API Overview
The API documentation provides detailed information about the modules and classes within the quantmetrics package. Below are the main components:
Calibration: Tools for calibrating options to market data.
Levy Models: Stochastic models for option pricing.
Option Pricing: Interfaces for pricing options using various methods.
Price Calculators: Implementation of closed-form and numerical pricing models.
Implied Volatility: Functions to calculate implied volatility.
Utilities: General-purpose tools for data preprocessing and more.