Robust financial portfolio management framework
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Contents:
Installation
How-To: Beginners' steps
How-To: Advanced techniques
About Robust Financial Portfolio Management Framework
API Documentation:
Main package
Robust financial portfolio management framework
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Index
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Index
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A
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B
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C
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D
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E
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F
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G
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I
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K
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L
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M
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N
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P
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Q
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R
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S
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T
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U
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X
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__call__() (robustfpm.pricing.multival_map.IdenticalMap method)
(robustfpm.pricing.multival_map.IMultivalMap method)
(robustfpm.pricing.multival_map.MDAFDynamics method)
(robustfpm.pricing.multival_map.PIDynamics method)
(robustfpm.pricing.multival_map.PriceDynamics method)
(robustfpm.pricing.multival_map.SimplexConstraints method)
A
add() (robustfpm.pricing.set_handler.EllipseHandler method)
(robustfpm.pricing.set_handler.ISetHandler method)
(robustfpm.pricing.set_handler.NonNegativeSimplex method)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler method)
(robustfpm.pricing.set_handler.RealSpaceHandler method)
(robustfpm.pricing.set_handler.RectangularHandler method)
AmericanOption (class in robustfpm.finance.derivatives)
B
BermudanOption (class in robustfpm.finance.derivatives)
C
callonmax() (in module robustfpm.finance.payoffs)
cantor_pairing_function() (in module robustfpm.util.util)
cartesian_product() (in module robustfpm.util.util)
coalesce() (in module robustfpm.util.util)
ConstantDynamics (class in robustfpm.pricing.multival_map)
contains() (robustfpm.pricing.set_handler.EllipseHandler method)
(robustfpm.pricing.set_handler.ISetHandler method)
(robustfpm.pricing.set_handler.NonNegativeSimplex method)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler method)
(robustfpm.pricing.set_handler.RealSpaceHandler method)
(robustfpm.pricing.set_handler.RectangularHandler method)
ConvhullSolver (class in robustfpm.pricing.problem)
D
diamond_neighbourhood_on_lattice() (in module robustfpm.util.points)
dim (robustfpm.pricing.lattice.Lattice property)
(robustfpm.pricing.multival_map.ConstantDynamics property)
(robustfpm.pricing.multival_map.IdenticalMap property)
(robustfpm.pricing.multival_map.IMultivalMap property)
(robustfpm.pricing.multival_map.MDAFDynamics property)
(robustfpm.pricing.multival_map.SimplexConstraints property)
(robustfpm.pricing.set_handler.EllipseHandler property)
(robustfpm.pricing.set_handler.ISetHandler property)
(robustfpm.pricing.set_handler.NonNegativeSimplex property)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler property)
(robustfpm.pricing.set_handler.RealSpaceHandler property)
(robustfpm.pricing.set_handler.RectangularHandler property)
distance() (in module robustfpm.cxhull.util)
E
EllipseHandler (class in robustfpm.pricing.set_handler)
EuropeanOption (class in robustfpm.finance.derivatives)
expiry (robustfpm.finance.derivatives.AmericanOption property)
(robustfpm.finance.derivatives.BermudanOption property)
(robustfpm.finance.derivatives.EuropeanOption property)
(robustfpm.finance.derivatives.IOption property)
F
farthest() (in module robustfpm.cxhull.util)
G
generate_evaluation_point_lists() (in module robustfpm.pricing.util)
generate_vertices_rectangle() (in module robustfpm.cxhull.util)
get_lipschitz() (robustfpm.pricing.multival_map.ConstantDynamics method)
(robustfpm.pricing.multival_map.MDAFDynamics method)
(robustfpm.pricing.multival_map.PriceDynamics method)
get_max_coordinates() (in module robustfpm.cxhull.util)
get_precision() (robustfpm.pricing.problem.Problem method)
get_projection() (robustfpm.pricing.lattice.Lattice method)
get_support_set() (in module robustfpm.pricing.util)
I
IdenticalMap (class in robustfpm.pricing.multival_map)
IMultivalMap (class in robustfpm.pricing.multival_map)
in_hull() (in module robustfpm.cxhull.util)
IOption (class in robustfpm.finance.derivatives)
is_interior() (robustfpm.pricing.set_handler.EllipseHandler method)
(robustfpm.pricing.set_handler.ISetHandler method)
(robustfpm.pricing.set_handler.NonNegativeSimplex method)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler method)
(robustfpm.pricing.set_handler.RealSpaceHandler method)
(robustfpm.pricing.set_handler.RectangularHandler method)
iscompact() (robustfpm.pricing.set_handler.EllipseHandler method)
(robustfpm.pricing.set_handler.ISetHandler method)
(robustfpm.pricing.set_handler.NonNegativeSimplex method)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler method)
(robustfpm.pricing.set_handler.RealSpaceHandler method)
(robustfpm.pricing.set_handler.RectangularHandler method)
ISetHandler (class in robustfpm.pricing.set_handler)
isin_points() (in module robustfpm.util.points)
ISolver (class in robustfpm.pricing.problem)
K
keydefaultdict (class in robustfpm.util.util)
L
Lattice (class in robustfpm.pricing.lattice)
M
make_option() (in module robustfpm.finance.derivatives)
map2x() (robustfpm.pricing.lattice.Lattice method)
MDAFDynamics (class in robustfpm.pricing.multival_map)
minkprod_points() (in module robustfpm.util.points)
minksum_points() (in module robustfpm.util.points)
module
robustfpm
robustfpm.cxhull
robustfpm.cxhull.quadprog
robustfpm.cxhull.util
robustfpm.finance
robustfpm.finance.derivatives
robustfpm.finance.payoffs
robustfpm.pricing
robustfpm.pricing.lattice
robustfpm.pricing.multival_map
robustfpm.pricing.problem
robustfpm.pricing.set_handler
robustfpm.pricing.util
robustfpm.util
robustfpm.util.points
robustfpm.util.util
multiply() (robustfpm.pricing.set_handler.EllipseHandler method)
(robustfpm.pricing.set_handler.ISetHandler method)
(robustfpm.pricing.set_handler.NonNegativeSimplex method)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler method)
(robustfpm.pricing.set_handler.RealSpaceHandler method)
(robustfpm.pricing.set_handler.RectangularHandler method)
N
nearest() (in module robustfpm.cxhull.util)
NonNegativeSimplex (class in robustfpm.pricing.set_handler)
NonNegativeSpaceHandler (class in robustfpm.pricing.set_handler)
P
pairing_function() (in module robustfpm.util.util)
payoff() (robustfpm.finance.derivatives.AmericanOption method)
(robustfpm.finance.derivatives.BermudanOption method)
(robustfpm.finance.derivatives.EuropeanOption method)
(robustfpm.finance.derivatives.IOption method)
PIDynamics (class in robustfpm.pricing.multival_map)
pop_random() (in module robustfpm.cxhull.util)
PriceDynamics (class in robustfpm.pricing.multival_map)
Problem (class in robustfpm.pricing.problem)
project() (robustfpm.pricing.set_handler.EllipseHandler method)
(robustfpm.pricing.set_handler.ISetHandler method)
(robustfpm.pricing.set_handler.NonNegativeSimplex method)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler method)
(robustfpm.pricing.set_handler.RealSpaceHandler method)
(robustfpm.pricing.set_handler.RectangularHandler method)
put2call1() (in module robustfpm.finance.payoffs)
putonmax() (in module robustfpm.finance.payoffs)
Q
quad_prog() (in module robustfpm.cxhull.quadprog)
R
RealSpaceHandler (class in robustfpm.pricing.set_handler)
RectangularHandler (class in robustfpm.pricing.set_handler)
robustfpm
module
robustfpm.cxhull
module
robustfpm.cxhull.quadprog
module
robustfpm.cxhull.util
module
robustfpm.finance
module
robustfpm.finance.derivatives
module
robustfpm.finance.payoffs
module
robustfpm.pricing
module
robustfpm.pricing.lattice
module
robustfpm.pricing.multival_map
module
robustfpm.pricing.problem
module
robustfpm.pricing.set_handler
module
robustfpm.pricing.util
module
robustfpm.util
module
robustfpm.util.points
module
robustfpm.util.util
module
S
set_precision() (robustfpm.pricing.problem.Problem method)
setdiff_points() (in module robustfpm.util.points)
SimplexConstraints (class in robustfpm.pricing.multival_map)
solve() (robustfpm.pricing.problem.ConvhullSolver method)
(robustfpm.pricing.problem.ISolver method)
square_neighbourhood_on_lattice() (in module robustfpm.util.points)
support_function() (robustfpm.pricing.set_handler.EllipseHandler method)
(robustfpm.pricing.set_handler.ISetHandler method)
(robustfpm.pricing.set_handler.NonNegativeSimplex method)
(robustfpm.pricing.set_handler.NonNegativeSpaceHandler method)
(robustfpm.pricing.set_handler.RealSpaceHandler method)
(robustfpm.pricing.set_handler.RectangularHandler method)
T
t_max (robustfpm.pricing.multival_map.ConstantDynamics property)
(robustfpm.pricing.multival_map.MDAFDynamics property)
(robustfpm.pricing.multival_map.PriceDynamics property)
tic() (in module robustfpm.util.util)
toc() (in module robustfpm.util.util)
triple_product() (in module robustfpm.util.util)
type (robustfpm.pricing.multival_map.ConstantDynamics property)
(robustfpm.pricing.multival_map.MDAFDynamics property)
(robustfpm.pricing.multival_map.PriceDynamics property)
U
unique_points_union() (in module robustfpm.util.points)
X
xrectangle_points() (robustfpm.pricing.lattice.Lattice method)