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svi-py 0.5.1.dev106+g0e6d8aee3
svi-py 0.5.1.dev106+g0e6d8aee3

Contents

  • Quickstart
  • From option chain to arbitrage-free surface
  • Real-data examples
  • The VolSurface object
  • Parametrizations
    • Raw SVI
    • Natural SVI
    • SSVI (Surface SVI)
    • eSSVI (Extended SSVI)
    • Jump-Wings
    • DirectSVI
    • SABR
  • Arbitrage freeness
  • Calibration pipeline
  • Parameter identifiability
  • Market context and conventions
  • API reference
  • Contributing
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All modules for which code is available

  • pysvi.calibration
  • pysvi.chain
  • pysvi.context
  • pysvi.diagnostics
  • pysvi.identifiability
  • pysvi.models
  • pysvi.report
  • pysvi.surface
  • typing
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