Index A | B | C | D | E | F | G | H | I | J | L | M | N | O | P | Q | R | S | T | U | V | W | Y A apply_slice() (in module pysvi.calibration) ArbitrageClassification (class in pysvi.diagnostics) ArbitrageFreedom (class in pysvi.models) ArbitrageReport (class in pysvi.diagnostics) atm_vol() (pysvi.surface.VolSurface method) B backend (pysvi.report.SurfaceFitReport attribute) backend() (in module pysvi.models) build_slice_report() (in module pysvi.report) build_surface_report() (in module pysvi.report) butterfly_free (pysvi.diagnostics.SliceArbitrageReport attribute) C calculate_implied_forward() (in module pysvi.calibration) calendar_enforced (pysvi.report.SurfaceFitReport attribute) calendar_free (pysvi.diagnostics.ArbitrageReport attribute) calibrate() (pysvi.models.DirectSVI method) (pysvi.models.ESSVI method) (pysvi.models.JumpWings method) (pysvi.models.NaturalSVI method) (pysvi.models.Parametrization method) (pysvi.models.SABR method) (pysvi.models.SSVI method) (pysvi.models.SVI method) calibrate_slice() (in module pysvi.calibration) calibrate_surface() (in module pysvi.surface) check_arbitrage() (in module pysvi.diagnostics) (pysvi.surface.VolSurface method) check_slice_arbitrage() (in module pysvi.diagnostics) choose_leg() (in module pysvi.calibration) CLASS_EXTRAPOLATION (in module pysvi.diagnostics) classify_arbitrage() (in module pysvi.diagnostics) compute_ivs_vectorized() (in module pysvi.calibration) condition_number() (in module pysvi.identifiability) correlation (pysvi.identifiability.ParameterUncertainty attribute) created_utc (pysvi.report.SurfaceFitReport attribute) curvature() (pysvi.surface.VolSurface method) D d2w_dk2() (pysvi.models.Parametrization method) day_count (pysvi.context.MarketContext attribute) DAY_COUNTS (in module pysvi.context) delta() (pysvi.surface.VolSurface method) density() (pysvi.models.Parametrization method) derivatives() (pysvi.models.ESSVI method) (pysvi.models.JumpWings method) (pysvi.models.NaturalSVI method) (pysvi.models.Parametrization method) (pysvi.models.SSVI method) (pysvi.models.SVI method) diagnose() (pysvi.surface.VolSurface method) diagnostics_tol (pysvi.models.DirectSVI attribute) (pysvi.models.Parametrization attribute) (pysvi.models.SABR attribute) DirectSVI (class in pysvi.models) directsvi_fit() (in module pysvi.models) directsvi_total_variance() (in module pysvi.models) discount() (pysvi.context.MarketContext method) dividend_yield (pysvi.context.MarketContext attribute) dof (pysvi.identifiability.ParameterUncertainty attribute) dw_dk() (pysvi.models.Parametrization method) dw_dT() (pysvi.surface.VolSurface method) E ESSVI (class in pysvi.models) essvi_total_variance() (in module pysvi.models) F FAILURE_MODES (in module pysvi.report) fd_step (pysvi.models.Parametrization attribute) fit() (pysvi.chain.OptionChain method) (pysvi.surface.VolSurface class method) forward() (pysvi.context.MarketContext method) (pysvi.surface.VolSurface method) free_params (pysvi.models.DirectSVI attribute) (pysvi.models.ESSVI attribute) (pysvi.models.JumpWings attribute) (pysvi.models.NaturalSVI attribute) (pysvi.models.Parametrization attribute) (pysvi.models.SABR attribute) (pysvi.models.SSVI attribute) (pysvi.models.SVI attribute) from_dataframe() (pysvi.chain.OptionChain class method) G gamma() (pysvi.surface.VolSurface method) get_model() (in module pysvi.calibration) H holidays (pysvi.context.MarketContext attribute) I identifiability_report() (in module pysvi.identifiability) IdentifiabilityReport (class in pysvi.identifiability) implied_event_variances() (in module pysvi.surface) iv() (pysvi.surface.VolSurface method) iv_rmse (pysvi.report.SliceFitReport attribute) iv_surface_sensitivity() (in module pysvi.identifiability) J JumpWings (class in pysvi.models) jw_total_variance() (in module pysvi.models) L label (pysvi.surface.VarianceEvent attribute) LEE_BOUND (in module pysvi.diagnostics) lee_free (pysvi.diagnostics.SliceArbitrageReport attribute) left_wing_slope (pysvi.diagnostics.SliceArbitrageReport attribute) load() (pysvi.surface.VolSurface class method) M MarketContext (class in pysvi.context) maturities (pysvi.surface.VolSurface property) maturity (pysvi.diagnostics.SliceArbitrageReport attribute) (pysvi.report.SliceFitReport attribute) max_abs_iv_residual (pysvi.report.SliceFitReport attribute) max_lee_violation (pysvi.diagnostics.SliceArbitrageReport attribute) min_calendar_k (pysvi.diagnostics.ArbitrageReport attribute) min_calendar_margin (pysvi.diagnostics.ArbitrageReport attribute) min_calendar_pair (pysvi.diagnostics.ArbitrageReport attribute) min_density (pysvi.diagnostics.SliceArbitrageReport attribute) min_density_k (pysvi.diagnostics.SliceArbitrageReport attribute) min_total_variance (pysvi.diagnostics.SliceArbitrageReport attribute) model (pysvi.report.SurfaceFitReport attribute) module pysvi.calibration pysvi.chain pysvi.context pysvi.diagnostics pysvi.identifiability pysvi.models pysvi.report pysvi.surface N n_grid (pysvi.diagnostics.SliceArbitrageReport attribute) n_invalid (pysvi.diagnostics.SliceArbitrageReport attribute) n_quotes (pysvi.report.SliceFitReport attribute) n_rejected_quotes (pysvi.report.SurfaceFitReport attribute) n_used (pysvi.report.SliceFitReport attribute) names (pysvi.identifiability.ParameterUncertainty attribute) natural_to_raw() (in module pysvi.models) natural_total_variance() (in module pysvi.models) NaturalSVI (class in pysvi.models) NO_BUTTERFLY (pysvi.models.ArbitrageFreedom attribute) NO_CALENDAR (pysvi.models.ArbitrageFreedom attribute) numba_available() (in module pysvi.models) O ok (pysvi.diagnostics.ArbitrageReport property) (pysvi.diagnostics.SliceArbitrageReport property) (pysvi.report.SurfaceDiagnostics property) (pysvi.report.SurfaceFitReport property) OptionChain (class in pysvi.chain) P panel (pysvi.chain.OptionChain property) param_jacobian() (pysvi.models.NaturalSVI method) (pysvi.models.Parametrization method) (pysvi.models.SSVI method) (pysvi.models.SVI method) parameter_uncertainty() (in module pysvi.identifiability) ParameterUncertainty (class in pysvi.identifiability) Parametrization (class in pysvi.models) params() (pysvi.surface.VolSurface method) parse_ticker_info() (in module pysvi.calibration) prepare_slice() (in module pysvi.calibration) price() (pysvi.surface.VolSurface method) pysvi.calibration module pysvi.chain module pysvi.context module pysvi.diagnostics module pysvi.identifiability module pysvi.models module pysvi.report module pysvi.surface module pysvi_version (pysvi.report.SurfaceFitReport attribute) Q QUASI (pysvi.models.ArbitrageFreedom attribute) quote_sensitivity() (in module pysvi.identifiability) quoted_range() (pysvi.report.SurfaceFitReport method) R rate (pysvi.context.MarketContext attribute) rate_at() (pysvi.context.MarketContext method) RateLike (in module pysvi.chain) raw_to_natural() (in module pysvi.models) regularity (pysvi.surface.VolSurface property) rejections (pysvi.chain.OptionChain attribute) right_wing_slope (pysvi.diagnostics.SliceArbitrageReport attribute) rss (pysvi.identifiability.ParameterUncertainty attribute) S SABR (class in pysvi.models) sabr_implied_vol() (in module pysvi.models) sabr_total_variance() (in module pysvi.models) save() (pysvi.surface.VolSurface method) skew() (pysvi.surface.VolSurface method) slice_at() (pysvi.surface.VolSurface method) SLICE_OK (in module pysvi.report) SliceArbitrageReport (class in pysvi.diagnostics) SliceFitReport (class in pysvi.report) slices (pysvi.diagnostics.ArbitrageReport attribute) (pysvi.report.SurfaceFitReport attribute) spot (pysvi.context.MarketContext attribute) SSVI (class in pysvi.models) ssvi_total_variance() (in module pysvi.models) status (pysvi.report.SliceFitReport attribute) std_errors (pysvi.identifiability.ParameterUncertainty attribute) summary() (pysvi.report.SurfaceFitReport method) surface_sensitivity() (in module pysvi.identifiability) SurfaceDiagnostics (class in pysvi.report) SurfaceFitReport (class in pysvi.report) SVI (class in pysvi.models) svi_total_variance() (in module pysvi.models) T theta() (pysvi.surface.VolSurface method) time (pysvi.surface.VarianceEvent attribute) total_variance() (pysvi.models.DirectSVI method) (pysvi.models.ESSVI method) (pysvi.models.JumpWings method) (pysvi.models.NaturalSVI method) (pysvi.models.Parametrization method) (pysvi.models.SABR method) (pysvi.models.SSVI method) (pysvi.models.SVI method) (pysvi.surface.VolSurface method) U use_numba() (in module pysvi.models) V valuation_time (pysvi.context.MarketContext attribute) values (pysvi.identifiability.ParameterUncertainty attribute) variance (pysvi.surface.VarianceEvent attribute) VarianceEvent (class in pysvi.surface) vega() (pysvi.surface.VolSurface method) VolSurface (class in pysvi.surface) W warm_up() (in module pysvi.models) wing_slope_method (pysvi.diagnostics.SliceArbitrageReport attribute) wing_slopes() (pysvi.models.ESSVI method) (pysvi.models.JumpWings method) (pysvi.models.NaturalSVI method) (pysvi.models.Parametrization method) (pysvi.models.SSVI method) (pysvi.models.SVI method) Y year_fraction() (pysvi.context.MarketContext method)