CHANGELOG.md
CITATION.cff
CODE_OF_CONDUCT.md
CONTRIBUTING.md
LICENSE
MANIFEST.in
README.md
SECURITY.md
pyproject.toml
docs/conf.py
docs/index.rst
docs/_static/custom.css
docs/api/index.rst
docs/api/root.rst
docs/api/core/index.rst
docs/api/core/provenance.rst
docs/api/credit/cdo.rst
docs/api/credit/cds.rst
docs/api/credit/copula.rst
docs/api/credit/data.rst
docs/api/credit/distribution.rst
docs/api/credit/fundamentals.rst
docs/api/credit/index.rst
docs/api/credit/risk.rst
docs/api/credit/transitions.rst
docs/api/credit/types.rst
docs/api/credit/valuation.rst
docs/api/derivatives/advanced.rst
docs/api/derivatives/comparison.rst
docs/api/derivatives/exotics.rst
docs/api/derivatives/forwards.rst
docs/api/derivatives/index.rst
docs/api/derivatives/monte_carlo.rst
docs/api/derivatives/strategies.rst
docs/api/derivatives/trees.rst
docs/api/derivatives/types.rst
docs/api/derivatives/validation.rst
docs/api/derivatives/vanilla.rst
docs/api/derivatives/analytics/distributions.rst
docs/api/derivatives/analytics/index.rst
docs/api/derivatives/analytics/parity.rst
docs/api/derivatives/analytics/volatility.rst
docs/api/derivatives/calibration/core.rst
docs/api/derivatives/calibration/heston.rst
docs/api/derivatives/calibration/index.rst
docs/api/derivatives/calibration/sabr.rst
docs/api/derivatives/models/bachelier.rst
docs/api/derivatives/models/binomial.rst
docs/api/derivatives/models/black_scholes.rst
docs/api/derivatives/models/diagnostics.rst
docs/api/derivatives/models/heston.rst
docs/api/derivatives/models/index.rst
docs/api/derivatives/models/merton.rst
docs/api/derivatives/models/nig.rst
docs/api/derivatives/models/parameters.rst
docs/api/derivatives/models/sabr.rst
docs/api/derivatives/models/variance_gamma.rst
docs/api/derivatives/numerics/carr_madan_fft.rst
docs/api/derivatives/numerics/implied_volatility.rst
docs/api/derivatives/numerics/index.rst
docs/api/derivatives/simulation/gbm.rst
docs/api/derivatives/simulation/index.rst
docs/api/derivatives/simulation/levy.rst
docs/api/derivatives/simulation/merton.rst
docs/api/financial_math/annuities.rst
docs/api/financial_math/bonds.rst
docs/api/financial_math/cashflows.rst
docs/api/financial_math/corporate.rst
docs/api/financial_math/equity.rst
docs/api/financial_math/index.rst
docs/api/financial_math/loans.rst
docs/api/financial_math/portfolio.rst
docs/api/financial_math/rates.rst
docs/api/financial_math/risk.rst
docs/api/financial_math/tvm.rst
docs/api/marketdata/errors.rst
docs/api/marketdata/index.rst
docs/api/marketdata/models.rst
docs/api/marketdata/option_chain_analytics.rst
docs/api/marketdata/sessions.rst
docs/api/marketdata/ticker.rst
docs/api/marketdata/universe.rst
docs/api/marketdata/universe_history.rst
docs/api/marketdata/universe_portfolio.rst
docs/api/marketdata/universe_statistics.rst
docs/api/marketdata/financials/cache.rst
docs/api/marketdata/financials/facade.rst
docs/api/marketdata/financials/index.rst
docs/api/marketdata/financials/input_builder.rst
docs/api/marketdata/financials/line_item_resolver.rst
docs/api/marketdata/financials/models.rst
docs/api/marketdata/financials/normalizer.rst
docs/api/marketdata/financials/repository.rst
docs/api/marketdata/providers/base.rst
docs/api/marketdata/providers/financial_statements.rst
docs/api/marketdata/providers/history.rst
docs/api/marketdata/providers/index.rst
docs/api/marketdata/providers/options.rst
docs/api/marketdata/providers/quotes.rst
docs/api/marketdata/providers/sec.rst
docs/api/marketdata/providers/yahoo.rst
docs/api/portfolio/backtesting.rst
docs/api/portfolio/data.rst
docs/api/portfolio/efficient_frontier.rst
docs/api/portfolio/hierarchical.rst
docs/api/portfolio/index.rst
docs/api/portfolio/optimization.rst
docs/api/portfolio/risk_metrics.rst
docs/api/portfolio/solvers.rst
docs/api/portfolio/stress_testing.rst
docs/api/rates/index.rst
docs/api/reports/exportable.rst
docs/api/reports/index.rst
docs/api/risk/dashboard.rst
docs/api/risk/index.rst
docs/api/visualization/core.rst
docs/api/visualization/credit.rst
docs/api/visualization/dashboard.rst
docs/api/visualization/index.rst
docs/api/visualization/market.rst
docs/api/visualization/options.rst
docs/api/visualization/portfolio.rst
docs/development/index.rst
docs/development/release-notes.rst
docs/development/workflow.rst
docs/domains/assumptions.rst
docs/domains/credit.rst
docs/domains/derivatives.rst
docs/domains/financial-math.rst
docs/domains/index.rst
docs/domains/marketdata.rst
docs/domains/portfolio.rst
docs/domains/rates.rst
docs/domains/visualization-reports.rst
docs/getting-started/conventions.rst
docs/getting-started/index.rst
docs/getting-started/installation.rst
docs/getting-started/quickstart.rst
docs/operations/examples.rst
docs/operations/index.rst
docs/reference/api.rst
docs/reference/api_stability.rst
docs/reference/architecture.rst
docs/reference/index.rst
docs/reference/provenance.rst
examples/00_import_all_public_modules.py
examples/01_derivatives.py
examples/02_financial_math.py
examples/03_derivatives_advanced_models.py
examples/04_credit_risk.py
examples/05_portfolio_optimization.py
examples/06_marketdata_offline.py
examples/07_marketdata_live_cached_financials.py
examples/08_root_facades.py
examples/09_visualizations.py
examples/10_visualization_theme.py
examples/11_visualize_method_gallery.py
examples/12_option_model_visual_report.py
examples/13_portfolio_credit_visual_dashboard.py
examples/14_scenario_analysis.py
examples/15_sec_xbrl_fundamentals.py
examples/16_fred_rate_curve.py
examples/17_option_chain_analytics.py
examples/18_option_strategy_builder.py
examples/19_portfolio_backtesting.py
examples/20_risk_dashboard.py
examples/21_exportable_reports.py
examples/22_derivative_calibration.py
examples/23_data_provenance.py
examples/applied_marketdata_ticker_options.py
examples/applied_marketdata_universe_portfolio.py
examples/cached_financials_credit_example.py
examples/manual_credit_proxy_example.py
examples/run_all_deterministic_examples.py
examples/run_all_visual_examples.py
examples/_shared/deterministic_market_provider.py
examples/_shared/output.py
examples/_shared/package_bootstrap.py
examples/_shared/sample_data.py
requirements/minimum.txt
scripts/check_documentation.py
scripts/generate_api_docs.py
src/abaquant/__init__.py
src/abaquant/py.typed
src/abaquant.egg-info/PKG-INFO
src/abaquant.egg-info/SOURCES.txt
src/abaquant.egg-info/dependency_links.txt
src/abaquant.egg-info/requires.txt
src/abaquant.egg-info/top_level.txt
src/abaquant/core/__init__.py
src/abaquant/core/provenance.py
src/abaquant/credit/__init__.py
src/abaquant/credit/cdo.py
src/abaquant/credit/cds.py
src/abaquant/credit/copula.py
src/abaquant/credit/data.py
src/abaquant/credit/distribution.py
src/abaquant/credit/fundamentals.py
src/abaquant/credit/risk.py
src/abaquant/credit/transitions.py
src/abaquant/credit/types.py
src/abaquant/credit/valuation.py
src/abaquant/derivatives/__init__.py
src/abaquant/derivatives/advanced.py
src/abaquant/derivatives/comparison.py
src/abaquant/derivatives/exotics.py
src/abaquant/derivatives/forwards.py
src/abaquant/derivatives/monte_carlo.py
src/abaquant/derivatives/strategies.py
src/abaquant/derivatives/trees.py
src/abaquant/derivatives/types.py
src/abaquant/derivatives/validation.py
src/abaquant/derivatives/vanilla.py
src/abaquant/derivatives/analytics/__init__.py
src/abaquant/derivatives/analytics/distributions.py
src/abaquant/derivatives/analytics/parity.py
src/abaquant/derivatives/analytics/volatility.py
src/abaquant/derivatives/calibration/__init__.py
src/abaquant/derivatives/calibration/core.py
src/abaquant/derivatives/calibration/heston.py
src/abaquant/derivatives/calibration/sabr.py
src/abaquant/derivatives/models/__init__.py
src/abaquant/derivatives/models/bachelier.py
src/abaquant/derivatives/models/binomial.py
src/abaquant/derivatives/models/black_scholes.py
src/abaquant/derivatives/models/diagnostics.py
src/abaquant/derivatives/models/heston.py
src/abaquant/derivatives/models/merton.py
src/abaquant/derivatives/models/nig.py
src/abaquant/derivatives/models/parameters.py
src/abaquant/derivatives/models/sabr.py
src/abaquant/derivatives/models/variance_gamma.py
src/abaquant/derivatives/numerics/__init__.py
src/abaquant/derivatives/numerics/carr_madan_fft.py
src/abaquant/derivatives/numerics/implied_volatility.py
src/abaquant/derivatives/simulation/__init__.py
src/abaquant/derivatives/simulation/gbm.py
src/abaquant/derivatives/simulation/levy.py
src/abaquant/derivatives/simulation/merton.py
src/abaquant/financial_math/__init__.py
src/abaquant/financial_math/annuities.py
src/abaquant/financial_math/bonds.py
src/abaquant/financial_math/cashflows.py
src/abaquant/financial_math/corporate.py
src/abaquant/financial_math/equity.py
src/abaquant/financial_math/loans.py
src/abaquant/financial_math/portfolio.py
src/abaquant/financial_math/rates.py
src/abaquant/financial_math/risk.py
src/abaquant/financial_math/tvm.py
src/abaquant/marketdata/__init__.py
src/abaquant/marketdata/errors.py
src/abaquant/marketdata/models.py
src/abaquant/marketdata/option_chain_analytics.py
src/abaquant/marketdata/sessions.py
src/abaquant/marketdata/ticker.py
src/abaquant/marketdata/universe.py
src/abaquant/marketdata/universe_history.py
src/abaquant/marketdata/universe_portfolio.py
src/abaquant/marketdata/universe_statistics.py
src/abaquant/marketdata/financials/__init__.py
src/abaquant/marketdata/financials/cache.py
src/abaquant/marketdata/financials/facade.py
src/abaquant/marketdata/financials/input_builder.py
src/abaquant/marketdata/financials/line_item_resolver.py
src/abaquant/marketdata/financials/models.py
src/abaquant/marketdata/financials/normalizer.py
src/abaquant/marketdata/financials/repository.py
src/abaquant/marketdata/providers/__init__.py
src/abaquant/marketdata/providers/base.py
src/abaquant/marketdata/providers/financial_statements.py
src/abaquant/marketdata/providers/history.py
src/abaquant/marketdata/providers/options.py
src/abaquant/marketdata/providers/quotes.py
src/abaquant/marketdata/providers/sec.py
src/abaquant/marketdata/providers/yahoo.py
src/abaquant/portfolio/__init__.py
src/abaquant/portfolio/backtesting.py
src/abaquant/portfolio/data.py
src/abaquant/portfolio/efficient_frontier.py
src/abaquant/portfolio/hierarchical.py
src/abaquant/portfolio/optimization.py
src/abaquant/portfolio/risk_metrics.py
src/abaquant/portfolio/solvers.py
src/abaquant/portfolio/stress_testing.py
src/abaquant/rates/__init__.py
src/abaquant/reports/__init__.py
src/abaquant/reports/exportable.py
src/abaquant/risk/__init__.py
src/abaquant/risk/dashboard.py
src/abaquant/visualization/__init__.py
src/abaquant/visualization/core.py
src/abaquant/visualization/credit.py
src/abaquant/visualization/dashboard.py
src/abaquant/visualization/market.py
src/abaquant/visualization/options.py
src/abaquant/visualization/portfolio.py
tests/__init__.py
tests/cases.py
tests/conftest.py
tests/test_calibration_tools.py
tests/test_data_provenance.py
tests/test_exportable_reports.py
tests/test_financial_statement_cache.py
tests/test_forwards_compounding.py
tests/test_fred_rate_provider.py
tests/test_manual_credit_proxy.py
tests/test_marketdata.py
tests/test_marketdata_universe.py
tests/test_option_strategy.py
tests/test_portfolio_backtesting.py
tests/test_results.py
tests/test_risk_dashboard.py
tests/test_scenario_analysis.py
tests/test_sec_xbrl_provider.py
tests/test_v1_module_structure.py
tests/test_visualization_theme.py
tests/test_visualizations.py
tests/fixtures/results.json