List of all items
Structs
- corporate_finance::capm::CAPM
- corporate_finance::capm::CAPMParams
- financial_instruments::BearCollar
- financial_instruments::BearSpread
- financial_instruments::BoxSpread
- financial_instruments::BullCollar
- financial_instruments::BullSpread
- financial_instruments::FinancialInstrumentId
- financial_instruments::LongButterfly
- financial_instruments::LongCall
- financial_instruments::LongPut
- financial_instruments::ShortCall
- financial_instruments::ShortPut
- financial_instruments::Straddle
- financial_instruments::Strangle
- financial_instruments::Strap
- financial_instruments::Strip
- financial_instruments::bonds::Bond
- financial_instruments::derivatives::Contract
- financial_instruments::derivatives::OptionContract
- financial_instruments::derivatives::PresentValueSurface
- financial_instruments::rates_and_swaps::ForwardRateAgreement
- financial_instruments::stocks::Stock
- financial_instruments::stocks::ValuationByComparablesParams
- lattice_models::binomial_models::BrownianMotionBinomialModel
- lattice_models::trinomial_models::BrownianMotionTrinomialModel
- market_making::amm::AMMLiquidityPool
- market_making::amm::AMMToken
- market_making::amm::AMMTransactionData
- market_making::amm::AMMTransactionResult
- market_making::amm::LiquidityCurve
- market_making::amm::SimpleAMM
- portfolio_applications::AssetHistData
- portfolio_applications::portfolio_composition::Asset
- portfolio_applications::portfolio_composition::EfficientFrontier
- portfolio_applications::portfolio_composition::Portfolio
- portfolio_applications::portfolio_composition::PortfolioOptimisationResult
- portfolio_applications::portfolio_performance::InformationRatio
- portfolio_applications::portfolio_performance::JensensAlpha
- portfolio_applications::portfolio_performance::SharpeRatio
- portfolio_applications::portfolio_performance::SortinoRatio
- portfolio_applications::portfolio_performance::TreynorRatio
- random_generators::standard_normal_generators::StandardNormalAcceptReject
- random_generators::standard_normal_generators::StandardNormalBoxMuller
- random_generators::standard_normal_generators::StandardNormalInverseTransform
- random_generators::standard_normal_generators::StandardNormalMarsaglia
- random_generators::standard_normal_generators::StandardNormalZiggurat
- random_generators::uniform_generators::FibonacciGenerator
- random_generators::uniform_generators::LinearCongruentialGenerator
- statistics::LinearRegressionAnalysis
- statistics::LinearRegressionFeatureResult
- statistics::LinearRegressionResult
- statistics::LinearRegressionSettings
- statistics::arima::AR
- statistics::arima::ARResult
- statistics::arima::ARSettings
- statistics::autocorrelation::Autocorrelation
- statistics::autocorrelation::PartialAutocorrelation
- statistics::continuous_distributions::ContinuousUniformDistribution
- statistics::continuous_distributions::ExponentialDistribution
- statistics::continuous_distributions::FDistribution
- statistics::continuous_distributions::GammaDistribution
- statistics::continuous_distributions::LaplaceDistribution
- statistics::continuous_distributions::LogNormalDistribution
- statistics::continuous_distributions::NormalDistribution
- statistics::continuous_distributions::ParetoDistribution
- statistics::continuous_distributions::StudentsTDistribution
- statistics::discrete_distributions::BernoulliDistribution
- statistics::discrete_distributions::BinomialDistribution
- statistics::discrete_distributions::DiscreteUniformDistribution
- statistics::discrete_distributions::PoissonDistribution
- statistics::mediation_analysis::BKMediationAnalysisFinalStep
- statistics::mediation_analysis::BKMediationAnalysisResult
- statistics::mediation_analysis::BKMediationAnalysisStep
- statistics::mediation_analysis::BaronKennyMeriationAnalysis
- statistics::mediation_analysis::MJYAnalysisFinalStep
- statistics::mediation_analysis::MJYAnalysisResult
- statistics::mediation_analysis::MJYAnalysisStep
- statistics::mediation_analysis::MullerJuddYzerbytAnalysis
- statistics::mediation_analysis::SobelTestResult
- statistics::stat_tests::ADFResult
- statistics::stat_tests::CointegrationResult
- statistics::stat_tests::FTestResult
- statistics::stat_tests::GrangerCausalityResult
- statistics::stat_tests::GrangerCausalitySettings
- statistics::stat_tests::TTestResult
- stochastic_processes::StochasticProcessResult
- stochastic_processes::jump_diffusion_models::KouJumpDiffusionProcess
- stochastic_processes::jump_diffusion_models::MertonJumpDiffusionProcess
- stochastic_processes::standard_stochastic_models::ArithmeticBrownianMotion
- stochastic_processes::standard_stochastic_models::BrownianBridge
- stochastic_processes::standard_stochastic_models::FellerSquareRootProcess
- stochastic_processes::standard_stochastic_models::GeometricBrownianMotion
- stochastic_processes::standard_stochastic_models::OrnsteinUhlenbeckProcess
- stochastic_processes::stochastic_process_generator::SDE
- stochastic_processes::stochastic_process_generator::StochasticDrift
- stochastic_processes::stochastic_process_generator::stochastic_drift_components::DifferenceStationary
- stochastic_processes::stochastic_volatility_models::ConstantElasticityOfVariance
- stochastic_processes::stochastic_volatility_models::HestonStochasticVolatility
- stochastic_processes::stochastic_volatility_models::VarianceGammaProcess
- technical_indicators::ADX
- technical_indicators::BollingerBands
- technical_indicators::EMA
- technical_indicators::MACD
- technical_indicators::OBV
- technical_indicators::RSI
- technical_indicators::SMA
- utilities::FeatureCollection
- utilities::MatrixConversion
- utilities::Time
- utilities::data_transformations::DataTransformations
- utilities::loss_functions::MAE
- utilities::loss_functions::MLE
- utilities::loss_functions::MSE
- utilities::loss_functions::MSLE
- utilities::loss_functions::SSE
- utilities::loss_functions::StraddleLoss
- utilities::minimal_spanning_tree::MST
- utilities::minimal_spanning_tree::MSTEdge
- utilities::minimal_spanning_tree::MSTNode
- utilities::numerical_engines::GoldenRatio
- utilities::numerical_engines::GradientDescent
- utilities::numerical_engines::LBFGS
- utilities::numerical_engines::NelderMead
- utilities::numerical_engines::NumericalOptimisationResult
- utilities::numerical_engines::ScalarFunctionWrapper
- utilities::numerical_engines::VectorFunctionWrapper
- utilities::time_value_utils::Annuity
- utilities::time_value_utils::Cashflow
- utilities::time_value_utils::Compounding
- utilities::time_value_utils::Perpetuity
Enums
- corporate_finance::capm::CAPMSolutionType
- corporate_finance::capm::CAPMType
- error::DigiFiError
- financial_instruments::AssetClass
- financial_instruments::FinancialInstrumentType
- financial_instruments::bonds::BondType
- financial_instruments::bonds::YtMMethod
- financial_instruments::derivatives::BlackScholesType
- financial_instruments::derivatives::ContractType
- financial_instruments::derivatives::OptionPricingMethod
- financial_instruments::derivatives::OptionType
- financial_instruments::stocks::QuoteValues
- financial_instruments::stocks::StockValuationType
- portfolio_applications::ReturnsMethod
- portfolio_applications::portfolio_composition::AssetReturnsType
- portfolio_applications::portfolio_composition::PortfolioReturnsType
- statistics::ProbabilityDistributionType
- statistics::arima::AROrderMethod
- statistics::stat_tests::ADFType
- statistics::stat_tests::ConfidenceLevel
- statistics::stat_tests::GrangerCausalityRejectReason
- statistics::stat_tests::GrangerCausalityTestType
- statistics::stat_tests::TTestTwoSampleCase
- stochastic_processes::standard_stochastic_models::FSRSimulationMethod
- stochastic_processes::stochastic_process_generator::sde_components::Jump
- stochastic_processes::stochastic_process_generator::sde_components::Noise
- stochastic_processes::stochastic_process_generator::sde_components::SDEComponent
- stochastic_processes::stochastic_process_generator::stochastic_drift_components::StationaryError
- stochastic_processes::stochastic_process_generator::stochastic_drift_components::StochasticDriftType
- stochastic_processes::stochastic_process_generator::stochastic_drift_components::TrendStationary
- utilities::ParameterType
- utilities::data_transformations::TransformationType
- utilities::minimal_spanning_tree::MSTDistance
- utilities::numerical_engines::LineSearch
- utilities::time_value_utils::CompoundingType
Traits
- error::ErrorTitle
- financial_instruments::FinancialInstrument
- financial_instruments::Payoff
- financial_instruments::PayoffClone
- lattice_models::LatticeModel
- portfolio_applications::PortfolioInstrument
- portfolio_applications::portfolio_performance::PortfolioPerformanceMetric
- portfolio_applications::portfolio_taxonomy::PortfolioTaxonomy
- random_generators::RandomGenerator
- statistics::ProbabilityDistribution
- statistics::RiskMeasure
- stochastic_processes::StochasticProcess
- stochastic_processes::stochastic_process_generator::sde_components::CustomJump
- stochastic_processes::stochastic_process_generator::sde_components::CustomNoise
- stochastic_processes::stochastic_process_generator::sde_components::CustomSDEComponent
- stochastic_processes::stochastic_process_generator::stochastic_drift_components::CustomStationaryError
- stochastic_processes::stochastic_process_generator::stochastic_drift_components::CustomTrendStationary
- utilities::loss_functions::LossFunction
- utilities::numerical_engines::ScalarNumericalMinimiser
- utilities::numerical_engines::VectorNumericalMinimiser
Functions
- corporate_finance::altman_z_score
- corporate_finance::asset_coverage_ratio
- corporate_finance::book_value
- corporate_finance::cash_flow_to_debt
- corporate_finance::cost_of_equity_capital
- corporate_finance::current_ratio
- corporate_finance::dcf_dividend_until_horizon
- corporate_finance::dcf_price_at_horizon
- corporate_finance::debt_service_coverage_ratio
- corporate_finance::debt_to_equity
- corporate_finance::dividend_yield
- corporate_finance::dol
- corporate_finance::earnings_per_share
- corporate_finance::enterprise_value
- corporate_finance::ev_to_ebitda
- corporate_finance::ev_to_revenue
- corporate_finance::expected_return_on_equity
- corporate_finance::gross_margin
- corporate_finance::interest_coverage_ratio
- corporate_finance::levered_beta
- corporate_finance::liquidity_ratio
- corporate_finance::net_profit_margin
- corporate_finance::operating_margin
- corporate_finance::payout_ratio
- corporate_finance::pb_ratio
- corporate_finance::pe_ratio
- corporate_finance::peg_ratio
- corporate_finance::plowback_ratio
- corporate_finance::quick_ratio
- corporate_finance::relative_tax_advantage_of_debt
- corporate_finance::return_on_assets
- corporate_finance::return_on_equity
- corporate_finance::return_on_equity_dupont
- corporate_finance::return_on_investment
- corporate_finance::unlevered_beta
- corporate_finance::weighted_average_cost_of_capital
- financial_instruments::bonds::bootstrap
- financial_instruments::derivatives::black_scholes_formula
- financial_instruments::derivatives::minimum_variance_hedge_ratio
- lattice_models::binomial_models::binomial_model
- lattice_models::binomial_models::binomial_tree_nodes
- lattice_models::trinomial_models::trinomial_model
- lattice_models::trinomial_models::trinomial_tree_nodes
- market_making::order_book::volume_imbalance
- monte_carlo::monte_carlo_simulation
- portfolio_applications::portfolio_composition::generate_portfolio
- portfolio_applications::returns_average
- portfolio_applications::risk_measures::expected_shortfall
- portfolio_applications::risk_measures::value_at_risk
- portfolio_applications::utility_functions::cara
- portfolio_applications::utility_functions::crra
- random_generators::generate_seed
- random_generators::generator_algorithms::accept_reject
- random_generators::generator_algorithms::box_muller
- random_generators::generator_algorithms::inverse_transform
- random_generators::generator_algorithms::marsaglia
- random_generators::generator_algorithms::ziggurat
- statistics::adjusted_r_squared
- statistics::akaike_information_criterion
- statistics::akaike_information_criterion_log
- statistics::autocorrelation::autocorrelation
- statistics::autocorrelation::autocorrelation_array
- statistics::autocorrelation::partial_autocorrelation
- statistics::bayesian_information_criterion
- statistics::bayesian_information_criterion_log
- statistics::beta
- statistics::change_frequency_std
- statistics::covariance
- statistics::digamma
- statistics::gamma
- statistics::incomplete_beta
- statistics::inverse_regularized_incomplete_beta
- statistics::kurtosis
- statistics::linear_regression
- statistics::ln_beta
- statistics::ln_gamma
- statistics::lower_incomplete_gamma
- statistics::mediation_analysis::sobel_test
- statistics::multivariate_beta
- statistics::n_choose_r
- statistics::pearson_correlation
- statistics::r_squared
- statistics::regularized_incomplete_beta
- statistics::se_lr_coefficient
- statistics::skewness
- statistics::stat_tests::adf
- statistics::stat_tests::cointegration
- statistics::stat_tests::f_test_anova
- statistics::stat_tests::granger_causality_test
- statistics::stat_tests::nested_f_statistic
- statistics::stat_tests::simple_granger_causality_test
- statistics::stat_tests::t_test_lr
- statistics::stat_tests::t_test_two_sample
- statistics::upper_incomplete_gamma
- statistics::variance_inflation_factor
- technical_indicators::adx
- technical_indicators::bollinger_bands
- technical_indicators::ema
- technical_indicators::macd
- technical_indicators::maximum_drawdown
- technical_indicators::obv
- technical_indicators::rsi
- technical_indicators::sma
- utilities::compare_len
- utilities::data_transformations::differencing
- utilities::data_transformations::log_return_transformation
- utilities::data_transformations::min_max_scaling
- utilities::data_transformations::percent_change
- utilities::data_transformations::rank_transformation
- utilities::data_transformations::unit_vector_normalization
- utilities::maths_utils::definite_integral
- utilities::maths_utils::derivative
- utilities::maths_utils::erf
- utilities::maths_utils::erfinv
- utilities::maths_utils::euclidean_distance
- utilities::maths_utils::factorial
- utilities::maths_utils::rising_factorial
- utilities::time_value_utils::ctp_compounding_transformation
- utilities::time_value_utils::forward_rate
- utilities::time_value_utils::future_value
- utilities::time_value_utils::internal_rate_of_return
- utilities::time_value_utils::net_present_value
- utilities::time_value_utils::present_value
- utilities::time_value_utils::ptc_compounding_transformation
- utilities::time_value_utils::ptp_compounding_transformation
- utilities::time_value_utils::real_interest_rate