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/bilateral_gamma.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/kou.py
foureng/models/meixner.py
foureng/models/merton_jd.py
foureng/models/nig.py
foureng/models/ousv.py
foureng/models/registry.py
foureng/models/rough_heston.py
foureng/models/sv32.py
foureng/models/variance_gamma.py
foureng/models/vgsa.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
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