Index

B

bspline() (in module spd_trading.utils.smoothing)

C

calc_kernel() (spd_trading.kernel.Calculator method) calc_trading_intervals() (spd_trading.kernel.Calculator method) Calculator (class in spd_trading.historical_density) (class in spd_trading.kernel) (class in spd_trading.risk_neutral_density)

create_bandwidth_range() (in module spd_trading.risk_neutral_density) curve_fit() (spd_trading.risk_neutral_density.Calculator method)

D

density() (spd_trading.historical_density.Plot method)

density_estimation() (in module spd_trading.utils.density) density_trafo_K2M() (in module spd_trading.utils.density)

F

first (spd_trading.risk_neutral_density.Calculator attribute)

fit() (spd_trading.historical_density.GARCH method)

G

GARCH (class in spd_trading.historical_density) (spd_trading.historical_density.Calculator attribute)

get_hd() (spd_trading.historical_density.Calculator method) get_rnd() (spd_trading.risk_neutral_density.Calculator method)

H

hd_curve (spd_trading.kernel.Calculator attribute)

I

interpolate_to_same_interval() (in module spd_trading.utils.smoothing)

K

kernel (spd_trading.kernel.Calculator attribute)

kernelplot() (spd_trading.kernel.Plot method)

L

log_returns (spd_trading.historical_density.Calculator attribute)

M

module spd_trading spd_trading.historical_density spd_trading.kernel spd_trading.risk_neutral_density spd_trading.utils spd_trading.utils.density spd_trading.utils.smoothing

P

parameters (spd_trading.historical_density.GARCH attribute) Plot (class in spd_trading.historical_density) (class in spd_trading.kernel) (class in spd_trading.risk_neutral_density)

pointwise_density_trafo_K2M() (in module spd_trading.utils.density)

Q

q_K (spd_trading.risk_neutral_density.Calculator attribute)

q_M (spd_trading.historical_density.Calculator attribute) (spd_trading.risk_neutral_density.Calculator attribute)

R

remove_tails() (in module spd_trading.utils.smoothing) rnd_curve (spd_trading.kernel.Calculator attribute)

rookley_method() (in module spd_trading.risk_neutral_density) rookleyMethod() (spd_trading.risk_neutral_density.Plot method)

S

second (spd_trading.risk_neutral_density.Calculator attribute) simulate_paths() (spd_trading.historical_density.GARCH method) simulated_log_returns (spd_trading.historical_density.GARCH attribute) simulated_tau_mu (spd_trading.historical_density.GARCH attribute) smile (spd_trading.risk_neutral_density.Calculator attribute) spd_trading module spd_trading.historical_density module spd_trading.kernel module

spd_trading.risk_neutral_density module spd_trading.utils module spd_trading.utils.density module spd_trading.utils.smoothing module ST (spd_trading.historical_density.Calculator attribute)

T

tau (spd_trading.risk_neutral_density.Calculator attribute)

trading_intervals (spd_trading.kernel.Calculator attribute)

Z

z_dens (spd_trading.historical_density.GARCH attribute)