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4 changes: 4 additions & 0 deletions .buildinfo
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# Sphinx build info version 1
# This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
config: 2116aff26f83ec397cc5d8b9f9612df7
tags: 645f666f9bcd5a90fca523b33c5a78b7
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6 changes: 6 additions & 0 deletions _sources/api/data/index.rst
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==============
Data fetching
==============

.. currentmodule:: quantflow.data

40 changes: 40 additions & 0 deletions _sources/api/index.rst
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API Reference
==============

.. grid::

.. grid-item-card::

.. toctree::
:maxdepth: 2

sp/index

.. grid-item-card::

.. toctree::
:maxdepth: 2

options/index
.. grid-item-card::

.. toctree::
:maxdepth: 2

ta/index
.. grid::

.. grid-item-card::

.. toctree::
:maxdepth: 2

data/index

.. grid-item-card::

.. toctree::
:maxdepth: 2

utils/index
10 changes: 10 additions & 0 deletions _sources/api/options/index.rst
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==================================
Option Pricing
==================================

.. currentmodule:: quantflow.options

.. toctree::
:maxdepth: 1

vol_surface
8 changes: 8 additions & 0 deletions _sources/api/options/vol_surface.rst
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==================================
VolSurface
==================================

.. module:: quantflow.options.surface

.. autoclass:: VolSurface
:members:
10 changes: 10 additions & 0 deletions _sources/api/sp/cir.rst
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================
CIR
================

The Cox–Ingersoll–Ross (CIR) model

.. currentmodule:: quantflow.sp.cir

.. autoclass:: CIR
:members:
8 changes: 8 additions & 0 deletions _sources/api/sp/compound_poisson.rst
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===================
Compound Poisson
===================

.. currentmodule:: quantflow.sp.poisson

.. autoclass:: CompoundPoissonProcess
:members:
8 changes: 8 additions & 0 deletions _sources/api/sp/heston.rst
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================
Heston process
================

.. currentmodule:: quantflow.sp.heston

.. autoclass:: Heston
:members:
35 changes: 35 additions & 0 deletions _sources/api/sp/index.rst
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===================
Stochastic Process
===================

This page gives an overview of all Stochastic Processes available in the library.

.. _sp:

.. currentmodule:: quantflow.sp.base

.. autoclass:: StochasticProcess
:members:
:noindex:
:autosummary:
:autosummary-nosignatures:

.. autoclass:: StochasticProcess1D
:members:
:noindex:


.. autoclass:: IntensityProcess
:members:
:noindex:

.. toctree::
:maxdepth: 1

weiner
poisson
compound_poisson
ou
cir
jump_diffusion
heston
17 changes: 17 additions & 0 deletions _sources/api/sp/jump_diffusion.rst
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================
Jump diffusions
================

Jump-diffusions models are a class of stochastic processes that combine a diffusion process with a jump process. The jump process is a Poisson process that generates jumps in the value of the underlying asset. The jump-diffusion model is a generalization of the Black-Scholes model that allows for the possibility of large,
discontinuous jumps in the value of the underlying asset.

The most famous jump-diffusion model is the Merton model, which was introduced by Robert Merton in 1976. The Merton model assumes that the underlying asset follows a geometric Brownian motion with jumps that are normally distributed.

.. currentmodule:: quantflow.sp.jump_diffusion

.. autoclass:: JumpDiffusion
:members:


.. autoclass:: Merton
:members:
16 changes: 16 additions & 0 deletions _sources/api/sp/ou.rst
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================
OU Processes
================

These are the classes that implement gaussian and non-gaussian
`Ornstein-Uhlenbeck <https://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_process>` process.


.. currentmodule:: quantflow.sp.ou

.. autoclass:: Vasicek
:members:


.. autoclass:: GammaOU
:members:
8 changes: 8 additions & 0 deletions _sources/api/sp/poisson.rst
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================
Poisson process
================

.. currentmodule:: quantflow.sp.poisson

.. autoclass:: PoissonProcess
:members:
8 changes: 8 additions & 0 deletions _sources/api/sp/weiner.rst
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===============
Weiner process
===============

.. module:: quantflow.sp.weiner

.. autoclass:: WeinerProcess
:members:
10 changes: 10 additions & 0 deletions _sources/api/ta/index.rst
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==================================
Timeseries Analysis
==================================

.. currentmodule:: quantflow.ta

.. toctree::
:maxdepth: 1

ohlc
12 changes: 12 additions & 0 deletions _sources/api/ta/ohlc.rst
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================
OHLC
================

.. currentmodule:: quantflow.ta.ohlc

.. autoclass:: OHLC
:members:
:member-order: groupwise
:member-order: groupwise
:autosummary:
:autosummary-nosignatures:
11 changes: 11 additions & 0 deletions _sources/api/utils/index.rst
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======
Utils
======

.. currentmodule:: quantflow.utils

.. toctree::
:maxdepth: 1

paths
marginal1d
11 changes: 11 additions & 0 deletions _sources/api/utils/marginal1d.rst
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===========
Marginal1D
===========

.. module:: quantflow.utils.marginal

.. autoclass:: Marginal1D
:members:
:member-order: groupwise
:autosummary:
:autosummary-nosignatures:
11 changes: 11 additions & 0 deletions _sources/api/utils/paths.rst
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===========
Paths
===========

.. module:: quantflow.utils.paths

.. autoclass:: Paths
:members:
:member-order: groupwise
:autosummary:
:autosummary-nosignatures:
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