TorchQuant

Contents:

  • Installation
  • Quickstart Guide
  • API Reference
  • Examples
  • Changelog
TorchQuant
  • Overview: module code

All modules for which code is available

  • torchquantlib.core.asset_pricing.bond.bond_pricer
  • torchquantlib.core.asset_pricing.bond.fixed_income_forward
  • torchquantlib.core.asset_pricing.money.future_pricer
  • torchquantlib.core.asset_pricing.option.american_option
  • torchquantlib.core.asset_pricing.option.bermudan_option
  • torchquantlib.core.asset_pricing.option.black_scholes_merton
  • torchquantlib.core.asset_pricing.option.exotics
  • torchquantlib.core.risk.credit_risk.reduced_form_model
  • torchquantlib.core.risk.market_risk.var
  • torchquantlib.core.risk.valuation_adjustment.valuation_adjustment
  • torchquantlib.models.interest_rate.black_karasinski
  • torchquantlib.models.interest_rate.cir
  • torchquantlib.models.interest_rate.hull_white
  • torchquantlib.models.interest_rate.lmm
  • torchquantlib.models.interest_rate.vasicek
  • torchquantlib.models.local_volatility.dupire_local_volatility
  • torchquantlib.models.stochastic_volatility.heston
  • torchquantlib.models.stochastic_volatility.sabr
  • torchquantlib.utils.seq2seq_pde_solver
  • torchquantlib.utils.yield_curve_construction

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