pfhedge.instruments¶
Base Class¶
Base class for all financial instruments. |
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Base class for all primary instruments. |
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Base class for all derivatives. |
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Mixin class for options. |
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(deprecated) Base class for options. |
Primary Instruments¶
A stock of which spot prices follow the geometric Brownian motion. |
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A stock of which spot price and variance follow Heston process. |
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A stock of which spot prices follow the local volatility model. |
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A stock of which spot price and variance follow Merton Jump Diffusion process. |
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A stock of which spot price and variance follow rough Bergomi (rBergomi) process. |
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A rate which follow the CIR process. |
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A rate which follow the Vasicek model. |
Derivative Instruments¶
American binary option. |
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European binary option. |
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European forward start option. |
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European option. |
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Lookback option with fixed strike. |
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Variance swap. |