TorchQuant

Contents:

  • Installation
  • Quickstart Guide
  • API Reference
  • Examples
  • Changelog
TorchQuant
  • API Reference
  • Core
  • Asset Pricing
  • View page source

Asset Pricing

  • Bond
    • Bond Pricer
      • callable_bond()
      • convertible_bond()
      • coupon_bond()
      • putable_bond()
      • stochastic_rate_bond()
      • zero_coupon_bond()
      • Zero Coupon Bond
        • zero_coupon_bond()
        • Usage Example
      • Coupon Bond
        • coupon_bond()
        • Usage Example
      • Callable Bond
        • callable_bond()
        • Usage Example
      • Putable Bond
        • putable_bond()
        • Usage Example
      • Convertible Bond
        • convertible_bond()
        • Usage Example
      • Stochastic Rate Bond
        • stochastic_rate_bond()
        • Usage Example
    • Fixed Income Forward
      • fixed_income_forward()
      • Fixed Income Forward
        • fixed_income_forward()
        • Usage Example
        • Formula
    • callable_bond()
    • convertible_bond()
    • coupon_bond()
    • putable_bond()
    • stochastic_rate_bond()
    • zero_coupon_bond()
    • fixed_income_forward()
  • Money Market
    • Future Pricer
      • future_pricer()
      • future_pricer()
      • Formula
      • Limitations
    • future_pricer()
  • Option
    • American Option
      • american_option()
      • Overview
      • Key Features
      • Classes
        • AmericanOption
      • Functions
      • Examples
    • Asian Option
      • Overview
      • Key Features
      • Classes
        • AsianOption
      • Functions
      • Examples
    • Black-Scholes-Merton Model
      • Overview
      • Key Features
      • Functions
        • black_scholes_merton()
      • Examples
    • Bermudan Option
      • bermudan_option()
      • Overview
      • Key Features
      • Functions
        • bermudan_option()
      • Examples
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