The SdePy PackageΒΆ
- 1. Getting Started
- 2. API Documentation
- 2.1. Overview
- 2.2. Infrastructure
- 2.3. Stochasticity Sources
- 2.3.1. sdepy.source
- 2.3.2. sdepy.wiener_source
- 2.3.3. sdepy.poisson_source
- 2.3.4. sdepy.cpoisson_source
- 2.3.5. sdepy.odd_wiener_source
- 2.3.6. sdepy.even_poisson_source
- 2.3.7. sdepy.even_cpoisson_source
- 2.3.8. sdepy.true_source
- 2.3.9. sdepy.true_wiener_source
- 2.3.10. sdepy.true_poisson_source
- 2.3.11. sdepy.true_cpoisson_source
- 2.3.12. sdepy.norm_rv
- 2.3.13. sdepy.uniform_rv
- 2.3.14. sdepy.exp_rv
- 2.3.15. sdepy.double_exp_rv
- 2.3.16. sdepy.rvmap
- 2.4. SDE Integration Framework
- 2.5. Stochastic Processes
- 2.5.1. sdepy.wiener_process
- 2.5.2. sdepy.lognorm_process
- 2.5.3. sdepy.ornstein_uhlenbeck_process
- 2.5.4. sdepy.hull_white_process
- 2.5.5. sdepy.hull_white_1factor_process
- 2.5.6. sdepy.cox_ingersoll_ross_process
- 2.5.7. sdepy.full_heston_process
- 2.5.8. sdepy.heston_process
- 2.5.9. sdepy.jumpdiff_process
- 2.5.10. sdepy.merton_jumpdiff_process
- 2.5.11. sdepy.kou_jumpdiff_process
- 2.5.12. sdepy.wiener_SDE
- 2.5.13. sdepy.lognorm_SDE
- 2.5.14. sdepy.ornstein_uhlenbeck_SDE
- 2.5.15. sdepy.hull_white_SDE
- 2.5.16. sdepy.cox_ingersoll_ross_SDE
- 2.5.17. sdepy.full_heston_SDE
- 2.5.18. sdepy.heston_SDE
- 2.5.19. sdepy.jumpdiff_SDE
- 2.5.20. sdepy.merton_jumpdiff_SDE
- 2.5.21. sdepy.kou_jumpdiff_SDE
- 2.6. Analytical Results
- 2.6.1. sdepy.wiener_mean
- 2.6.2. sdepy.wiener_var
- 2.6.3. sdepy.wiener_std
- 2.6.4. sdepy.wiener_pdf
- 2.6.5. sdepy.wiener_cdf
- 2.6.6. sdepy.wiener_chf
- 2.6.7. sdepy.lognorm_mean
- 2.6.8. sdepy.lognorm_var
- 2.6.9. sdepy.lognorm_std
- 2.6.10. sdepy.lognorm_pdf
- 2.6.11. sdepy.lognorm_cdf
- 2.6.12. sdepy.lognorm_log_chf
- 2.6.13. sdepy.oruh_mean
- 2.6.14. sdepy.oruh_var
- 2.6.15. sdepy.oruh_std
- 2.6.16. sdepy.oruh_pdf
- 2.6.17. sdepy.oruh_cdf
- 2.6.18. sdepy.hw2f_mean
- 2.6.19. sdepy.hw2f_var
- 2.6.20. sdepy.hw2f_std
- 2.6.21. sdepy.hw2f_pdf
- 2.6.22. sdepy.hw2f_cdf
- 2.6.23. sdepy.cir_mean
- 2.6.24. sdepy.cir_var
- 2.6.25. sdepy.cir_std
- 2.6.26. sdepy.cir_pdf
- 2.6.27. sdepy.heston_log_mean
- 2.6.28. sdepy.heston_log_var
- 2.6.29. sdepy.heston_log_std
- 2.6.30. sdepy.heston_log_pdf
- 2.6.31. sdepy.heston_log_chf
- 2.6.32. sdepy.mjd_log_pdf
- 2.6.33. sdepy.mjd_log_chf
- 2.6.34. sdepy.kou_mean
- 2.6.35. sdepy.kou_log_pdf
- 2.6.36. sdepy.kou_log_chf
- 2.6.37. sdepy.bsd1d2
- 2.6.38. sdepy.bscall
- 2.6.39. sdepy.bscall_delta
- 2.6.40. sdepy.bsput
- 2.6.41. sdepy.bsput_delta
- 2.7. Shortcuts
- 2.8. Testing