jpx-derivatives

Contents:

  • Client クラス
  • Black-Scholes モデル
jpx-derivatives
  • Index

Index

B | D | G | I | P | T | V

B

  • built-in function
    • d1()
    • d2()
    • delta()
    • delta_call()
    • delta_put()
    • gamma()
    • implied_volatility()
    • implied_volatility_call()
    • implied_volatility_put()
    • price_call()
    • price_put()
    • theta()
    • theta_call()
    • theta_put()
    • vega()

D

  • d1()
    • built-in function
  • d2()
    • built-in function
  • delta()
    • built-in function
  • delta_call()
    • built-in function
  • delta_put()
    • built-in function

G

  • gamma()
    • built-in function

I

  • implied_volatility()
    • built-in function
  • implied_volatility_call()
    • built-in function
  • implied_volatility_put()
    • built-in function

P

  • price_call()
    • built-in function
  • price_put()
    • built-in function

T

  • theta()
    • built-in function
  • theta_call()
    • built-in function
  • theta_put()
    • built-in function

V

  • vega()
    • built-in function

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