PyPI project
abaquant
2 indexed releases ยท newest sdist 1.0.0rc1 with 167 indexed members
Files in 1.0.0rc1 abaquant-1.0.0rc1.tar.gz
- docs/conf.py
- examples/00_import_all_public_modules.py
- examples/01_derivatives.py
- examples/02_financial_math.py
- examples/03_derivatives_advanced_models.py
- examples/04_credit_risk.py
- examples/05_portfolio_optimization.py
- examples/06_marketdata_offline.py
- examples/07_marketdata_live_cached_financials.py
- examples/08_root_facades.py
- examples/09_visualizations.py
- examples/10_visualization_theme.py
- examples/11_visualize_method_gallery.py
- examples/12_option_model_visual_report.py
- examples/13_portfolio_credit_visual_dashboard.py
- examples/14_scenario_analysis.py
- examples/15_sec_xbrl_fundamentals.py
- examples/16_fred_rate_curve.py
- examples/17_option_chain_analytics.py
- examples/18_option_strategy_builder.py
- examples/19_portfolio_backtesting.py
- examples/20_risk_dashboard.py
- examples/21_exportable_reports.py
- examples/22_derivative_calibration.py
- examples/23_data_provenance.py
- examples/_shared/deterministic_market_provider.py
- examples/_shared/output.py
- examples/_shared/package_bootstrap.py
- examples/_shared/sample_data.py
- examples/applied_marketdata_ticker_options.py
- examples/applied_marketdata_universe_portfolio.py
- examples/cached_financials_credit_example.py
- examples/manual_credit_proxy_example.py
- examples/run_all_deterministic_examples.py
- examples/run_all_visual_examples.py
- scripts/check_documentation.py
- scripts/generate_api_docs.py
- src/abaquant/__init__.py
- src/abaquant/core/__init__.py
- src/abaquant/core/provenance.py
- src/abaquant/credit/__init__.py
- src/abaquant/credit/cdo.py
- src/abaquant/credit/cds.py
- src/abaquant/credit/copula.py
- src/abaquant/credit/data.py
- src/abaquant/credit/distribution.py
- src/abaquant/credit/fundamentals.py
- src/abaquant/credit/risk.py
- src/abaquant/credit/transitions.py
- src/abaquant/credit/types.py
- src/abaquant/credit/valuation.py
- src/abaquant/derivatives/__init__.py
- src/abaquant/derivatives/advanced.py
- src/abaquant/derivatives/analytics/__init__.py
- src/abaquant/derivatives/analytics/distributions.py
- src/abaquant/derivatives/analytics/parity.py
- src/abaquant/derivatives/analytics/volatility.py
- src/abaquant/derivatives/calibration/__init__.py
- src/abaquant/derivatives/calibration/core.py
- src/abaquant/derivatives/calibration/heston.py
- src/abaquant/derivatives/calibration/sabr.py
- src/abaquant/derivatives/comparison.py
- src/abaquant/derivatives/exotics.py
- src/abaquant/derivatives/forwards.py
- src/abaquant/derivatives/models/__init__.py
- src/abaquant/derivatives/models/bachelier.py
- src/abaquant/derivatives/models/binomial.py
- src/abaquant/derivatives/models/black_scholes.py
- src/abaquant/derivatives/models/diagnostics.py
- src/abaquant/derivatives/models/heston.py
- src/abaquant/derivatives/models/merton.py
- src/abaquant/derivatives/models/nig.py
- src/abaquant/derivatives/models/parameters.py
- src/abaquant/derivatives/models/sabr.py
- src/abaquant/derivatives/models/variance_gamma.py
- src/abaquant/derivatives/monte_carlo.py
- src/abaquant/derivatives/numerics/__init__.py
- src/abaquant/derivatives/numerics/carr_madan_fft.py
- src/abaquant/derivatives/numerics/implied_volatility.py
- src/abaquant/derivatives/simulation/__init__.py
- src/abaquant/derivatives/simulation/gbm.py
- src/abaquant/derivatives/simulation/levy.py
- src/abaquant/derivatives/simulation/merton.py
- src/abaquant/derivatives/strategies.py
- src/abaquant/derivatives/trees.py
- src/abaquant/derivatives/types.py
- src/abaquant/derivatives/validation.py
- src/abaquant/derivatives/vanilla.py
- src/abaquant/financial_math/__init__.py
- src/abaquant/financial_math/annuities.py
- src/abaquant/financial_math/bonds.py
- src/abaquant/financial_math/cashflows.py
- src/abaquant/financial_math/corporate.py
- src/abaquant/financial_math/equity.py
- src/abaquant/financial_math/loans.py
- src/abaquant/financial_math/portfolio.py
- src/abaquant/financial_math/rates.py
- src/abaquant/financial_math/risk.py
- src/abaquant/financial_math/tvm.py
- src/abaquant/marketdata/__init__.py
- src/abaquant/marketdata/errors.py
- src/abaquant/marketdata/financials/__init__.py
- src/abaquant/marketdata/financials/cache.py
- src/abaquant/marketdata/financials/facade.py
- src/abaquant/marketdata/financials/input_builder.py
- src/abaquant/marketdata/financials/line_item_resolver.py
- src/abaquant/marketdata/financials/models.py
- src/abaquant/marketdata/financials/normalizer.py
- src/abaquant/marketdata/financials/repository.py
- src/abaquant/marketdata/models.py
- src/abaquant/marketdata/option_chain_analytics.py
- src/abaquant/marketdata/providers/__init__.py
- src/abaquant/marketdata/providers/base.py
- src/abaquant/marketdata/providers/financial_statements.py
- src/abaquant/marketdata/providers/history.py
- src/abaquant/marketdata/providers/options.py
- src/abaquant/marketdata/providers/quotes.py
- src/abaquant/marketdata/providers/sec.py
- src/abaquant/marketdata/providers/yahoo.py
- src/abaquant/marketdata/sessions.py
- src/abaquant/marketdata/ticker.py
- src/abaquant/marketdata/universe.py
- src/abaquant/marketdata/universe_history.py
- src/abaquant/marketdata/universe_portfolio.py
- src/abaquant/marketdata/universe_statistics.py
- src/abaquant/portfolio/__init__.py
- src/abaquant/portfolio/backtesting.py
- src/abaquant/portfolio/data.py
- src/abaquant/portfolio/efficient_frontier.py
- src/abaquant/portfolio/hierarchical.py
- src/abaquant/portfolio/optimization.py
- src/abaquant/portfolio/risk_metrics.py
- src/abaquant/portfolio/solvers.py
- src/abaquant/portfolio/stress_testing.py
- src/abaquant/rates/__init__.py
- src/abaquant/reports/__init__.py
- src/abaquant/reports/exportable.py
- src/abaquant/risk/__init__.py
- src/abaquant/risk/dashboard.py
- src/abaquant/visualization/__init__.py
- src/abaquant/visualization/core.py
- src/abaquant/visualization/credit.py
- src/abaquant/visualization/dashboard.py
- src/abaquant/visualization/market.py
- src/abaquant/visualization/options.py
- src/abaquant/visualization/portfolio.py
- tests/__init__.py
- tests/cases.py
- tests/conftest.py
- tests/test_calibration_tools.py
- tests/test_data_provenance.py
- tests/test_exportable_reports.py
- tests/test_financial_statement_cache.py
- tests/test_forwards_compounding.py
- tests/test_fred_rate_provider.py
- tests/test_manual_credit_proxy.py
- tests/test_marketdata.py
- tests/test_marketdata_universe.py
- tests/test_option_strategy.py
- tests/test_portfolio_backtesting.py
- tests/test_results.py
- tests/test_risk_dashboard.py
- tests/test_scenario_analysis.py
- tests/test_sec_xbrl_provider.py
- tests/test_v1_module_structure.py
- tests/test_visualization_theme.py
- tests/test_visualizations.py