LICENSE
README.md
pyproject.toml
foureng/__init__.py
foureng/pipeline.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/mc/__init__.py
foureng/mc/black_scholes_mc.py
foureng/mc/control_variate.py
foureng/mc/heston_conditional_mc.py
foureng/models/__init__.py
foureng/models/_pyfeng_backend.py
foureng/models/base.py
foureng/models/bates.py
foureng/models/bsm.py
foureng/models/cgmy.py
foureng/models/heston.py
foureng/models/heston_cgmy.py
foureng/models/heston_kou.py
foureng/models/kou.py
foureng/models/nig.py
foureng/models/ousv.py
foureng/models/registry.py
foureng/models/variance_gamma.py
foureng/pricers/__init__.py
foureng/pricers/base.py
foureng/pricers/carr_madan.py
foureng/pricers/cos.py
foureng/pricers/filtered_cos.py
foureng/pricers/frft.py
foureng/pricers/lewis.py
foureng/refs/__init__.py
foureng/refs/paper_refs.py
foureng/surface/__init__.py
foureng/surface/calibration.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
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_bates_cos_vs_frft_hi_res.py
tests/test_bates_reduces_to_heston.py
tests/test_bates_regression_strip.py
tests/test_bsm_adapter.py
tests/test_cgmy_adapter.py
tests/test_cos_improved_policy.py
tests/test_cos_kou_sweep_vs_fft_frft.py
tests/test_cos_spectral_filters.py
tests/test_cos_vs_pyfeng_fft_heston_vg.py
tests/test_fft_using_pyfeng_cf_matches_pyfeng_price.py
tests/test_filtered_cos_grid_search.py
tests/test_filtered_cos_outperforms_baselines.py
tests/test_filtered_cos_pricing.py
tests/test_heston_cgmy_cos_vs_frft_hi_res.py
tests/test_heston_cgmy_reduces_to_heston.py
tests/test_heston_cgmy_regression_strip.py
tests/test_heston_kou_cos_vs_frft_hi_res.py
tests/test_heston_kou_reduces_to_heston.py
tests/test_heston_kou_regression_strip.py
tests/test_implied_vol_utility.py
tests/test_nig_adapter.py
tests/test_ousv_adapter.py
tests/test_phase1_mc_baseline.py
tests/test_phase2_carr_madan_vg.py
tests/test_phase3_frft.py
tests/test_phase4_alpha_validity.py
tests/test_phase4_cos_heston_fo2008.py
tests/test_phase4_cos_kou.py
tests/test_phase5_calibration.py
tests/test_phase6_control_variate.py
tests/test_phase6_greeks.py
tests/test_phase7_public_api.py
tests/test_pyfeng_cf_wrappers.py
tests/test_robustness_parametrize.py