mafipy package¶
Submodules¶
- mafipy.calibrator module
- mafipy.function module
- function (
mafipy.function
)- Black Model
- Black Scholes Model
- Local Volatility model
- Payoff functions
- mafipy.function.payoff_call
- mafipy.function.payoff_call_fprime
- mafipy.function.payoff_put
- mafipy.function.payoff_put_fprime
- mafipy.function.payoff_bull_spread
- mafipy.function.payoff_bull_spread_fprime
- mafipy.function.payoff_straddle
- mafipy.function.payoff_strangle
- mafipy.function.payoff_butterfly_spread
- mafipy.function.payoff_risk_reversal
- SABR model
- function (
- mafipy.replication module
- mafipy.util module