Update documentation

.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: bb37bb626a9038d45e6d85a75ec138ce
+tags: 645f666f9bcd5a90fca523b33c5a78b7

CNAME

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+quantflow.quantmind.com

_sources/api/data/deribit.rst

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+================
+Deribit
+================
+
+.. currentmodule:: quantflow.data.deribit
+
+.. autoclass:: Deribit
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_sources/api/data/fmp.rst

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+================
+FMP
+================
+
+.. currentmodule:: quantflow.data.fmp
+
+.. autoclass:: FMP
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_sources/api/data/fred.rst

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+================
+Fred
+================
+
+.. currentmodule:: quantflow.data.fred
+
+.. autoclass:: Fred
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_sources/api/data/index.rst

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+==============
+Data fetching
+==============
+
+.. currentmodule:: quantflow.data
+
+The :mod:`quantflow.data` module provides classes and functions for fetching data from various sources.
+To use the module the package must be installed with the optional `data` extra.
+```
+pip install quantflow[data]
+```
+
+.. toctree::
+    :maxdepth: 1
+
+    fmp
+    fred
+    deribit

_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

_sources/api/options/black.rst

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+==================================
+Black Pricing
+==================================
+
+.. module:: quantflow.options.bs
+
+.. autofunction:: black_price
+
+.. autofunction:: black_delta
+
+.. autofunction:: black_vega
+
+.. autofunction:: implied_black_volatility

_sources/api/options/calibration.rst

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+==================================
+Vol Model Calibration
+==================================
+
+.. module:: quantflow.options.calibration
+
+.. autoclass:: VolModelCalibration
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+.. autoclass:: HestonCalibration
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_sources/api/options/index.rst

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+==================================
+Option Pricing
+==================================
+
+.. currentmodule:: quantflow.options
+
+The :mod:`options` module provides classes and functions for pricing and analyzing options.
+The main class is the :class:`.VolSurface` class which is used to represent
+a volatility surface for a given asset.
+A volatility surface is usually created via a :class:`.VolSurfaceLoader` object.
+
+.. toctree::
+    :maxdepth: 1
+
+    vol_surface
+    black
+    pricer
+    calibration

_sources/api/options/pricer.rst

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+==================================
+Option Pricer
+==================================
+
+The option pricer module provides classes for pricing options using
+different stochastic volatility models.
+
+
+.. module:: quantflow.options.pricer
+
+.. autoclass:: OptionPricer
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+.. autoclass:: MaturityPricer
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_sources/api/options/vol_surface.rst

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+==================================
+Vol Surface
+==================================
+
+.. module:: quantflow.options.surface
+
+.. autoclass:: VolSurface
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+.. autoclass:: VolCrossSection
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+.. autoclass:: GenericVolSurfaceLoader
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+.. autoclass:: VolSurfaceLoader
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+.. autoclass:: OptionSelection
+   :members:

_sources/api/sp/cir.rst

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+================
+CIR
+================
+
+The Cox–Ingersoll–Ross (CIR) model
+
+.. currentmodule:: quantflow.sp.cir
+
+.. autoclass:: CIR
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+

_sources/api/sp/compound_poisson.rst

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+===================
+Compound Poisson
+===================
+
+.. currentmodule:: quantflow.sp.poisson
+
+.. autoclass:: CompoundPoissonProcess
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+

_sources/api/sp/heston.rst

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+================
+Heston process
+================
+
+.. currentmodule:: quantflow.sp.heston
+
+.. autoclass:: Heston
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+.. autoclass:: HestonJ
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_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

_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:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+
+.. autoclass:: Merton
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_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:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+
+
+.. autoclass:: GammaOU
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:

_sources/api/sp/poisson.rst

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+================
+Poisson process
+================
+
+.. currentmodule:: quantflow.sp.poisson
+
+.. autoclass:: PoissonProcess
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+

_sources/api/sp/weiner.rst

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+===============
+Weiner process
+===============
+
+.. module:: quantflow.sp.weiner
+
+.. autoclass:: WeinerProcess
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures:
+

_sources/api/ta/index.rst

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+==================================
+Timeseries Analysis
+==================================
+
+.. currentmodule:: quantflow.ta
+
+.. toctree::
+    :maxdepth: 1
+
+    ohlc
+    paths

_sources/api/ta/ohlc.rst

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+================
+OHLC
+================
+
+.. currentmodule:: quantflow.ta.ohlc
+
+.. autoclass:: OHLC
+   :members:
+   :member-order: groupwise
+   :autosummary:
+   :autosummary-nosignatures: