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site_name: QuantFlow

site_description: Quantitative analysis and pricing tools.

site_url: https://quantflow.quantmind.com

site_dir: app/docs

repo_name: quantmind/quantflow

repo_url: https://github.com/quantmind/quantflow

extra:

analytics:

provider: google

property: G-CM0DR45HDR

theme:

name: material

palette:

- media: "(prefers-color-scheme: light)"

scheme: default

primary: teal

accent: amber

toggle:

icon: material/lightbulb

name: Switch to dark mode

- media: "(prefers-color-scheme: dark)"

scheme: slate

primary: teal

accent: amber

toggle:

icon: material/lightbulb-outline

name: Switch to light mode

features:

- navigation.instant

- navigation.footer

- navigation.indexes

- navigation.path

- content.code.copy

logo: assets/logos/quantflow-mark-dark.svg

hooks:

- app/utils/paths.py

plugins:

- search

- mkdocstrings:

handlers:

python:

options:

show_root_heading: true

show_if_no_docstring: true

inherited_members: true

members_order: source

separate_signature: true

unwrap_annotated: true

filters:

- "!^_[a-zA-Z0-9_]*"

- "!^model_post_init$"

merge_init_into_class: true

docstring_section_style: spacy

signature_crossrefs: true

relative_crossrefs: true

show_symbol_type_heading: true

show_symbol_type_toc: true

extensions:

- griffe_typingdoc

- griffe_pydantic:

schema: false

nav:

- Home: index.md

- API Reference:

- api/index.md

- Data:

- api/data/index.md

- Deribit: api/data/deribit.md

- Federal Reserve: api/data/fed.md

- Financial Modeling Prep: api/data/fmp.md

- FRED: api/data/fred.md

- Yahoo: api/data/yahoo.md

- Distributions:

- api/dists/index.md

- Distributions: api/dists/distributions.md

- 1D Distributions: api/dists/distributions1d.md

- Marginal 1D: api/dists/marginal1d.md

- Options:

- api/options/index.md

- Black-Scholes: api/options/black.md

- Calibration: api/options/calibration.md

- Deep IV Factor Model: api/options/divfm.md

- Moneyness: api/options/moneyness.md

- Put-Call Parity: api/options/parity.md

- Pricer: api/options/pricer.md

- SSVI Surface: api/options/ssvi.md

- SVI Smile: api/options/svi.md

- Volatility Surface: api/options/vol_surface.md

- Stochastic Processes:

- api/sp/index.md

- BNS Process: api/sp/bns.md

- CIR Process: api/sp/cir.md

- Compound Poisson: api/sp/compound_poisson.md

- Doubly Stochastic Poisson: api/sp/dsp.md

- Heston Model: api/sp/heston.md

- Jump Diffusion: api/sp/jump_diffusion.md

- Ornstein-Uhlenbeck: api/sp/ou.md

- Poisson Process: api/sp/poisson.md

- Wiener Process: api/sp/wiener.md

- Copulas: api/sp/copula.md

- Timeseries Analysis:

- api/ta/index.md

- EWMA: api/ta/ewma.md

- Kalman Filter & UKF: api/ta/kalman.md

- OHLC: api/ta/ohlc.md

- Paths: api/ta/paths.md

- Supersmoother: api/ta/supersmoother.md

- Rates:

- api/rates/index.md

- Calibration: api/rates/calibration.md

- CIR Curve: api/rates/cir.md

- Interest Rate: api/rates/interest_rate.md

- Interpolated Curves: api/rates/interpolated.md

- Nelson Siegel Curve: api/rates/nelson_siegel.md

- Vasicek Curve: api/rates/vasicek.md

- Yield Curve: api/rates/yield_curve.md

- Utilities:

- api/utils/index.md

- Bins: api/utils/bins.md

- Numbers: api/utils/numbers.md

- Price: api/utils/price.md

- Types: api/utils/types.md

- Tutorials:

- tutorials/index.md

- BNS Volatility Model: tutorials/bns_calibration.md

- CIR Process: tutorials/cir.md

- Discount Curves from Option Prices: tutorials/curve_calibration.md

- Heston Volatility Model: tutorials/heston_calibration.md

- Option Pricing: tutorials/option_pricing.md

- Pricing Method Comparison: tutorials/pricing_method_comparison.md

- SPX Volatility Surface: tutorials/spx_vol_surface.md

- Volatility Surface: tutorials/volatility_surface.md

- Yield Curve Calibration from Rates: tutorials/rates_kalman.md

- Theory:

- theory/index.md

- Characteristic Function: theory/characteristic.md

- Convexity Correction: theory/convexity_correction.md

- Forwards and Discount Factors: theory/forwards.md

- Inversion: theory/inversion.md

- Kalman Filter: theory/kalman.md

- Lévy Process: theory/levy.md

- Option Pricing: theory/option_pricing.md

- Live Examples: !ENV [QUANTFLOW_OBSERVABLE_URL, "https://quantflow.quantmind.com/examples"]

- Glossary: glossary.md

- Contributing: contributing.md

- Bibliography: bibliography.md

- Release Notes: release-notes.md

markdown_extensions:

- admonition

- attr_list

- md_in_html

- tables

- pymdownx.arithmatex:

generic: true

- pymdownx.highlight:

anchor_linenums: true

line_spans: __span

pygments_lang_class: true

- pymdownx.inlinehilite

- pymdownx.snippets

- pymdownx.superfences

- toc:

permalink: true

extra_css:

- stylesheets/bibliography.css

extra_javascript:

- javascripts/mathjax.js

- https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js