me to learn about the more nuanced methods of quantitative finance and has since grown into a robust framework for analysis.
 
-QuantFin is structured around four core pillars:
+optpricing is structured around four core pillars:
 
 - **Atoms**: Fundamental data types (`Option`, `Stock`, `Rate`) that ensure consistency and clarity of inputs across the library.
 - **Models**: A broad library ranging from classical Black-Scholes-Merton to advanced stochastic volatility (Heston, SABR) and jump/Lévy processes.
@@ -73,16 +72,14 @@ Get started in minutes using the command-line interface.
 
 ```bash
 # 1. Install the library with all features, including the dashboard
-pip install "optPricing[app,dev]"
+pip install "optpricing"
 
 # 2. Download historical data for a ticker (used by some models)
-quantfin data download --ticker SPY
+optpricing data download --ticker SPY
 
 # 3. Launch the interactive dashboard to visualize the results
-quantfin dashboard
+optpricing dashboard
 
-# 4. See a demo of the engine
-quantfin demo
 ```
 
 ## Documentation & Links
@@ -90,24 +87,18 @@ quantfin demo
 For a detailed tutorial, full API reference, and more examples, please see the official documentation.
 
 - **Getting Started**:  
-  [Installation Guide](https://diljit22.github.io/quantFin/guide/installation/) ·  
-  [Walkthrough](https://diljit22.github.io/quantFin/guide/getting_started/)
+  [Installation Guide](https://diljit22.github.io/quantfin/guide/installation/) ·  
+  [Walkthrough](https://diljit22.github.io/quantfin/guide/getting_started/)
 
 - **Documentation**:  
-  [API Reference](https://diljit22.github.io/quantFin)
+  [API Reference](https://diljit22.github.io/quantfin)
 
 - **Interactive Dashboard**:  
-  [Launch the UI](https://diljit22.github.io/quantFin/guide/dashboard/)
+  [Launch the UI](https://diljit22.github.io/quantfin/guide/dashboard/)
 
 - **About Me**:  
   [LinkedIn](https://www.linkedin.com/in/singhdiljit/)
 
-To explore all available commands, run:
-
-```bash
-quantfin --help
-```
-
 ## Contributing & License
 
 See [CONTRIBUTING](/CONTRIBUTING.md) and [LICENSE](LICENSE).

{optpricing-2.0.3 → optpricing-2.1.0}/README.md

@@ -1,7 +1,7 @@
-# QuantFin
+# optpricing
 
 [![CI/CD](https://github.com/diljit22/quantfin/actions/workflows/ci.yml/badge.svg)](https://github.com/diljit22/quantfin/actions/workflows/ci.yml)
-[![PyPI Version](https://badge.fury.io/py/quantfin.svg)](https://pypi.org/project/optPricing/2.0.0/)
+[![PyPI Version](https://badge.fury.io/py/optpricing.svg)](https://pypi.org/project/optpricing/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
 
@@ -9,9 +9,9 @@
 
 ## Introduction
 
-Welcome to **QuantFin**, a comprehensive Python toolkit for pricing and calibrating financial derivatives. This library was originally designed for me to learn about the more nuanced methods of quantitative finance and has since grown into a robust framework for analysis.
+Welcome to **optpricing**, a comprehensive Python toolkit for pricing and calibrating financial derivatives. This library was originally designed for me to learn about the more nuanced methods of quantitative finance and has since grown into a robust framework for analysis.
 
-QuantFin is structured around four core pillars:
+optpricing is structured around four core pillars:
 
 - **Atoms**: Fundamental data types (`Option`, `Stock`, `Rate`) that ensure consistency and clarity of inputs across the library.
 - **Models**: A broad library ranging from classical Black-Scholes-Merton to advanced stochastic volatility (Heston, SABR) and jump/Lévy processes.
@@ -26,16 +26,14 @@ Get started in minutes using the command-line interface.
 
 ```bash
 # 1. Install the library with all features, including the dashboard
-pip install "optPricing[app,dev]"
+pip install "optpricing"
 
 # 2. Download historical data for a ticker (used by some models)
-quantfin data download --ticker SPY
+optpricing data download --ticker SPY
 
 # 3. Launch the interactive dashboard to visualize the results
-quantfin dashboard
+optpricing dashboard
 
-# 4. See a demo of the engine
-quantfin demo
 ```
 
 ## Documentation & Links
@@ -43,24 +41,18 @@ quantfin demo
 For a detailed tutorial, full API reference, and more examples, please see the official documentation.
 
 - **Getting Started**:  
-  [Installation Guide](https://diljit22.github.io/quantFin/guide/installation/) ·  
-  [Walkthrough](https://diljit22.github.io/quantFin/guide/getting_started/)
+  [Installation Guide](https://diljit22.github.io/quantfin/guide/installation/) ·  
+  [Walkthrough](https://diljit22.github.io/quantfin/guide/getting_started/)
 
 - **Documentation**:  
-  [API Reference](https://diljit22.github.io/quantFin)
+  [API Reference](https://diljit22.github.io/quantfin)
 
 - **Interactive Dashboard**:  
-  [Launch the UI](https://diljit22.github.io/quantFin/guide/dashboard/)
+  [Launch the UI](https://diljit22.github.io/quantfin/guide/dashboard/)
 
 - **About Me**:  
   [LinkedIn](https://www.linkedin.com/in/singhdiljit/)
 
-To explore all available commands, run:
-
-```bash
-quantfin --help
-```
-
 ## Contributing & License
 
 See [CONTRIBUTING](/CONTRIBUTING.md) and [LICENSE](LICENSE).

{optpricing-2.0.3 → optpricing-2.1.0}/docs/guide/dashboard.md

@@ -1,6 +1,6 @@
 # Using the Interactive Dashboard
 
-The `quantfin` library includes an interactive dashboard built with Streamlit,
+The `optpricing` library includes an interactive dashboard built with Streamlit,
 providing a visual interface for the library's core features.
 
 ## Launching the Dashboard
@@ -8,13 +8,13 @@ providing a visual interface for the library's core features.
 To use the dashboard, you must first install the library with the `[app]` extra dependencies:
 
 ```bash
-pip install optPricing[app]
+pip install optpricing[app]
 ```
 
 Once installed, you can launch the application from your terminal with a single command:
 
 ```bash
-quantfin dashboard
+optpricing dashboard
 ```
 
 This will open the application in a new browser tab.

{optpricing-2.0.3 → optpricing-2.1.0}/docs/guide/getting_started.md

@@ -8,18 +8,18 @@ interface (CLI).
 
 ## 1. Run the Built-In Demo
 
-The quickest way to see QuantFin in action is with the included benchmark script.
+The quickest way to see optpricing in action is with the included benchmark script.
 
 **Prerequisite**: install the library if you haven’t already:
 
 ```bash
-pip install optPricing
+pip install optpricing
 ```
 
 Then execute:
 
 ```bash
-quantfin demo
+optpricing demo
 ```
 
 This will price a standard option across multiple models and techniques and print a
@@ -32,9 +32,9 @@ formatted comparison table.
 First, import and configure the objects you need:
 
 ```python
-from quantfin.atoms import Option, Stock, Rate, OptionType, ZeroCouponBond
-from quantfin.models import BSMModel, VasicekModel, CIRModel
-from quantfin.techniques import ClosedFormTechnique
+from optpricing.atoms import Option, Stock, Rate, OptionType, ZeroCouponBond
+from optpricing.models import BSMModel, VasicekModel, CIRModel
+from optpricing.techniques import ClosedFormTechnique
 
 # 1. Define an option, underlying and rate
 option = Option(strike=105, maturity=1.0, option_type=OptionType.CALL)
@@ -85,7 +85,7 @@ print(f"Implied volatility for price ${target_price:.2f}: {iv:.4%}")
 
 ## 3. Pricing Interest‐Rate Instruments
 
-QuantFin reuses the same pricing interfaces for interest‐rate models:
+optpricing reuses the same pricing interfaces for interest‐rate models:
 
 ```python
 # Zero‐coupon bond maturing in 1 year
@@ -113,7 +113,7 @@ print(f"CIR ZCB Price:     {p_cir:.4f}")
 ### 4.1 Price an Option
 
 ```bash
-quantfin price \
+optpricing price \
   --ticker SPY \
   --strike 500 \
   --maturity 2025-12-19 \
@@ -131,7 +131,7 @@ quantfin price \
 The tools implied-rate command fetches live prices for a call-put pair and calculates the risk-free rate implied by put-call parity.
 
 ```bash
-quantfin tools implied-rate --ticker SPY --strike 500 --maturity 2025-12-19
+optpricing tools implied-rate --ticker SPY --strike 500 --maturity 2025-12-19
 ```
 
 ---
@@ -141,17 +141,17 @@ quantfin tools implied-rate --ticker SPY --strike 500 --maturity 2025-12-19
 Download historical returns (for initial guesses and jump paramaters):
 
 ```bash
-quantfin data download --ticker SPY
+optpricing data download --ticker SPY
 ```
 
 Download a snapshot of the market-data
 
 ```bash
 # For the 25 benchmark stocks use --all
-quantfin data snapshot --all
+optpricing data snapshot --all
 
 # If just a particular ticker use e.g.
-quantfin data snapshot --ticker SPY --ticker AAPL
+optpricing data snapshot --ticker SPY --ticker AAPL
 ```
 
 A simple calibration for the Merton Jump model. The workflow will find the latest market data
@@ -160,7 +160,7 @@ for SPY and solve for the implied volatility that best fits the front-month opti
 The `--verbose` flag provides detailed logs from the workflow.
 
 ```bash
-quantfin calibrate --ticker SPY --model Merton --verbose
+optpricing calibrate --ticker SPY --model Merton --verbose
 ```
 
 The final calibrated parameters are printed to the console and saved to a JSON file in
@@ -173,19 +173,19 @@ the `artifacts/calibrated_params/` directory.
 * Download specific tickers:
 
   ```bash
-  quantfin data download --ticker AAPL --ticker TSLA
+  optpricing data download --ticker AAPL --ticker TSLA
   ```
 
 * Download all defaults (from `config.yaml`):
 
   ```bash
-  quantfin data download --all
+  optpricing data download --all
   ```
 
 * Snapshot the live option chain:
 
   ```bash
-  quantfin data snapshot --ticker NVDA
+  optpricing data snapshot --ticker NVDA
   ```
 
 ---
@@ -206,13 +206,13 @@ pytest
 Make sure you have the `[app]` extras installed:
 
 ```bash
-pip install optPricing[app]
+pip install optpricing[app]
 ```
 
 Then run:
 
 ```bash
-quantfin dashboard
+optpricing dashboard
 ```
 
 This will open the Streamlit application in your browser for interactive exploration.

{optpricing-2.0.3 → optpricing-2.1.0}/docs/guide/installation.md

@@ -1,13 +1,13 @@
 # Installation
 
-The QuantFin library is published on the Python Package Index (PyPI) and can be easily installed using `pip`. A Python version of 3.10 or higher is required.
+The optpricing library is published on the Python Package Index (PyPI) and can be easily installed using `pip`. A Python version of 3.10 or higher is required.
 
 ## Standard Installation
 
 For most use cases, including running the command-line interface for calibration and backtesting, you can install the core library with the following command:
 
 ```bash
-pip install optPricing
+pip install optpricing
 ```
 
 This will install the library and all its core dependencies, such as numpy, scipy, and typer.
@@ -17,17 +17,17 @@ This will install the library and all its core dependencies, such as numpy, scip
 The library includes an optional interactive dashboard built with Streamlit, which provides a visual way to interact with the pricing and calibration tools. To install the core library along with the dependencies needed to run the dashboard, use the [app] extra:
 
 ```bash
-pip install optPricing[app]
+pip install optpricing[app]
 ```
 
 This is the recommended installation if you plan to use the visual tools.
 
 ## Developer Installation
 
-If you wish to contribute to the development of QuantFin, or if you want to make local modifications to the source code, you should clone the repository and install it in "editable" mode.
+If you wish to contribute to the development of optpricing, or if you want to make local modifications to the source code, you should clone the repository and install it in "editable" mode.
 
 ```bash
 git clone https://github.com/diljit22/quantfin.git
-cd quantfin
+cd optpricing
 pip install -e .[app,dev]
 ```

{optpricing-2.0.3 → optpricing-2.1.0}/docs/guide/introduction.md

@@ -1,10 +1,10 @@
 # Introduction
 
-Welcome to the QuantFin library! This documentation is your comprehensive guide to understanding and using all the features this library has to offer.
+Welcome to the optpricing library! This documentation is your comprehensive guide to understanding and using all the features this library has to offer.
 
-## What is QuantFin?
+## What is optpricing?
 
-QuantFin is a Python library designed to provide a toolkit for quantitative finance, with a primary focus on the pricing and analysis of financial derivatives.
+optpricing is a Python library designed to provide a toolkit for quantitative finance, with a primary focus on the pricing and analysis of financial derivatives.
 
 The library is organized around a few core concepts; understanding these will help you navigate the codebase and documentation.
 
@@ -30,6 +30,6 @@ The library was designed with the following principles in mind:
 
 Ready to get started? Head over to:
 
-- [Getting Started](guide/getting_started.md)
-- [API Reference](reference/atoms/index.md)
-- [Interactive Dashboard](guide/dashboard.md)
+- [Getting Started](getting_started.md)
+- [API Reference](../reference/atoms/index.md)
+- [Interactive Dashboard](dashboard.md)

{optpricing-2.0.3 → optpricing-2.1.0}/docs/index.md

@@ -1,16 +1,16 @@
-# Welcome to QuantFin
+# Welcome to optpricing
 
-QuantFin is a Python library for pricing and calibrating financial derivatives.
+optpricing is a Python library for pricing and calibrating financial derivatives.
 
 It features a rich CLI, as well as an interactive dashboard;
 
 ```bash
-quantfin dashboard
+optpricing dashboard
 ```
 
 This will open a Streamlit application in your browser where you can perform calibrations, price options, and visualize results without writing any code.
 
-![QuantFin Calibration Dashboard](images/calibration.png)
+![optpricing Calibration Dashboard](images/calibration.png)
 
 ---
 

optpricing-2.1.0/docs/reference/atoms/bond.md

@@ -0,0 +1,3 @@
+# ZeroCouponBond
+
+::: src.optpricing.atoms.bond.ZeroCouponBond

optpricing-2.1.0/docs/reference/atoms/index.md

@@ -0,0 +1,8 @@
+# Atoms Package
+
+The `atoms` package provides the fundamental data structures used throughout the `optpricing` library. These classes are immutable containers that represent core financial concepts.
+
+- **Stock**: Represents the underlying asset.
+- **Option**: Represents a vanilla option contract, including its type and style.
+- **Rate**: Represents the risk-free interest rate structure.
+- **Bond**: Represents a simple zero-coupon bond.

optpricing-2.1.0/docs/reference/atoms/option.md

@@ -0,0 +1,11 @@
+# Option
+
+::: src.optpricing.atoms.option.Option
+
+## OptionType
+
+::: src.optpricing.atoms.option.OptionType
+
+## ExerciseStyle
+
+::: src.optpricing.atoms.option.ExerciseStyle

optpricing-2.1.0/docs/reference/atoms/rate.md

@@ -0,0 +1,3 @@
+# Rate
+
+::: src.optpricing.atoms.rate.Rate

optpricing-2.1.0/docs/reference/atoms/stock.md

@@ -0,0 +1,3 @@
+# Stock
+
+::: src.optpricing.atoms.stock.Stock

optpricing-2.1.0/docs/reference/calibration/calibrator.md

@@ -0,0 +1,3 @@
+# Calibrator
+
+::: src.optpricing.calibration.calibrator.Calibrator

optpricing-2.1.0/docs/reference/calibration/fit_jump_parameters.md

@@ -0,0 +1,3 @@
+# Fit Jump Parameters
+
+::: src.optpricing.calibration.fit_jump_parameters.fit_jump_params_from_history

{optpricing-2.0.3 → optpricing-2.1.0}/docs/reference/calibration/fit_market_params.md

@@ -4,8 +4,8 @@ This module provides utilities to fit market-implied parameters from option pric
 
 ### Fit Rate and Dividend
 
-::: src.quantfin.calibration.fit_market_params.fit_rate_and_dividend
+::: src.optpricing.calibration.fit_market_params.fit_rate_and_dividend
 
 ### Find ATM Options
 
-::: src.quantfin.calibration.fit_market_params.find_atm_options
+::: src.optpricing.calibration.fit_market_params.find_atm_options

optpricing-2.1.0/docs/reference/calibration/index.md

@@ -0,0 +1,9 @@
+# Calibration Package
+
+The `calibration` package provides a comprehensive suite of tools for fitting financial models to market data, estimating parameters from historical data, and calculating implied volatility surfaces.
+
+- **Calibrator**: The main class for orchestrating the optimization process to fit model parameters to market option prices.
+- **VolatilitySurface**: A class to compute and manage implied volatility surfaces from both market and model-generated prices.
+- **Parameter Fitters**: Utility functions to estimate specific parameters, such as `fit_rate_and_dividend` from put-call parity or `fit_jump_params_from_history` from historical returns.
+- **Technique Selector**: A helper function to automatically select the most efficient pricing technique for a given model.
+- **IV Solvers**: High-performance, vectorized solvers for calculating implied volatility.

optpricing-2.1.0/docs/reference/calibration/iv_surface.md

@@ -0,0 +1,3 @@
+# Volatility Surface
+
+::: src.optpricing.calibration.iv_surface.VolatilitySurface

optpricing-2.1.0/docs/reference/calibration/technique_selector.md

@@ -0,0 +1,3 @@
+# Technique Selector
+
+::: src.optpricing.calibration.technique_selector.select_fastest_technique

optpricing-2.1.0/docs/reference/calibration/vectorized_bsm_iv.md

@@ -0,0 +1,3 @@
+# Vectorized BSM IV Solver
+
+::: src.optpricing.calibration.vectorized_bsm_iv.BSMIVSolver

optpricing-2.1.0/docs/reference/calibration/vectorized_integration_iv.md

@@ -0,0 +1,3 @@
+# Vectorized Integration IV Solver
+
+::: src.optpricing.calibration.vectorized_integration_iv.VectorizedIntegrationIVSolver

optpricing-2.1.0/docs/reference/cli.md

@@ -0,0 +1,9 @@
+# Command-Line Interface (CLI)
+
+The `optpricing` library provides a powerful command-line interface for running common tasks like data downloading, model calibration, and backtesting.
+
+The main entry point is the `optpricing` command. You can see all available commands by running:
+
+```bash
+optpricing --help
+```

{optpricing-2.0.3 → optpricing-2.1.0}/docs/reference/dashboard/plots.md

@@ -4,8 +4,8 @@ This module contains functions for generating visualizations used in the dashboa
 
 ### Volatility Smiles
 
-::: src.quantfin.dashboard.plots.plot_smiles_by_expiry
+::: src.optpricing.dashboard.plots.plot_smiles_by_expiry
 
 ### 3D Volatility Surface
 
-::: src.quantfin.dashboard.plots.plot_iv_surface_3d
+::: src.optpricing.dashboard.plots.plot_iv_surface_3d

{optpricing-2.0.3 → optpricing-2.1.0}/docs/reference/dashboard/service.md

@@ -2,4 +2,4 @@
 
 This file contains the core service layer that drives the dashboard application.
 
-::: src.quantfin.dashboard.service.DashboardService
+::: src.optpricing.dashboard.service.DashboardService

{optpricing-2.0.3 → optpricing-2.1.0}/docs/reference/dashboard/widgets.md

@@ -4,4 +4,4 @@ This module contains reusable Streamlit components for the dashboard.
 
 ### Parity Analysis Widget
 
-::: src.quantfin.dashboard.widgets.render_parity_analysis_widget
+::: src.optpricing.dashboard.widgets.render_parity_analysis_widget

optpricing-2.1.0/docs/reference/data/historical_manager.md

@@ -0,0 +1,3 @@
+# Historical Data Manager
+
+::: src.optpricing.data.historical_manager

optpricing-2.1.0/docs/reference/data/market_data_manager.md

@@ -0,0 +1,3 @@
+# Market Data Manager
+
+::: src.optpricing.data.market_data_manager

optpricing-2.1.0/docs/reference/models/base/base_model.md

@@ -0,0 +1,3 @@
+# BaseModel
+
+::: src.optpricing.models.base.base_model.BaseModel

optpricing-2.1.0/docs/reference/models/base/validators.md

@@ -0,0 +1,3 @@
+# ParamValidator
+
+::: src.optpricing.models.base.validators.ParamValidator

optpricing-2.1.0/docs/reference/models/bates.md

@@ -0,0 +1,3 @@
+# Bates Model
+
+::: src.optpricing.models.bates.BatesModel

optpricing-2.1.0/docs/reference/models/blacks_approx.md

@@ -0,0 +1,3 @@
+# Black's Approximation Model
+
+::: src.optpricing.models.blacks_approx.BlacksApproxModel

optpricing-2.1.0/docs/reference/models/bsm.md

@@ -0,0 +1,3 @@
+# Black-Scholes-Merton Model
+
+::: src.optpricing.models.bsm.BSMModel

optpricing-2.1.0/docs/reference/models/cev.md

@@ -0,0 +1,3 @@
+# CEV Model
+
+::: src.optpricing.models.cev.CEVModel

optpricing-2.1.0/docs/reference/models/cgmy.md

@@ -0,0 +1,3 @@
+# CGMY Model
+
+::: src.optpricing.models.cgmy.CGMYModel

optpricing-2.1.0/docs/reference/models/cir.md

@@ -0,0 +1,3 @@
+# Cox-Ingersoll-Ross (CIR) Model
+
+::: src.optpricing.models.cir.CIRModel

optpricing-2.1.0/docs/reference/models/dupire_local.md

@@ -0,0 +1,3 @@
+# Dupire Local Volatility Model
+
+::: src.optpricing.models.dupire_local.DupireLocalVolModel

optpricing-2.1.0/docs/reference/models/heston.md

@@ -0,0 +1,3 @@
+# Heston Model
+
+::: src.optpricing.models.heston.HestonModel

optpricing-2.1.0/docs/reference/models/hyperbolic.md

@@ -0,0 +1,3 @@
+# Hyperbolic Model
+
+::: src.optpricing.models.hyperbolic.HyperbolicModel

optpricing-2.1.0/docs/reference/models/kou.md

@@ -0,0 +1,3 @@
+# Kou Model
+
+::: src.optpricing.models.kou.KouModel

optpricing-2.1.0/docs/reference/models/merton_jump.md

@@ -0,0 +1,3 @@
+# Merton Jump-Diffusion Model
+
+::: src.optpricing.models.merton_jump.MertonJumpModel

optpricing-2.1.0/docs/reference/models/nig.md

@@ -0,0 +1,3 @@
+# Normal Inverse Gaussian (NIG) Model
+
+::: src.optpricing.models.nig.NIGModel

optpricing-2.1.0/docs/reference/models/perpetual_put.md

@@ -0,0 +1,3 @@
+# Perpetual Put Model
+
+::: src.optpricing.models.perpetual_put.PerpetualPutModel

optpricing-2.1.0/docs/reference/models/sabr.md

@@ -0,0 +1,3 @@
+# SABR Model
+
+::: src.optpricing.models.sabr.SABRModel

optpricing-2.1.0/docs/reference/models/sabr_jump.md

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+# SABR with Jumps Model
+
+::: src.optpricing.models.sabr_jump.SABRJumpModel

optpricing-2.1.0/docs/reference/models/vasicek.md

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+# Vasicek Model
+
+::: src.optpricing.models.vasicek.VasicekModel

optpricing-2.1.0/docs/reference/models/vg.md

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+# Variance Gamma (VG) Model
+
+::: src.optpricing.models.vg.VarianceGammaModel