API Reference

Welcome to the API Reference for optpricing. Click any category below to explore its modules, classes, functions, and more.

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Atoms

Core data structures for options, stocks, rates, bonds, etc. Immutable types that underpin every model and technique.

• Atoms Reference

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Calibration

Tools to fit model parameters to market data (RMSE minimization, IV surfaces, jump fitting).

• Calibration Reference

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CLI

The command-line interface entrypoint (optpricing), with commands for pricing, data, calibration, backtests, demos, and dashboard.

• CLI Reference

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Dashboard

Streamlit-based interactive UI for pricing, calibration, market analytics, and model workflows.

• Dashboard Reference

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Data

Managers for live & historical market data: downloading, snapshots, dividends, etc.

• Data Reference

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Models

Black-Scholes, Heston, SABR, Merton-jump, and many stochastic and Levy models.

• Models Reference

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Parity

Put-call parity utilities and implied-rate models.

• Parity Reference

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Techniques

Pricing engines: closed-form, FFT, PDE, lattices, Monte Carlo (with Greek calculation mixins).

• Techniques Reference

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Workflows

High-level orchestrators for daily calibration, backtesting, and other batch processes.

• Workflows Reference