Quantmetrics Documentation

Welcome to the quantmetrics Python package, a comprehensive library for option pricing, calibration, and risk management. This package simplifies complex financial computations through modular, reusable tools.

Contents

Sections:

• Usage Guide
• Examples
  • Calculating Option Prices
  • Monte Carlo Simulations
  • Efficient Frontier Construction
• API Overview
  • Levy Models
  • Option pricing
  • Price Calculators
• References
  • Sphinx and Python

API Documentation

Explore the detailed documentation of the core modules and their functionality.

Modules:

• Levy Models
  • Modules
  • Classes
• Option pricing
• Price Calculators
  • Modules
  • Classes