mafipy
0.0.1
mafipy package
mafipy
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Index
B
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D
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F
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M
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P
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R
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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)