Core

• Asset Pricing
  • Bond
    • Bond Pricer
      • callable_bond()
      • convertible_bond()
      • coupon_bond()
      • putable_bond()
      • stochastic_rate_bond()
      • zero_coupon_bond()
      • Zero Coupon Bond
      • Coupon Bond
      • Callable Bond
      • Putable Bond
      • Convertible Bond
      • Stochastic Rate Bond
    • Fixed Income Forward
      • fixed_income_forward()
      • Fixed Income Forward
    • 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
      • Functions
      • Examples
    • Asian Option
      • Overview
      • Key Features
      • Classes
      • Functions
      • Examples
    • Black-Scholes-Merton Model
      • Overview
      • Key Features
      • Functions
      • Examples
    • Bermudan Option
      • bermudan_option()
      • Overview
      • Key Features
      • Functions
      • Examples
• Risk
  • Credit Risk
    • Structural Model
      • Functions
      • Detailed Description
    • Reduced Form Model
      • Functions
      • Detailed Description
  • Market Risk
    • Value at Risk (VaR)
      • Functions
      • Usage Example
      • Notes
      • See Also
    • Expected Shortfall (ES)
      • Functions
      • Usage Example
      • Notes
      • See Also
    • Stress Testing
      • Functions
      • Usage Example
      • Notes
      • See Also
    • Scenario Analysis
      • Functions
      • Usage Example
      • Notes
      • See Also
  • Valuation Adjustment
    • Valuation Adjustment API
      • Functions
      • Detailed Description
    • calculate_cva()
    • calculate_dva()
    • calculate_fva()
    • calculate_mva()
  • Greeks
    • Malliavin Greeks for european_option_greeks
    • Malliavin Greeks for Digital Options
    • Malliavin Greeks for Barrier Options
    • Malliavin Greeks for Lookback Options
    • Malliavin Greeks for Basket Options
    • Malliavin Greeks for Asian Options: