LICENSE
README.md
pyproject.toml
foureng/__init__.py
foureng/_version.py
foureng/pipeline.py
foureng/py.typed
foureng/analytics/__init__.py
foureng/analytics/bsm_asian.py
foureng/analytics/bsm_barrier.py
foureng/analytics/bsm_chooser.py
foureng/analytics/bsm_compound.py
foureng/analytics/bsm_exotics.py
foureng/analytics/bsm_greeks.py
foureng/analytics/bsm_quanto.py
foureng/analytics/bsm_variance.py
foureng/analytics/levy_credit.py
foureng/analytics/levy_variance.py
foureng/analytics/model_free_variance.py
foureng/core/__init__.py
foureng/core/capabilities.py
foureng/experiments/__init__.py
foureng/experiments/cos_filter_grid_search.py
foureng/greeks/__init__.py
foureng/greeks/cos_greeks.py
foureng/iv/__init__.py
foureng/iv/implied_vol.py
foureng/iv/lets_be_rational.py
foureng/mc/__init__.py
foureng/mc/asian_mc.py
foureng/mc/barrier_mc.py
foureng/mc/black_scholes_mc.py
foureng/mc/control_variate.py
foureng/mc/engine.py
foureng/mc/heston_conditional_mc.py
foureng/mc/lookback_mc.py
foureng/mc/parisian_mc.py
foureng/mc/path_engine.py
foureng/mc/paths.py
foureng/mc/payoffs.py
foureng/mc/variance_mc.py
foureng/models/__init__.py
foureng/models/_pyfeng_backend.py
foureng/models/affine.py
foureng/models/base.py
foureng/models/bates.py
foureng/models/bilateral_gamma.py
foureng/models/bns.py
foureng/models/bsm.py
foureng/models/cgmy.py
foureng/models/double_heston.py
foureng/models/fmls.py
foureng/models/garch_wmw2012.py
foureng/models/generalized_hyperbolic.py
foureng/models/heston.py
foureng/models/heston_cgmy.py
foureng/models/heston_kou.py
foureng/models/hull_white_hybrid.py
foureng/models/kou.py
foureng/models/lifted_heston.py
foureng/models/meixner.py
foureng/models/merton_jd.py
foureng/models/nig.py
foureng/models/ousv.py
foureng/models/regime_switching.py
foureng/models/registry.py
foureng/models/rough_heston.py
foureng/models/sabr.py
foureng/models/sv32.py
foureng/models/sv42.py
foureng/models/time_changed.py
foureng/models/variance_gamma.py
foureng/models/vgsa.py
foureng/pricers/__init__.py
foureng/pricers/analytic_bsm.py
foureng/pricers/arithmetic_asian.py
foureng/pricers/base.py
foureng/pricers/carr_madan.py
foureng/pricers/cliquet.py
foureng/pricers/contour.py
foureng/pricers/conv.py
foureng/pricers/cos.py
foureng/pricers/cos_bermudan.py
foureng/pricers/cos_digital.py
foureng/pricers/cos_setup.py
foureng/pricers/ctmc.py
foureng/pricers/fader.py
foureng/pricers/filtered_cos.py
foureng/pricers/forward_start.py
foureng/pricers/frft.py
foureng/pricers/geometric_asian.py
foureng/pricers/hilbert.py
foureng/pricers/hilbert_exotics.py
foureng/pricers/lattice.py
foureng/pricers/lewis.py
foureng/pricers/mellin.py
foureng/pricers/pde_fd.py
foureng/pricers/proj.py
foureng/pricers/registry.py
foureng/pricers/sabr.py
foureng/pricers/sinc.py
foureng/pricers/swift.py
foureng/products/__init__.py
foureng/products/american.py
foureng/products/asian.py
foureng/products/barrier.py
foureng/products/base.py
foureng/products/bermudan.py
foureng/products/chooser.py
foureng/products/cliquet.py
foureng/products/compound.py
foureng/products/digital.py
foureng/products/european.py
foureng/products/fader.py
foureng/products/forward_start.py
foureng/products/lookback.py
foureng/products/multi_asset.py
foureng/products/parisian.py
foureng/products/quanto.py
foureng/products/step.py
foureng/products/swing.py
foureng/products/variance.py
foureng/refs/__init__.py
foureng/refs/paper_refs.py
foureng/surface/__init__.py
foureng/surface/calibration.py
foureng/surface/local_vol.py
foureng/surface/ssvi.py
foureng/surface/svi.py
foureng/surface/vol_surface.py
foureng/utils/__init__.py
foureng/utils/cumulants.py
foureng/utils/frft.py
foureng/utils/grids.py
foureng/utils/implied_vol.py
foureng/utils/interp.py
foureng/utils/numerics.py
foureng/utils/spectral_filters.py
foureng/utils/validity.py
foureng/viz/__init__.py
foureng/viz/columbia.py
foureng/viz/notebook_runtime.py
fourier_option_pricer.egg-info/PKG-INFO
fourier_option_pricer.egg-info/SOURCES.txt
fourier_option_pricer.egg-info/dependency_links.txt
fourier_option_pricer.egg-info/requires.txt
fourier_option_pricer.egg-info/top_level.txt
tests/test_paper_carr_madan_1999.py
tests/test_paper_chourdakis_2004.py
tests/test_paper_fang_oosterlee_2008.py
tests/test_paper_junike_2022_2024.py
tests/test_paper_lewis_2001.py