Index

B | D | F | M | P | R | S

B

black_payers_swaption_delta() (in module mafipy.function)
black_payers_swaption_value() (in module mafipy.function)
black_payers_swaption_value_fhess_by_strike() (in module mafipy.function)
black_payers_swaption_value_fprime_by_strike() (in module mafipy.function)
black_payers_swaption_value_third_by_strike() (in module mafipy.function)
black_payers_swaption_vega() (in module mafipy.function)
black_payers_swaption_vega_fprime_by_strike() (in module mafipy.function)
black_payers_swaption_volga() (in module mafipy.function)
black_receivers_swaption_value() (in module mafipy.function)
black_scholes_call_delta() (in module mafipy.function)
black_scholes_call_gamma() (in module mafipy.function)
black_scholes_call_rho() (in module mafipy.function)
black_scholes_call_theta() (in module mafipy.function)
black_scholes_call_value() (in module mafipy.function)
black_scholes_call_value_fhess_by_strike() (in module mafipy.function)
black_scholes_call_value_fprime_by_strike() (in module mafipy.function)
black_scholes_call_value_third_by_strike() (in module mafipy.function)
black_scholes_call_vega() (in module mafipy.function)
black_scholes_call_vega_fprime_by_strike() (in module mafipy.function)
black_scholes_call_volga() (in module mafipy.function)
black_scholes_cdf() (in module mafipy.function)
black_scholes_implied_vol() (in module mafipy.calibrator)
black_scholes_pdf() (in module mafipy.function)
black_scholes_put_value() (in module mafipy.function)
black_swaption_cdf() (in module mafipy.function)
black_swaption_implied_vol() (in module mafipy.calibrator)
black_swaption_pdf() (in module mafipy.function)

D

d_fhess_by_strike() (in module mafipy.function)
d_fprime_by_strike() (in module mafipy.function)

F

func_d1() (in module mafipy.function)
func_d2() (in module mafipy.function)

M

mafipy (module)
mafipy.calibrator (module)
mafipy.function (module)
mafipy.replication (module)
mafipy.util (module)
make_cdf_black_scholes() (in module mafipy.replication)
make_cdf_black_swaption() (in module mafipy.replication)
make_pdf_black_swaption() (in module mafipy.replication)
make_pdf_fprime_black_scholes() (in module mafipy.replication)
make_pdf_fprime_black_swaption() (in module mafipy.replication)

P

payoff_bull_spread() (in module mafipy.function)
payoff_bull_spread_fprime() (in module mafipy.function)
payoff_butterfly_spread() (in module mafipy.function)
payoff_call() (in module mafipy.function)
payoff_call_fprime() (in module mafipy.function)
payoff_put() (in module mafipy.function)
payoff_put_fprime() (in module mafipy.function)
payoff_risk_reversal() (in module mafipy.function)
payoff_straddle() (in module mafipy.function)
payoff_strangle() (in module mafipy.function)

R

replicate() (in module mafipy.replication)

S

sabr_atm_implied_vol_hagan() (in module mafipy.function)
sabr_caibration_simple() (in module mafipy.calibrator)
sabr_caibration_west() (in module mafipy.calibrator)
sabr_cdf() (in module mafipy.function)
sabr_implied_vol_hagan() (in module mafipy.function)
sabr_implied_vol_hagan_fhess_by_strike() (in module mafipy.function)
sabr_implied_vol_hagan_fhess_by_underlying() (in module mafipy.function)
sabr_implied_vol_hagan_fprime_by_strike() (in module mafipy.function)
sabr_implied_vol_hagan_fprime_by_underlying() (in module mafipy.function)
sabr_payers_swaption_delta() (in module mafipy.function)
sabr_payers_swaption_value() (in module mafipy.function)
sabr_pdf() (in module mafipy.function)
sabr_receivers_swaption_value() (in module mafipy.function)