QdpMC
  • Usage
    • Installation
    • Get started
      • Import modules
      • Set up parameters
      • Single-barrier options
      • Calculate Greeks
      • Re-use random numbers
      • Time-varying barrier level
      • Define payoff function
  • API References
    • Structures
      • 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
      • qdpmc.tools.payoffs.plain_vanilla
      • qdpmc.tools.payoffs.cash_or_nothing
      • qdpmc.tools.payoffs.asset_or_nothing
      • qdpmc.tools.payoffs.Payoff
    • Products
      • qdpmc.products.products.SnowballProd
    • Market Models
      • qdpmc.model.market_process.BlackScholes
      • qdpmc.model.market_process.Heston
    • Engines
      • qdpmc.engine.monte_carlo.MonteCarlo
    • Date Utilities
      • qdpmc.dateutil.date.Calendar
QdpMC
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