Skip to content

Commit abab7ce

Browse files
SarcasticMatrixSarcasticMatrix
committed
deploy: eb0960e 
1 parent 1e4695e commit abab7ce

File tree

5 files changed

+1135
-6
lines changed

5 files changed

+1135
-6
lines changed

‎genindex.html‎

Lines changed: 192 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -272,8 +272,200 @@
272272
<h1 id="index">Index</h1>
273273

274274
<div class="genindex-jumpbox">
275+
<a href="#B"><strong>B</strong></a>
276+
| <a href="#C"><strong>C</strong></a>
277+
| <a href="#D"><strong>D</strong></a>
278+
| <a href="#E"><strong>E</strong></a>
279+
| <a href="#F"><strong>F</strong></a>
280+
| <a href="#G"><strong>G</strong></a>
281+
| <a href="#H"><strong>H</strong></a>
282+
| <a href="#M"><strong>M</strong></a>
283+
| <a href="#P"><strong>P</strong></a>
284+
| <a href="#R"><strong>R</strong></a>
285+
| <a href="#S"><strong>S</strong></a>
286+
| <a href="#V"><strong>V</strong></a>
275287

276288
</div>
289+
<h2 id="B">B</h2>
290+
<table style="width: 100%" class="indextable genindextable"><tr>
291+
<td style="width: 33%; vertical-align: top;"><ul>
292+
<li><a href="pages/models.html#hestonpy.models.bates.Bates">Bates (class in hestonpy.models.bates)</a>
293+
</li>
294+
</ul></td>
295+
<td style="width: 33%; vertical-align: top;"><ul>
296+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes">BlackScholes (class in hestonpy.models.blackScholes)</a>
297+
</li>
298+
</ul></td>
299+
</tr></table>
300+
301+
<h2 id="C">C</h2>
302+
<table style="width: 100%" class="indextable genindextable"><tr>
303+
<td style="width: 33%; vertical-align: top;"><ul>
304+
<li><a href="pages/calibration.html#hestonpy.models.calibration.svi.StochasticVolatilityInspired.calibration">calibration() (hestonpy.models.calibration.svi.StochasticVolatilityInspired method)</a>
305+
306+
<ul>
307+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile.calibration">(hestonpy.models.calibration.volatilitySmile.VolatilitySmile method)</a>
308+
</li>
309+
</ul></li>
310+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.call_delta">call_delta() (hestonpy.models.heston.Heston method)</a>
311+
</li>
312+
<li><a href="pages/models.html#hestonpy.models.bates.Bates.call_price">call_price() (hestonpy.models.bates.Bates method)</a>
313+
314+
<ul>
315+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.call_price">(hestonpy.models.blackScholes.BlackScholes method)</a>
316+
</li>
317+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.call_price">(hestonpy.models.heston.Heston method)</a>
318+
</li>
319+
</ul></li>
320+
</ul></td>
321+
<td style="width: 33%; vertical-align: top;"><ul>
322+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.call_vega">call_vega() (hestonpy.models.heston.Heston method)</a>
323+
</li>
324+
<li><a href="pages/models.html#hestonpy.models.bates.Bates.carr_madan_price">carr_madan_price() (hestonpy.models.bates.Bates method)</a>
325+
326+
<ul>
327+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.carr_madan_price">(hestonpy.models.heston.Heston method)</a>
328+
</li>
329+
</ul></li>
330+
<li><a href="pages/models.html#hestonpy.models.bates.Bates.characteristic">characteristic() (hestonpy.models.bates.Bates method)</a>
331+
332+
<ul>
333+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.characteristic">(hestonpy.models.heston.Heston method)</a>
334+
</li>
335+
</ul></li>
336+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile.compute_smile">compute_smile() (hestonpy.models.calibration.volatilitySmile.VolatilitySmile method)</a>
337+
</li>
338+
</ul></td>
339+
</tr></table>
340+
341+
<h2 id="D">D</h2>
342+
<table style="width: 100%" class="indextable genindextable"><tr>
343+
<td style="width: 33%; vertical-align: top;"><ul>
344+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.delta">delta() (hestonpy.models.blackScholes.BlackScholes method)</a>
345+
</li>
346+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.delta_hedging">delta_hedging() (hestonpy.models.blackScholes.BlackScholes method)</a>
347+
</li>
348+
</ul></td>
349+
<td style="width: 33%; vertical-align: top;"><ul>
350+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.delta_surface">delta_surface() (hestonpy.models.blackScholes.BlackScholes method)</a>
351+
</li>
352+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.delta_vega_hedging">delta_vega_hedging() (hestonpy.models.heston.Heston method)</a>
353+
</li>
354+
</ul></td>
355+
</tr></table>
356+
357+
<h2 id="E">E</h2>
358+
<table style="width: 100%" class="indextable genindextable"><tr>
359+
<td style="width: 33%; vertical-align: top;"><ul>
360+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile.evaluate_calibration">evaluate_calibration() (hestonpy.models.calibration.volatilitySmile.VolatilitySmile method)</a>
361+
</li>
362+
</ul></td>
363+
</tr></table>
364+
365+
<h2 id="F">F</h2>
366+
<table style="width: 100%" class="indextable genindextable"><tr>
367+
<td style="width: 33%; vertical-align: top;"><ul>
368+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile.filters">filters() (hestonpy.models.calibration.volatilitySmile.VolatilitySmile method)</a>
369+
</li>
370+
</ul></td>
371+
<td style="width: 33%; vertical-align: top;"><ul>
372+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.fourier_transform_price">fourier_transform_price() (hestonpy.models.heston.Heston method)</a>
373+
</li>
374+
</ul></td>
375+
</tr></table>
376+
377+
<h2 id="G">G</h2>
378+
<table style="width: 100%" class="indextable genindextable"><tr>
379+
<td style="width: 33%; vertical-align: top;"><ul>
380+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.gamma">gamma() (hestonpy.models.blackScholes.BlackScholes method)</a>
381+
</li>
382+
</ul></td>
383+
<td style="width: 33%; vertical-align: top;"><ul>
384+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.gamma_surface">gamma_surface() (hestonpy.models.blackScholes.BlackScholes method)</a>
385+
</li>
386+
</ul></td>
387+
</tr></table>
388+
389+
<h2 id="H">H</h2>
390+
<table style="width: 100%" class="indextable genindextable"><tr>
391+
<td style="width: 33%; vertical-align: top;"><ul>
392+
<li><a href="pages/models.html#hestonpy.models.heston.Heston">Heston (class in hestonpy.models.heston)</a>
393+
</li>
394+
</ul></td>
395+
</tr></table>
396+
397+
<h2 id="M">M</h2>
398+
<table style="width: 100%" class="indextable genindextable"><tr>
399+
<td style="width: 33%; vertical-align: top;"><ul>
400+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.monte_carlo_price">monte_carlo_price() (hestonpy.models.heston.Heston method)</a>
401+
</li>
402+
</ul></td>
403+
</tr></table>
404+
405+
<h2 id="P">P</h2>
406+
<table style="width: 100%" class="indextable genindextable"><tr>
407+
<td style="width: 33%; vertical-align: top;"><ul>
408+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile.plot">plot() (hestonpy.models.calibration.volatilitySmile.VolatilitySmile method)</a>
409+
</li>
410+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.plot_simulation">plot_simulation() (hestonpy.models.blackScholes.BlackScholes method)</a>
411+
412+
<ul>
413+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.plot_simulation">(hestonpy.models.heston.Heston method)</a>
414+
</li>
415+
</ul></li>
416+
</ul></td>
417+
<td style="width: 33%; vertical-align: top;"><ul>
418+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.price_surface">price_surface() (hestonpy.models.heston.Heston method)</a>
419+
</li>
420+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.put_price">put_price() (hestonpy.models.blackScholes.BlackScholes method)</a>
421+
</li>
422+
</ul></td>
423+
</tr></table>
424+
425+
<h2 id="R">R</h2>
426+
<table style="width: 100%" class="indextable genindextable"><tr>
427+
<td style="width: 33%; vertical-align: top;"><ul>
428+
<li><a href="pages/calibration.html#hestonpy.models.calibration.svi.StochasticVolatilityInspired.raw_formulation">raw_formulation() (hestonpy.models.calibration.svi.StochasticVolatilityInspired method)</a>
429+
</li>
430+
</ul></td>
431+
<td style="width: 33%; vertical-align: top;"><ul>
432+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile.reverse_smile">reverse_smile() (hestonpy.models.calibration.volatilitySmile.VolatilitySmile method)</a>
433+
</li>
434+
</ul></td>
435+
</tr></table>
436+
437+
<h2 id="S">S</h2>
438+
<table style="width: 100%" class="indextable genindextable"><tr>
439+
<td style="width: 33%; vertical-align: top;"><ul>
440+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.simulate">simulate() (hestonpy.models.blackScholes.BlackScholes method)</a>
441+
442+
<ul>
443+
<li><a href="pages/models.html#hestonpy.models.heston.Heston.simulate">(hestonpy.models.heston.Heston method)</a>
444+
</li>
445+
</ul></li>
446+
</ul></td>
447+
<td style="width: 33%; vertical-align: top;"><ul>
448+
<li><a href="pages/calibration.html#hestonpy.models.calibration.svi.StochasticVolatilityInspired">StochasticVolatilityInspired (class in hestonpy.models.calibration.svi)</a>
449+
</li>
450+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile.svi_smooth">svi_smooth() (hestonpy.models.calibration.volatilitySmile.VolatilitySmile method)</a>
451+
</li>
452+
</ul></td>
453+
</tr></table>
454+
455+
<h2 id="V">V</h2>
456+
<table style="width: 100%" class="indextable genindextable"><tr>
457+
<td style="width: 33%; vertical-align: top;"><ul>
458+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.vega">vega() (hestonpy.models.blackScholes.BlackScholes method)</a>
459+
</li>
460+
</ul></td>
461+
<td style="width: 33%; vertical-align: top;"><ul>
462+
<li><a href="pages/models.html#hestonpy.models.blackScholes.BlackScholes.volatility_arbitrage">volatility_arbitrage() (hestonpy.models.blackScholes.BlackScholes method)</a>
463+
</li>
464+
<li><a href="pages/calibration.html#hestonpy.models.calibration.volatilitySmile.VolatilitySmile">VolatilitySmile (class in hestonpy.models.calibration.volatilitySmile)</a>
465+
</li>
466+
</ul></td>
467+
</tr></table>
468+
277469

278470

279471
</article>

‎objects.inv‎

359 Bytes
Binary file not shown.

0 commit comments

Comments
 (0)