Expand description
Module containing functionality for stepping through data or calculations.
This module provides components and utilities for managing step-based operations, such as iterative calculations, data processing steps, or any process that requires incremental progression through a series of operations.
The stepping functionality is particularly useful for scenarios where:
- Operations need to be performed in a specific sequence
- Progress tracking is required through a multi-stage process
- Incremental state changes need to be managed
§Financial Time Series Framework
This module provides a comprehensive framework for handling time series data in financial applications. It offers a structured approach to manage and process time-based financial information with support for different time units, step sizes, and value representations.
The framework is designed to be flexible, type-safe, and easy to use, making it suitable for various financial modeling tasks including option pricing, risk analysis, and time series forecasting.
§Architecture
The framework consists of three primary components:
- The
Stepstructure which combines time and value information - The
Xstepstructure for managing time-related components - The
Ystepstructure for managing value-related components