Index

_

__caller__() (HullSmoother class method) (QPSmoother class method) (TonicSmoother class method)

A

a (SVIParameters attribute) as_of_date (CHSVolSlice property) (KVMVolSlice property) (SVIVolSlice property) atm_variance() (SVIParameters method)

atmf_ivol() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) atmf_skew() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

B

b (SVIParameters attribute)

C

CHSVolSlice (class in aleascope.data_models.vol_slice)

convert_to_jump_svi() (SVIParameters method) convert_to_natural_svi() (SVIParameters method)

D

dividend_yield (CHSVolSlice property) (KVMVolSlice property)

dvols (CHSVolSlice property)

E

exercise_style (CHSVolSlice property) (KVMVolSlice property) (SVIVolSlice property)

expiration_date (CHSVolSlice property) (KVMVolSlice property) (SVIVolSlice property)

F

forward (SVIVolSlice property)

G

get_call_iprices() (CHSVolSlice method) (KVMVolSlice method) get_call_iprices_() (CHSVolSlice method) (KVMVolSlice method) get_call_prices() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_call_prices_() (CHSVolSlice method) (KVMVolSlice method) get_call_prices_with_derivatives() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_discount_factor() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_forward() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

get_pvalue() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_pvalues() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_vars() (SVIVolSlice method) get_vol() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_vols() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_zscore() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) get_zscores() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

H

has_vol_arbitrages() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

HullSmoother (class in aleascope.pricing.arb_smoother)

I

is_valid() (SVIParameters method)

is_valid_domain() (SVIParameters method) is_variance_positive() (SVIParameters method)

K

KVMVolSlice (class in aleascope.data_models.vol_slice)

L

last_updated (CHSVolSlice property) (KVMVolSlice property) (SVIVolSlice property)

lk_interp() (CHSVolSlice method) (KVMVolSlice method)

M

m (SVIParameters attribute) min_ivol() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) min_ivol_moneyness() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

min_ivol_strike() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) min_variance() (SVIParameters method) min_variance_moneyness() (SVIParameters method) moneyness_bounds() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

P

p_interp() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

Q

QPSmoother (class in aleascope.pricing.arb_smoother)

R

rf_rate (CHSVolSlice property) (KVMVolSlice property)

rho (SVIParameters attribute)

S

sigma (SVIParameters attribute) spot (CHSVolSlice property) (KVMVolSlice property) strike_bounds() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method) strikes (CHSVolSlice property) (KVMVolSlice property)

svi (SVIVolSlice property) svi_d2func() (SVIParameters method) svi_dfunc() (SVIParameters method) svi_func() (SVIParameters method) SVIParameters (class in aleascope.data_models.vol_slice) SVIVolSlice (class in aleascope.data_models.vol_slice)

T

ticker (CHSVolSlice property) (KVMVolSlice property) (SVIVolSlice property)

TonicSmoother (class in aleascope.pricing.arb_smoother) total_variance() (CHSVolSlice method) (KVMVolSlice method) (SVIVolSlice method)

V

vertex_variance() (SVIParameters method)

vols (CHSVolSlice property) (KVMVolSlice property)