Welcome to rivapy’s documentation!

rivapy is a python package for the valuation and analysis of financial instruments. It provides classes to handle market data such as yieldcurves or volatility surface, to define financial instruments such as options and different models that can be used to evaluate these instruments.

Contents:

• Installation
• Notebook Gallery
  • Market Data
  • Models
  • Pricing
  • Financial Instruments
• Module Documentation
  • Market Data
  • Market Data Tools
  • Instruments
  • Models
  • Pricing
  • Tools
  • Interfaces
• Sample and Test Data
  • Spreadcurves
  • Credit Default Data
  • Dummy Power Spot Price
• Developer Guide
  • Styleguide
  • Unit Testing
  • Logging
• Glossary
• Index
• Search Page