API References ============== Structures ---------- .. autosummary:: :toctree: _autosummary :template: autogen_class_methods.rst :recursive: ~qdpmc.structures.barrier_options.UpOut ~qdpmc.structures.barrier_options.UpIn ~qdpmc.structures.barrier_options.DownOut ~qdpmc.structures.barrier_options.DownIn ~qdpmc.structures.barrier_options.DoubleOut ~qdpmc.structures.barrier_options.DoubleIn ~qdpmc.structures.autocalls.StandardSnowball ~qdpmc.structures.autocalls.UpOutDownIn Payoffs ------- .. autosummary:: :toctree: _autosummary ~qdpmc.tools.payoffs.plain_vanilla ~qdpmc.tools.payoffs.cash_or_nothing ~qdpmc.tools.payoffs.asset_or_nothing .. autosummary:: :toctree: _autosummary :template: autogen_class_methods.rst :recursive: ~qdpmc.tools.payoffs.Payoff Products -------- .. autosummary:: :toctree: _autosummary :template: autogen_class_methods.rst :recursive: ~qdpmc.products.products.SnowballProd Market Models ------------- .. autosummary:: :toctree: _autosummary :template: autogen_class_methods.rst :recursive: ~qdpmc.model.market_process.BlackScholes ~qdpmc.model.market_process.Heston Engines ------- .. autosummary:: :toctree: _autosummary :template: autogen_class_methods.rst :recursive: ~qdpmc.engine.monte_carlo.MonteCarlo Date Utilities -------------- .. autosummary:: :toctree: _autosummary :template: autogen_class_methods.rst :recursive: ~qdpmc.dateutil.date.Calendar