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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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Python Module Index

p
 
p
- pysvi
    pysvi.calibration
    pysvi.chain
    pysvi.context
    pysvi.diagnostics
    pysvi.identifiability
    pysvi.models
    pysvi.report
    pysvi.surface
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