Index A | B | C | D | E | F | G | H | I | L | M | N | O | P | Q | R | S | T | U | V | W | Z A add_clause() (pfhedge.instruments.BaseDerivative method) american_binary_payoff() (in module pfhedge.nn.functional) AmericanBinaryOption (class in pfhedge.instruments) AmericanBinaryOption.to() (in module pfhedge.instruments), [1], [2] B Barrier (class in pfhedge.features) BaseDerivative (class in pfhedge.instruments) BaseDerivative.to() (in module pfhedge.instruments), [1], [2] BaseInstrument (class in pfhedge.instruments) BaseInstrument.to() (in module pfhedge.instruments), [1], [2] BaseOption (class in pfhedge.instruments) BasePrimary (class in pfhedge.instruments) BasePrimary.to() (in module pfhedge.instruments), [1], [2] bfloat16() (pfhedge.instruments.BaseInstrument method) bilerp() (in module pfhedge.nn.functional) BlackScholes (class in pfhedge.nn) box_muller() (in module pfhedge.nn.functional) BrownianStock (class in pfhedge.instruments) BrownianStock.to() (in module pfhedge.instruments), [1], [2] bs_american_binary_delta() (in module pfhedge.nn.functional) bs_american_binary_gamma() (in module pfhedge.nn.functional) bs_american_binary_price() (in module pfhedge.nn.functional) bs_american_binary_theta() (in module pfhedge.nn.functional) bs_american_binary_vega() (in module pfhedge.nn.functional) bs_european_binary_delta() (in module pfhedge.nn.functional) bs_european_binary_gamma() (in module pfhedge.nn.functional) bs_european_binary_price() (in module pfhedge.nn.functional) bs_european_binary_theta() (in module pfhedge.nn.functional) bs_european_binary_vega() (in module pfhedge.nn.functional) bs_european_delta() (in module pfhedge.nn.functional) bs_european_gamma() (in module pfhedge.nn.functional) bs_european_price() (in module pfhedge.nn.functional) bs_european_theta() (in module pfhedge.nn.functional) bs_european_vega() (in module pfhedge.nn.functional) bs_lookback_delta() (in module pfhedge.nn.functional) bs_lookback_gamma() (in module pfhedge.nn.functional) bs_lookback_price() (in module pfhedge.nn.functional) bs_lookback_theta() (in module pfhedge.nn.functional) bs_lookback_vega() (in module pfhedge.nn.functional) BSAmericanBinaryOption (class in pfhedge.nn) BSEuropeanBinaryOption (class in pfhedge.nn) BSEuropeanOption (class in pfhedge.nn) BSLookbackOption (class in pfhedge.nn) buffers() (pfhedge.instruments.BasePrimary method) C cash() (pfhedge.nn.HedgeLoss method) CIRRate (class in pfhedge.instruments) CIRRate.to() (in module pfhedge.instruments), [1], [2] Clamp (class in pfhedge.nn) clamp() (in module pfhedge.nn.functional) compute_hedge() (pfhedge.nn.Hedger method) compute_loss() (pfhedge.nn.Hedger method) compute_pl() (pfhedge.nn.Hedger method) compute_pnl() (pfhedge.nn.Hedger method) compute_portfolio() (pfhedge.nn.Hedger method) cpu() (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.BaseInstrument method) (pfhedge.instruments.BasePrimary method) cuda() (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.BaseInstrument method) (pfhedge.instruments.BasePrimary method) D d1() (in module pfhedge.nn.functional) d2() (in module pfhedge.nn.functional) default_init_state (pfhedge.instruments.BasePrimary property) (pfhedge.instruments.BrownianStock property) (pfhedge.instruments.CIRRate property) (pfhedge.instruments.HestonStock property) (pfhedge.instruments.LocalVolatilityStock property) (pfhedge.instruments.MertonJumpStock property) (pfhedge.instruments.RoughBergomiStock property) (pfhedge.instruments.VasicekRate property) delist() (pfhedge.instruments.BaseDerivative method) delta() (in module pfhedge.autogreek) (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) device (pfhedge.instruments.AmericanBinaryOption attribute) (pfhedge.instruments.BaseDerivative attribute) (pfhedge.instruments.BasePrimary attribute) (pfhedge.instruments.EuropeanBinaryOption attribute) (pfhedge.instruments.EuropeanForwardStartOption attribute) (pfhedge.instruments.EuropeanOption attribute) (pfhedge.instruments.LookbackOption attribute) (pfhedge.instruments.VarianceSwap attribute) double() (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.BaseInstrument method) (pfhedge.instruments.BasePrimary method) dtype (pfhedge.instruments.AmericanBinaryOption attribute) (pfhedge.instruments.BaseDerivative attribute) (pfhedge.instruments.BasePrimary attribute) (pfhedge.instruments.EuropeanBinaryOption attribute) (pfhedge.instruments.EuropeanForwardStartOption attribute) (pfhedge.instruments.EuropeanOption attribute) (pfhedge.instruments.LookbackOption attribute) (pfhedge.instruments.VarianceSwap attribute) E Empty (class in pfhedge.features) entropic_risk_measure() (in module pfhedge.nn.functional) EntropicLoss (class in pfhedge.nn) EntropicRiskMeasure (class in pfhedge.nn) european_binary_payoff() (in module pfhedge.nn.functional) european_forward_start_payoff() (in module pfhedge.nn.functional) european_payoff() (in module pfhedge.nn.functional) EuropeanBinaryOption (class in pfhedge.instruments) EuropeanBinaryOption.to() (in module pfhedge.instruments), [1], [2] EuropeanForwardStartOption (class in pfhedge.instruments) EuropeanForwardStartOption.to() (in module pfhedge.instruments), [1], [2] EuropeanOption (class in pfhedge.instruments) EuropeanOption.to() (in module pfhedge.instruments), [1], [2] exp_utility() (in module pfhedge.nn.functional) expected_shortfall() (in module pfhedge.nn.functional) ExpectedShortfall (class in pfhedge.nn) extra_repr() (pfhedge.instruments.BaseInstrument method) F FeatureList (class in pfhedge.features) fit() (pfhedge.nn.Hedger method) float() (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.BaseInstrument method) (pfhedge.instruments.BasePrimary method) float16() (pfhedge.instruments.BaseInstrument method) float32() (pfhedge.instruments.BaseInstrument method) float64() (pfhedge.instruments.BaseInstrument method) forward() (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) (pfhedge.nn.Clamp method) (pfhedge.nn.HedgeLoss method) (pfhedge.nn.Hedger method) (pfhedge.nn.LeakyClamp method) from_derivative() (pfhedge.nn.BSAmericanBinaryOption class method) (pfhedge.nn.BSEuropeanBinaryOption class method) (pfhedge.nn.BSEuropeanOption class method) (pfhedge.nn.BSLookbackOption class method) G gamma() (in module pfhedge.autogreek) (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) generate_brownian() (in module pfhedge.stochastic) generate_cir() (in module pfhedge.stochastic) generate_geometric_brownian() (in module pfhedge.stochastic) generate_heston() (in module pfhedge.stochastic) generate_local_volatility_process() (in module pfhedge.stochastic) generate_merton_jump() (in module pfhedge.stochastic) generate_rough_bergomi() (in module pfhedge.stochastic) generate_vasicek() (in module pfhedge.stochastic) get_buffer() (pfhedge.instruments.BasePrimary method) get_feature() (in module pfhedge.features) get_input() (pfhedge.nn.Hedger method) H half() (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.BaseInstrument method) (pfhedge.instruments.BasePrimary method) HedgeLoss (class in pfhedge.nn) Hedger (class in pfhedge.nn) HestonStock (class in pfhedge.instruments) HestonStock.to() (in module pfhedge.instruments), [1], [2] I implied_volatility() (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) inputs() (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) (pfhedge.nn.WhalleyWilmott method) is_listed (pfhedge.instruments.BaseInstrument property) isoelastic_utility() (in module pfhedge.nn.functional) IsoelasticLoss (class in pfhedge.nn) L leaky_clamp() (in module pfhedge.nn.functional) LeakyClamp (class in pfhedge.nn) list() (pfhedge.instruments.AmericanBinaryOption method) (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.EuropeanBinaryOption method) (pfhedge.instruments.EuropeanForwardStartOption method) (pfhedge.instruments.EuropeanOption method) (pfhedge.instruments.LookbackOption method) (pfhedge.instruments.VarianceSwap method) list_feature_names() (in module pfhedge.features) LocalVolatilityStock (class in pfhedge.instruments) LocalVolatilityStock.to() (in module pfhedge.instruments), [1], [2] log_moneyness() (pfhedge.instruments.AmericanBinaryOption method) (pfhedge.instruments.EuropeanBinaryOption method) (pfhedge.instruments.EuropeanOption method) (pfhedge.instruments.LookbackOption method) (pfhedge.instruments.OptionMixin method) LogMoneyness (class in pfhedge.features) lookback_payoff() (in module pfhedge.nn.functional) LookbackOption (class in pfhedge.instruments) LookbackOption.to() (in module pfhedge.instruments), [1], [2] M max_log_moneyness() (pfhedge.instruments.OptionMixin method) max_moneyness() (pfhedge.instruments.OptionMixin method) MaxLogMoneyness (class in pfhedge.features) MaxMoneyness (class in pfhedge.features) MertonJumpStock (class in pfhedge.instruments) MertonJumpStock.to() (in module pfhedge.instruments), [1], [2] ModuleOutput (class in pfhedge.features) Moneyness (class in pfhedge.features) moneyness() (pfhedge.instruments.AmericanBinaryOption method) (pfhedge.instruments.EuropeanBinaryOption method) (pfhedge.instruments.EuropeanOption method) (pfhedge.instruments.LookbackOption method) (pfhedge.instruments.OptionMixin method) MultiLayerPerceptron (class in pfhedge.nn) N Naked (class in pfhedge.nn) named_buffers() (pfhedge.instruments.BasePrimary method) ncdf() (in module pfhedge.nn.functional) npdf() (in module pfhedge.nn.functional) O Ones (class in pfhedge.features) OptionMixin (class in pfhedge.instruments) P payoff() (pfhedge.instruments.BaseDerivative method) payoff_fn() (pfhedge.instruments.BaseDerivative method) pl() (in module pfhedge.nn.functional) PrevHedge (class in pfhedge.features) price() (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) (pfhedge.nn.Hedger method) Q quadratic_cvar() (in module pfhedge.nn.functional) QuadraticCVaR (class in pfhedge.nn) R randn_antithetic() (in module pfhedge.stochastic) randn_sobol_boxmuller() (in module pfhedge.stochastic) realized_variance() (in module pfhedge.nn.functional) realized_volatility() (in module pfhedge.nn.functional) register_buffer() (pfhedge.instruments.BasePrimary method) RoughBergomiStock (class in pfhedge.instruments) RoughBergomiStock.to() (in module pfhedge.instruments), [1], [2] S simulate() (pfhedge.instruments.AmericanBinaryOption method) (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.BaseInstrument method) (pfhedge.instruments.BasePrimary method) (pfhedge.instruments.BrownianStock method) (pfhedge.instruments.CIRRate method) (pfhedge.instruments.EuropeanBinaryOption method) (pfhedge.instruments.EuropeanForwardStartOption method) (pfhedge.instruments.EuropeanOption method) (pfhedge.instruments.HestonStock method) (pfhedge.instruments.LocalVolatilityStock method) (pfhedge.instruments.LookbackOption method) (pfhedge.instruments.MertonJumpStock method) (pfhedge.instruments.RoughBergomiStock method) (pfhedge.instruments.VarianceSwap method) spot (pfhedge.instruments.BaseDerivative property) (pfhedge.instruments.BaseInstrument property) svi_variance() (in module pfhedge.nn.functional) SVIVariance (class in pfhedge.nn) T terminal_value() (in module pfhedge.nn.functional) theta() (in module pfhedge.autogreek) (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) time_to_maturity() (pfhedge.instruments.AmericanBinaryOption method) (pfhedge.instruments.EuropeanBinaryOption method) (pfhedge.instruments.EuropeanOption method) (pfhedge.instruments.LookbackOption method) (pfhedge.instruments.OptionMixin method) TimeToMaturity (class in pfhedge.features) to() (pfhedge.instruments.AmericanBinaryOption method) (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.BaseInstrument method) (pfhedge.instruments.BasePrimary method) (pfhedge.instruments.BrownianStock method) (pfhedge.instruments.CIRRate method) (pfhedge.instruments.EuropeanBinaryOption method) (pfhedge.instruments.EuropeanForwardStartOption method) (pfhedge.instruments.EuropeanOption method) (pfhedge.instruments.HestonStock method) (pfhedge.instruments.LocalVolatilityStock method) (pfhedge.instruments.LookbackOption method) (pfhedge.instruments.MertonJumpStock method) (pfhedge.instruments.RoughBergomiStock method) (pfhedge.instruments.VarianceSwap method) (pfhedge.instruments.VasicekRate method) topp() (in module pfhedge.nn.functional) U ul() (pfhedge.instruments.AmericanBinaryOption method) (pfhedge.instruments.BaseDerivative method) (pfhedge.instruments.EuropeanBinaryOption method) (pfhedge.instruments.EuropeanForwardStartOption method) (pfhedge.instruments.EuropeanOption method) (pfhedge.instruments.LookbackOption method) (pfhedge.instruments.VarianceSwap method) underlier (pfhedge.instruments.BaseDerivative attribute) UnderlierSpot (class in pfhedge.features) V value_at_risk() (in module pfhedge.nn.functional) Variance (class in pfhedge.features) variance (pfhedge.instruments.BrownianStock property) (pfhedge.instruments.LocalVolatilityStock property) (pfhedge.instruments.MertonJumpStock property) VarianceSwap (class in pfhedge.instruments) VarianceSwap.to() (in module pfhedge.instruments), [1], [2] VasicekRate (class in pfhedge.instruments) VasicekRate.to() (in module pfhedge.instruments), [1], [2] vega() (in module pfhedge.autogreek) (pfhedge.nn.BSAmericanBinaryOption method) (pfhedge.nn.BSEuropeanBinaryOption method) (pfhedge.nn.BSEuropeanOption method) (pfhedge.nn.BSLookbackOption method) Volatility (class in pfhedge.features) volatility (pfhedge.instruments.BrownianStock property) (pfhedge.instruments.HestonStock property) (pfhedge.instruments.MertonJumpStock property) (pfhedge.instruments.RoughBergomiStock property) W WhalleyWilmott (class in pfhedge.nn) width() (pfhedge.nn.WhalleyWilmott method) Z Zeros (class in pfhedge.features)