Using the Interactive Dashboard#
The quantfin library includes an interactive dashboard built with Streamlit,
providing a visual interface for the library's core features.
Launching the Dashboard#
To use the dashboard, you must first install the library with the [app] extra dependencies:
Once installed, you can launch the application from your terminal with a single command:
This will open the application in a new browser tab.
Dashboard Pages#
The dashboard is organized into several pages, accessible from the sidebar on the left.
Calibration#
This is the main page for model calibration. It allows you to select a ticker and one or more models, run the calibration workflow, and see a detailed analysis of the results.
Pricer and Greeks#
This page is an interactive pricing tool that allows you to explore the behavior of different models and techniques in real-time. You can adjust all market and model parameters to see their effect on the option price and its Greeks.
Financial Tools#
This page provides access to several utility functions from the library for more specific analyses.
Historical Jump Fitter: Select a ticker to estimate jump-diffusion parameters directly from its historical returns data.
Term Structure Pricer: Price a zero-coupon bond using interest rate models like Vasicek or CIR.
