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PFHedge documentation

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PFHedge documentation

API

pfhedge.nn
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pfhedge.nn.functional
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pfhedge.instruments
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pfhedge.stochastic
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pfhedge.autogreek
pfhedge.features
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Examples

Getting Started
Example Codes

Notes

Adding clause to derivative
Instrument dtype and device

Development

GitHub

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MaxLogMoneyness¶

class pfhedge.features.MaxLogMoneyness[source]¶

Cumulative maximum of log Moneyness.

Name:: 'max_log_moneyness'

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