LICENSE
MANIFEST.in
README.md
conftest.py
pyproject.toml
financialkit/__init__.py
financialkit/_jit.py
financialkit/constants.py
financialkit/py.typed
financialkit.egg-info/PKG-INFO
financialkit.egg-info/SOURCES.txt
financialkit.egg-info/dependency_links.txt
financialkit.egg-info/requires.txt
financialkit.egg-info/top_level.txt
financialkit/asset_pricing/__init__.py
financialkit/asset_pricing/core/__init__.py
financialkit/asset_pricing/core/base.py
financialkit/asset_pricing/systems/__init__.py
financialkit/asset_pricing/systems/capm.py
financialkit/asset_pricing/systems/consumption.py
financialkit/asset_pricing/systems/factors.py
financialkit/asset_pricing/systems/sdf.py
financialkit/asset_pricing/systems/valuation.py
financialkit/asset_pricing/tests/__init__.py
financialkit/asset_pricing/tests/test_capm.py
financialkit/asset_pricing/tests/test_consumption.py
financialkit/asset_pricing/tests/test_factors.py
financialkit/asset_pricing/tests/test_sdf.py
financialkit/asset_pricing/tests/test_valuation.py
financialkit/asset_pricing/tests/test_visualizers.py
financialkit/asset_pricing/utils/__init__.py
financialkit/asset_pricing/utils/sorts.py
financialkit/asset_pricing/utils/synthetic.py
financialkit/asset_pricing/visualizers/__init__.py
financialkit/asset_pricing/visualizers/plots.py
financialkit/credit/__init__.py
financialkit/credit/core/__init__.py
financialkit/credit/core/base.py
financialkit/credit/systems/__init__.py
financialkit/credit/systems/basel.py
financialkit/credit/systems/cds.py
financialkit/credit/systems/copula_defaults.py
financialkit/credit/systems/creditrisk_plus.py
financialkit/credit/systems/first_passage.py
financialkit/credit/systems/hazard.py
financialkit/credit/systems/leland.py
financialkit/credit/systems/migration.py
financialkit/credit/systems/recovery.py
financialkit/credit/systems/scoring.py
financialkit/credit/systems/structural.py
financialkit/credit/systems/tranches.py
financialkit/credit/systems/vasicek.py
financialkit/credit/tests/__init__.py
financialkit/credit/tests/test_cds.py
financialkit/credit/tests/test_hazard_and_recovery.py
financialkit/credit/tests/test_migration.py
financialkit/credit/tests/test_portfolio_loss.py
financialkit/credit/tests/test_scoring.py
financialkit/credit/tests/test_structural.py
financialkit/credit/tests/test_visualizers.py
financialkit/credit/utils/__init__.py
financialkit/credit/utils/matrices.py
financialkit/credit/utils/numerics.py
financialkit/credit/visualizers/__init__.py
financialkit/credit/visualizers/plots.py
financialkit/exotic_options/__init__.py
financialkit/exotic_options/core/__init__.py
financialkit/exotic_options/core/base.py
financialkit/exotic_options/systems/__init__.py
financialkit/exotic_options/systems/american.py
financialkit/exotic_options/systems/asian.py
financialkit/exotic_options/systems/barriers.py
financialkit/exotic_options/systems/binaries.py
financialkit/exotic_options/systems/compound.py
financialkit/exotic_options/systems/lookbacks.py
financialkit/exotic_options/systems/multi_asset.py
financialkit/exotic_options/systems/variance_swaps.py
financialkit/exotic_options/tests/__init__.py
financialkit/exotic_options/tests/test_american.py
financialkit/exotic_options/tests/test_asian.py
financialkit/exotic_options/tests/test_barriers.py
financialkit/exotic_options/tests/test_binaries.py
financialkit/exotic_options/tests/test_compound.py
financialkit/exotic_options/tests/test_lookbacks.py
financialkit/exotic_options/tests/test_multi_asset.py
financialkit/exotic_options/tests/test_utils.py
financialkit/exotic_options/tests/test_variance_swaps.py
financialkit/exotic_options/tests/test_visualizers.py
financialkit/exotic_options/utils/__init__.py
financialkit/exotic_options/utils/numerics.py
financialkit/exotic_options/visualizers/__init__.py
financialkit/exotic_options/visualizers/plots.py
financialkit/fixed_income/__init__.py
financialkit/fixed_income/core/__init__.py
financialkit/fixed_income/core/base.py
financialkit/fixed_income/systems/__init__.py
financialkit/fixed_income/systems/bonds.py
financialkit/fixed_income/systems/curves.py
financialkit/fixed_income/systems/duration.py
financialkit/fixed_income/systems/immunization.py
financialkit/fixed_income/systems/swaps.py
financialkit/fixed_income/tests/__init__.py
financialkit/fixed_income/tests/test_bonds.py
financialkit/fixed_income/tests/test_curves.py
financialkit/fixed_income/tests/test_duration.py
financialkit/fixed_income/tests/test_immunization.py
financialkit/fixed_income/tests/test_swaps.py
financialkit/fixed_income/tests/test_visualizers.py
financialkit/fixed_income/utils/__init__.py
financialkit/fixed_income/utils/rates.py
financialkit/fixed_income/utils/synthetic.py
financialkit/fixed_income/visualizers/__init__.py
financialkit/fixed_income/visualizers/plots.py
financialkit/integrators/__init__.py
financialkit/integrators/brownian.py
financialkit/integrators/convergence.py
financialkit/integrators/exact.py
financialkit/integrators/sde.py
financialkit/integrators/tests/__init__.py
financialkit/integrators/tests/test_brownian.py
financialkit/integrators/tests/test_sde.py
financialkit/interest_rate_models/__init__.py
financialkit/interest_rate_models/core/__init__.py
financialkit/interest_rate_models/core/base.py
financialkit/interest_rate_models/systems/__init__.py
financialkit/interest_rate_models/systems/affine.py
financialkit/interest_rate_models/systems/bond_options.py
financialkit/interest_rate_models/systems/curve_fitted.py
financialkit/interest_rate_models/systems/hjm.py
financialkit/interest_rate_models/systems/short_rate.py
financialkit/interest_rate_models/systems/two_factor.py
financialkit/interest_rate_models/tests/__init__.py
financialkit/interest_rate_models/tests/test_affine.py
financialkit/interest_rate_models/tests/test_bond_options.py
financialkit/interest_rate_models/tests/test_curve_fitted.py
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financialkit/interest_rate_models/tests/test_short_rate.py
financialkit/interest_rate_models/tests/test_two_factor.py
financialkit/interest_rate_models/tests/test_visualizers.py
financialkit/interest_rate_models/utils/__init__.py
financialkit/interest_rate_models/utils/numerics.py
financialkit/interest_rate_models/visualizers/__init__.py
financialkit/interest_rate_models/visualizers/plots.py
financialkit/market_microstructure/__init__.py
financialkit/market_microstructure/core/__init__.py
financialkit/market_microstructure/core/base.py
financialkit/market_microstructure/systems/__init__.py
financialkit/market_microstructure/systems/classification.py
financialkit/market_microstructure/systems/dealers.py
financialkit/market_microstructure/systems/execution.py
financialkit/market_microstructure/systems/information.py
financialkit/market_microstructure/systems/informed_trading.py
financialkit/market_microstructure/systems/liquidity.py
financialkit/market_microstructure/systems/spreads.py
financialkit/market_microstructure/systems/trade_impact.py
financialkit/market_microstructure/tests/__init__.py
financialkit/market_microstructure/tests/test_dealers.py
financialkit/market_microstructure/tests/test_execution.py
financialkit/market_microstructure/tests/test_information.py
financialkit/market_microstructure/tests/test_informed_trading.py
financialkit/market_microstructure/tests/test_liquidity.py
financialkit/market_microstructure/tests/test_spreads.py
financialkit/market_microstructure/tests/test_trade_impact.py
financialkit/market_microstructure/tests/test_visualizers.py
financialkit/market_microstructure/utils/__init__.py
financialkit/market_microstructure/utils/quotes.py
financialkit/market_microstructure/visualizers/__init__.py
financialkit/market_microstructure/visualizers/plots.py
financialkit/monte_carlo/__init__.py
financialkit/monte_carlo/core/__init__.py
financialkit/monte_carlo/core/base.py
financialkit/monte_carlo/systems/__init__.py
financialkit/monte_carlo/systems/basics.py
financialkit/monte_carlo/systems/greeks.py
financialkit/monte_carlo/systems/multilevel.py
financialkit/monte_carlo/systems/quasi_monte_carlo.py
financialkit/monte_carlo/systems/variance_reduction.py
financialkit/monte_carlo/tests/__init__.py
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financialkit/monte_carlo/tests/test_greeks.py
financialkit/monte_carlo/tests/test_multilevel.py
financialkit/monte_carlo/tests/test_quasi_monte_carlo.py
financialkit/monte_carlo/tests/test_variance_reduction.py
financialkit/monte_carlo/tests/test_visualizers.py
financialkit/monte_carlo/utils/__init__.py
financialkit/monte_carlo/utils/numerics.py
financialkit/monte_carlo/visualizers/__init__.py
financialkit/monte_carlo/visualizers/plots.py
financialkit/options/__init__.py
financialkit/options/core/__init__.py
financialkit/options/core/base.py
financialkit/options/systems/__init__.py
financialkit/options/systems/american.py
financialkit/options/systems/closed_form.py
financialkit/options/systems/density.py
financialkit/options/systems/greeks.py
financialkit/options/systems/hedging.py
financialkit/options/systems/implied_vol.py
financialkit/options/systems/parity.py
financialkit/options/systems/trees.py
financialkit/options/tests/__init__.py
financialkit/options/tests/test_american.py
financialkit/options/tests/test_closed_form.py
financialkit/options/tests/test_density.py
financialkit/options/tests/test_greeks.py
financialkit/options/tests/test_hedging.py
financialkit/options/tests/test_implied_vol.py
financialkit/options/tests/test_parity.py
financialkit/options/tests/test_trees.py
financialkit/options/tests/test_visualizers.py
financialkit/options/utils/__init__.py
financialkit/options/utils/common.py
financialkit/options/visualizers/__init__.py
financialkit/options/visualizers/plots.py
financialkit/pde_methods/__init__.py
financialkit/pde_methods/core/__init__.py
financialkit/pde_methods/core/base.py
financialkit/pde_methods/core/kernels.py
financialkit/pde_methods/systems/__init__.py
financialkit/pde_methods/systems/accuracy.py
financialkit/pde_methods/systems/adi.py
financialkit/pde_methods/systems/american.py
financialkit/pde_methods/systems/grids.py
financialkit/pde_methods/systems/heat.py
financialkit/pde_methods/systems/log_explicit.py
financialkit/pde_methods/systems/schemes.py
financialkit/pde_methods/systems/stability.py
financialkit/pde_methods/systems/tridiagonal.py
financialkit/pde_methods/tests/__init__.py
financialkit/pde_methods/tests/test_accuracy_and_adi.py
financialkit/pde_methods/tests/test_american.py
financialkit/pde_methods/tests/test_heat_and_trinomial.py
financialkit/pde_methods/tests/test_schemes.py
financialkit/pde_methods/tests/test_stability.py
financialkit/pde_methods/tests/test_tridiagonal.py
financialkit/pde_methods/tests/test_visualizers.py
financialkit/pde_methods/utils/__init__.py
financialkit/pde_methods/utils/operators.py
financialkit/pde_methods/utils/stepping.py
financialkit/pde_methods/visualizers/__init__.py
financialkit/pde_methods/visualizers/plots.py
financialkit/portfolio/__init__.py
financialkit/portfolio/core/__init__.py
financialkit/portfolio/core/base.py
financialkit/portfolio/systems/__init__.py
financialkit/portfolio/systems/bayesian.py
financialkit/portfolio/systems/covariance.py
financialkit/portfolio/systems/growth.py
financialkit/portfolio/systems/mean_variance.py
financialkit/portfolio/systems/out_of_sample.py
financialkit/portfolio/systems/performance.py
financialkit/portfolio/systems/risk_based.py
financialkit/portfolio/tests/__init__.py
financialkit/portfolio/tests/test_bayesian.py
financialkit/portfolio/tests/test_covariance.py
financialkit/portfolio/tests/test_growth.py
financialkit/portfolio/tests/test_mean_variance.py
financialkit/portfolio/tests/test_performance.py
financialkit/portfolio/tests/test_risk_based.py
financialkit/portfolio/tests/test_visualizers.py
financialkit/portfolio/utils/__init__.py
financialkit/portfolio/utils/optimize.py
financialkit/portfolio/visualizers/__init__.py
financialkit/portfolio/visualizers/plots.py
financialkit/risk/__init__.py
financialkit/risk/core/__init__.py
financialkit/risk/core/base.py
financialkit/risk/systems/__init__.py
financialkit/risk/systems/allocation.py
financialkit/risk/systems/backtesting.py
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financialkit/risk/systems/copulas.py
financialkit/risk/systems/drawdowns.py
financialkit/risk/systems/expected_shortfall.py
financialkit/risk/systems/extreme_value.py
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financialkit/risk/tests/test_copulas.py
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financialkit/risk/tests/test_visualizers.py
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financialkit/risk/utils/tail.py
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financialkit/stochastic_volatility/__init__.py
financialkit/stochastic_volatility/core/__init__.py
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financialkit/stochastic_volatility/tests/test_fourier.py
financialkit/stochastic_volatility/tests/test_heston.py
financialkit/stochastic_volatility/tests/test_jumps.py
financialkit/stochastic_volatility/tests/test_local_vol.py
financialkit/stochastic_volatility/tests/test_simulation.py
financialkit/stochastic_volatility/tests/test_smile.py
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financialkit/stochastic_volatility/utils/__init__.py
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financialkit/time_series/__init__.py
financialkit/time_series/core/__init__.py
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financialkit/time_series/systems/__init__.py
financialkit/time_series/systems/efficiency.py
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financialkit/time_series/systems/linear_models.py
financialkit/time_series/systems/long_memory.py
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financialkit/time_value/__init__.py
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financialkit/time_value/utils/__init__.py
financialkit/time_value/utils/cash_flows.py
financialkit/time_value/utils/dates.py
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financialkit/time_value/visualizers/plots.py