Contents:
Installation
Notebook Gallery
Module Documentation
Sample and Test Data
Developer Guide
Glossary
Index
Search Page
rivapy
Index
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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H
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I
|
J
|
L
|
M
|
N
|
O
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P
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R
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S
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T
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U
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V
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W
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Y
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Z
_
_create_sample() (rivapy.instruments.bond_specifications.BondBaseSpecification static method)
(rivapy.instruments.components.Issuer static method)
(rivapy.instruments.deposit_specifications.DepositSpecification static method)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification static method)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification static method)
A
ACT252 (rivapy.tools.enums.DayCounterType attribute)
ACT360 (rivapy.tools.enums.DayCounterType attribute)
Act365Fixed (rivapy.tools.enums.DayCounterType attribute)
ACT_ACT (rivapy.tools.enums.DayCounterType attribute)
ActActICMA (rivapy.tools.enums.DayCounterType attribute)
AmericanPdePricingData (class in rivapy.pricing.pricing_data)
AmericanVanillaSpecification (class in rivapy.instruments)
AnalyticCapPricingData (class in rivapy.pricing.pricing_data)
AnalyticSwaptionPricingData (class in rivapy.pricing.pricing_data)
apply() (rivapy.marketdata_tools.CategoricalFourierShaper method)
(rivapy.marketdata_tools.CategoricalRegression method)
(rivapy.marketdata_tools.PFCShaper method)
(rivapy.marketdata_tools.SimpleCategoricalRegression method)
apply_mc_step() (rivapy.models.HestonModel method)
(rivapy.models.LocalVol method)
(rivapy.models.OrnsteinUhlenbeck method)
(rivapy.models.ScottChesneyModel method)
(rivapy.models.StochasticLocalVol method)
B
backwards (rivapy.tools.Schedule property)
BarrierSpecification (class in rivapy.instruments)
BasePricingData (class in rivapy.pricing.pricing_data)
Black76PricingData (class in rivapy.pricing.pricing_data)
bond (rivapy.pricing.pricing_data.BondPricingData property)
BondBaseSpecification (class in rivapy.instruments.bond_specifications)
BondPricingData (class in rivapy.pricing.pricing_data)
BondPricingParameter (class in rivapy.pricing.pricing_data)
business_day_convention (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
(rivapy.tools.Schedule property)
C
calc_implied_vol() (rivapy.marketdata.VolatilityGridParametrization method)
(rivapy.marketdata.VolatilityParametrizationSSVI method)
(rivapy.marketdata.VolatilitySurface method)
calendar (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
(rivapy.tools.Schedule property)
calibrate() (rivapy.marketdata_tools.CategoricalFourierShaper method)
(rivapy.marketdata_tools.CategoricalRegression method)
(rivapy.marketdata_tools.PFCShaper method)
(rivapy.marketdata_tools.SimpleCategoricalRegression method)
(rivapy.models.OrnsteinUhlenbeck method)
(rivapy.models.WindPowerModel static method)
calibrate_MC() (rivapy.models.StochasticLocalVol method)
call_price() (rivapy.models.HestonModel method)
Cash Flow
cashflows (rivapy.pricing.bond_pricing.DeterministicCashflowPricer property)
CategoricalFourierShaper (class in rivapy.marketdata_tools)
CategoricalRegression (class in rivapy.marketdata_tools)
CDSPricingData (class in rivapy.pricing.pricing_data)
CDSSpecification (class in rivapy.instruments.cds_specification)
clean_price() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)
COLLATERALIZED (rivapy.tools.enums.SecuritizationLevel attribute)
ComboSpecification (class in rivapy.instruments)
compute() (rivapy.marketdata.NelsonSiegel static method)
(rivapy.marketdata.NelsonSiegelSvensson static method)
(rivapy.marketdata_tools.PFCShifter method)
(rivapy.models.SupplyFunction method)
(rivapy.tools.interfaces.DateTimeFunction method)
compute_basis_spread() (rivapy.pricing.interest_rate_swap_pricing.InterestRateSwapPricer static method)
compute_call_price() (rivapy.models.OrnsteinUhlenbeck method)
compute_european_price_Buehler() (in module rivapy.pricing.analytics)
compute_expected_value() (rivapy.models.LuciaSchwartz method)
(rivapy.models.OrnsteinUhlenbeck method)
compute_fair_rate() (rivapy.pricing.fra_pricing.ForwardRateAgreementPricer static method)
compute_flows() (rivapy.instruments.GreenPPASpecification method)
(rivapy.instruments.PPASpecification method)
compute_fwd_value() (rivapy.models.LuciaSchwartz method)
compute_implied_vol_Buehler() (in module rivapy.pricing.analytics)
compute_local_var() (rivapy.models.LocalVol static method)
compute_swap_rate() (rivapy.pricing.interest_rate_swap_pricing.InterestRateSwapPricer static method)
compute_swap_rate_ois_analytical() (rivapy.pricing.interest_rate_swap_pricing.InterestRateSwapPricer static method)
compute_swap_spread() (rivapy.pricing.interest_rate_swap_pricing.InterestRateSwapPricer method)
compute_yield() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)
conditional_probability_density() (rivapy.models.OrnsteinUhlenbeck method)
CONSTANT (rivapy.tools.enums.ExtrapolationType attribute)
(rivapy.tools.enums.InflationInterpolation attribute)
(rivapy.tools.enums.InterpolationType attribute)
CONSTANT_DF (rivapy.tools.enums.ExtrapolationType attribute)
ConstantRate (class in rivapy.marketdata)
CONSTRAINED_SPLINE (rivapy.tools.enums.InterpolationType attribute)
country (rivapy.instruments.components.Issuer property)
CreditDefaultData (class in rivapy.sample_data.market_data.credit_default)
currency (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification property)
D
DateTimeFunction (class in rivapy.tools.interfaces)
DateTimeGrid (class in rivapy.tools)
day_count_convention (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
DayCounterType (class in rivapy.tools.enums)
days (rivapy.tools.Period property)
DELTA (rivapy.pricing.pricing_data.ResultType attribute)
DepositPricer (class in rivapy.pricing.deposit_pricing)
DepositPricingData (class in rivapy.pricing.pricing_data)
DepositSpecification (class in rivapy.instruments.deposit_specifications)
detect_redundant_contracts() (rivapy.marketdata_tools.PFCShifter method)
DeterministicCashflowPricer (class in rivapy.pricing.bond_pricing)
dirty_price() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)
discount_curve (rivapy.pricing.pricing_data.BondPricingData property)
DiscountCurve (class in rivapy.marketdata)
DiscountCurveParametrized (class in rivapy.marketdata)
DividendTable (class in rivapy.marketdata)
DocStringExample (class in rivapy.tools.example_docstring)
E
end_date (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
end_day (rivapy.tools.Schedule property)
end_period (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
EnergyFutureSpecifications (class in rivapy.instruments)
EnergyPriceForwardCurve (class in rivapy.marketdata)
EQUITY (rivapy.tools.enums.SecuritizationLevel attribute)
EquityForwardCurve (class in rivapy.marketdata)
esg_rating (rivapy.instruments.components.Issuer property)
EuropeanVanillaSpecification (class in rivapy.instruments)
eval_call_functions() (rivapy.models.WindPowerForecastModel static method)
expected_cashflows() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)
(rivapy.pricing.deposit_pricing.DepositPricer method)
(rivapy.pricing.fra_pricing.ForwardRateAgreementPricer method)
ExtrapolationType (class in rivapy.tools.enums)
F
Fair Value
feller_condition() (rivapy.models.HestonModel method)
fixing_curve (rivapy.pricing.pricing_data.BondPricingData property)
FOLLOWING (rivapy.tools.enums.RollConvention attribute)
ForwardRateAgreementPricer (class in rivapy.pricing.fra_pricing)
ForwardRateAgreementPricingData (class in rivapy.pricing.pricing_data)
ForwardRateAgreementSpecification (class in rivapy.instruments.fra_specifications)
from_existing_pfc() (rivapy.marketdata.EnergyPriceForwardCurve class method)
from_existing_shape() (rivapy.marketdata.EnergyPriceForwardCurve class method)
from_scratch() (rivapy.marketdata.EnergyPriceForwardCurve class method)
from_string() (rivapy.tools.Period static method)
G
GAMMA (rivapy.pricing.pricing_data.ResultType attribute)
GasSchedule (class in rivapy.tools)
generate_dates() (rivapy.tools.Schedule method)
generate_synthetic_contracts() (rivapy.marketdata_tools.PFCShifter method)
generate_transition_matrix() (rivapy.marketdata_tools.PFCShifter method)
GERMAN (rivapy.tools.enums.InflationInterpolation attribute)
get() (rivapy.models.LinearDemandForwardModel.ForwardSimulationResult method)
(rivapy.models.MultiRegionWindForecastModel.ForwardSimulationResult method)
(rivapy.models.ResidualDemandForwardModel.ForwardSimulationResult method)
(rivapy.models.WindPowerForecastModel.ForwardSimulationResult method)
get_accrued_interest() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer static method)
get_compute_yield() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer static method)
get_daily_subgrid() (rivapy.tools.DateTimeGrid method)
get_dates() (rivapy.marketdata.DiscountCurve method)
get_day_of_week() (rivapy.tools.DateTimeGrid method)
get_day_of_year() (rivapy.tools.DateTimeGrid method)
get_df() (rivapy.marketdata.DiscountCurve method)
get_dirty_price() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer static method)
get_end() (rivapy.instruments.EnergyFutureSpecifications method)
get_end_date() (rivapy.instruments.deposit_specifications.DepositSpecification method)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification method)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification method)
get_eta() (rivapy.marketdata.VolatilityParametrizationSSVI method)
get_expected_cashflows() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer static method)
(rivapy.pricing.deposit_pricing.DepositPricer static method)
(rivapy.pricing.fra_pricing.ForwardRateAgreementPricer static method)
get_fixed_leg() (rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification method)
get_float_leg() (rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification method)
get_float_rate() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer static method)
get_forward() (rivapy.models.WindPowerForecastModel method)
get_fwd_atm_vols() (rivapy.marketdata.VolatilityParametrizationSSVI method)
get_gamma() (rivapy.marketdata.VolatilityParametrizationSSVI method)
get_hour_of_day() (rivapy.tools.DateTimeGrid method)
get_implied_simply_compounded_rate() (rivapy.pricing.deposit_pricing.DepositPricer static method)
get_initial_value() (rivapy.models.HestonModel method)
(rivapy.models.StochasticLocalVol method)
get_minute_of_day() (rivapy.tools.DateTimeGrid method)
get_pay_leg() (rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification method)
get_pfc() (rivapy.marketdata.EnergyPriceForwardCurve method)
get_price() (rivapy.instruments.EnergyFutureSpecifications method)
(rivapy.pricing.deposit_pricing.DepositPricer static method)
(rivapy.pricing.fra_pricing.ForwardRateAgreementPricer static method)
get_pv_cashflows() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer static method)
get_receive_leg() (rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification method)
get_rho() (rivapy.marketdata.VolatilityParametrizationSSVI method)
get_schedule() (rivapy.instruments.EnergyFutureSpecifications method)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification method)
(rivapy.instruments.PPASpecification method)
get_start() (rivapy.instruments.EnergyFutureSpecifications method)
get_start_end() (rivapy.instruments.EnergyFutureSpecifications method)
get_technology() (rivapy.models.LinearDemandForwardModel method)
(rivapy.models.ResidualDemandForwardModel method)
get_z_spread() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer static method)
getPrice() (rivapy.pricing.pricing_data.PricingResults method)
GreenPPAPricingRequest (class in rivapy.pricing.pricing_request)
GreenPPASpecification (class in rivapy.instruments)
H
HAGAN (rivapy.tools.enums.InterpolationType attribute)
HAGAN_DF (rivapy.tools.enums.InterpolationType attribute)
HestonModel (class in rivapy.models)
I
implied_simply_compounded_rate() (rivapy.pricing.deposit_pricing.DepositPricer method)
index (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
InflationInterpolation (class in rivapy.tools.enums)
ins_type() (rivapy.instruments.deposit_specifications.DepositSpecification method)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification method)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification method)
InterestRateSwapFloatLegPricingData (class in rivapy.pricing.pricing_data)
InterestRateSwapFloatLegPricingData_rivapy (class in rivapy.pricing.pricing_data)
InterestRateSwapLegPricingData (class in rivapy.pricing.pricing_data)
InterestRateSwapLegPricingData_rivapy (class in rivapy.pricing.pricing_data)
InterestRateSwapPricer (class in rivapy.pricing.interest_rate_swap_pricing)
InterestRateSwapPricingData (class in rivapy.pricing.pricing_data)
InterestRateSwapPricingData_rivapy (class in rivapy.pricing.pricing_data)
InterestRateSwapSpecification (class in rivapy.instruments.ir_swap_specification)
InterpolationType (class in rivapy.tools.enums)
issue_date (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification property)
Issuer (class in rivapy.instruments.components)
issuer (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification property)
J
JAPAN (rivapy.tools.enums.InflationInterpolation attribute)
L
LINEAR (rivapy.tools.enums.ExtrapolationType attribute)
(rivapy.tools.enums.InterpolationType attribute)
LINEAR_LOG (rivapy.tools.enums.ExtrapolationType attribute)
(rivapy.tools.enums.InterpolationType attribute)
LinearDemandForwardModel (class in rivapy.models)
LinearDemandForwardModel.ForwardSimulationResult (class in rivapy.models)
load() (rivapy.marketdata.VolatilitySurface static method)
LoadModel (class in rivapy.models)
LocalVol (class in rivapy.models)
LuciaSchwartz (class in rivapy.models)
M
macaulay_duration() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)
maturity_date (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification property)
MemoryExpressSpecification (class in rivapy.instruments)
MEZZANINE (rivapy.tools.enums.SecuritizationLevel attribute)
modified_duration() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)
MODIFIED_FOLLOWING (rivapy.tools.enums.RollConvention attribute)
MODIFIED_FOLLOWING_BIMONTHLY (rivapy.tools.enums.RollConvention attribute)
MODIFIED_FOLLOWING_EOM (rivapy.tools.enums.RollConvention attribute)
MODIFIED_PRECEDING (rivapy.tools.enums.RollConvention attribute)
module
rivapy.instruments.cds_specification
rivapy.pricing.analytics
rivapy.pricing.pricing_data
months (rivapy.tools.Period property)
MultiRegionWindForecastModel (class in rivapy.models)
MultiRegionWindForecastModel.ForwardSimulationResult (class in rivapy.models)
MultiRegionWindForecastModel.Region (class in rivapy.models)
N
n_deliveries() (rivapy.instruments.PPASpecification method)
n_forwards() (rivapy.models.LinearDemandForwardModel.ForwardSimulationResult method)
(rivapy.models.MultiRegionWindForecastModel.ForwardSimulationResult method)
(rivapy.models.ResidualDemandForwardModel.ForwardSimulationResult method)
(rivapy.models.WindPowerForecastModel.ForwardSimulationResult method)
n_random() (rivapy.models.MultiRegionWindForecastModel.Region method)
name (rivapy.instruments.components.Issuer property)
name() (rivapy.models.MultiRegionWindForecastModel.Region method)
NEAREST (rivapy.tools.enums.RollConvention attribute)
NelsonSiegel (class in rivapy.marketdata)
NelsonSiegelSvensson (class in rivapy.marketdata)
NON_PREFERRED_SENIOR (rivapy.tools.enums.SecuritizationLevel attribute)
NONE (rivapy.tools.enums.ExtrapolationType attribute)
(rivapy.tools.enums.SecuritizationLevel attribute)
(rivapy.tools.enums.VolatilityStickyness attribute)
normalize_shape() (rivapy.marketdata_tools.PFCShaper method)
notional (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
notional_amount() (rivapy.instruments.bond_specifications.BondBaseSpecification method)
notional_structure (rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification property)
O
obj_id (rivapy.instruments.components.Issuer property)
OffPeakSchedule (class in rivapy.tools)
OrnsteinUhlenbeck (class in rivapy.models)
P
par_spread() (rivapy.pricing.pricing_data.CDSPricingData method)
parameters (rivapy.pricing.pricing_data.BondPricingData property)
past_fixing (rivapy.pricing.pricing_data.BondPricingData property)
payment_days (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
PeakSchedule (class in rivapy.tools)
Period (class in rivapy.tools)
PFCShaper (class in rivapy.marketdata_tools)
PFCShifter (class in rivapy.marketdata_tools)
plot() (rivapy.marketdata.DiscountCurve method)
(rivapy.marketdata.EquityForwardCurve method)
(rivapy.models.SupplyFunction method)
PPASpecification (class in rivapy.instruments)
PRECEDING (rivapy.tools.enums.RollConvention attribute)
PREFERRED_SENIOR (rivapy.tools.enums.SecuritizationLevel attribute)
PRICE (rivapy.pricing.pricing_data.ResultType attribute)
price() (rivapy.pricing.deposit_pricing.DepositPricer method)
(rivapy.pricing.fra_pricing.ForwardRateAgreementPricer method)
(rivapy.pricing.interest_rate_swap_pricing.InterestRateSwapPricer method)
(rivapy.pricing.pricing_data.AmericanPdePricingData method)
(rivapy.pricing.pricing_data.AnalyticCapPricingData method)
(rivapy.pricing.pricing_data.AnalyticSwaptionPricingData method)
(rivapy.pricing.pricing_data.Black76PricingData method)
(rivapy.pricing.pricing_data.CDSPricingData method)
(rivapy.pricing.pricing_data.DepositPricingData method)
(rivapy.pricing.pricing_data.ForwardRateAgreementPricingData method)
(rivapy.pricing.pricing_data.InterestRateSwapPricingData method)
(rivapy.pricing.pricing_data.InterestRateSwapPricingData_rivapy method)
price_leg() (rivapy.pricing.interest_rate_swap_pricing.InterestRateSwapPricer static method)
price_leg_pricing_data() (rivapy.pricing.interest_rate_swap_pricing.InterestRateSwapPricer static method)
pricer (rivapy.pricing.pricing_data.BasePricingData property)
pricing_request (rivapy.pricing.pricing_data.BasePricingData property)
PricingResults (class in rivapy.pricing.pricing_data)
pv_cashflows() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)
R
RainbowSpecification (class in rivapy.instruments)
rate (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
rate_business_day_convention (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
rate_day_count_convention (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
rate_end_date (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
rate_start_date (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
rating (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.components.Issuer property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification property)
recovery_curve (rivapy.pricing.pricing_data.BondPricingData property)
region_names() (rivapy.models.MultiRegionWindForecastModel method)
region_relative_capacity() (rivapy.models.MultiRegionWindForecastModel method)
ResidualDemandForwardModel (class in rivapy.models)
ResidualDemandForwardModel.ForwardSimulationResult (class in rivapy.models)
ResidualDemandModel (class in rivapy.models)
ResultType (class in rivapy.pricing.pricing_data)
RHO (rivapy.pricing.pricing_data.ResultType attribute)
rivapy.instruments.cds_specification
module
rivapy.pricing.analytics
module
rivapy.pricing.pricing_data
module
rnd_shape() (rivapy.models.LinearDemandForwardModel method)
(rivapy.models.LoadModel method)
(rivapy.models.LuciaSchwartz method)
(rivapy.models.MultiRegionWindForecastModel method)
(rivapy.models.OrnsteinUhlenbeck method)
(rivapy.models.ResidualDemandForwardModel method)
(rivapy.models.SolarPowerModel method)
(rivapy.models.WindPowerForecastModel method)
(rivapy.models.WindPowerModel method)
roll_convention (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.tools.Schedule property)
RollConvention (class in rivapy.tools.enums)
S
sample() (rivapy.sample_data.market_data.credit_default.CreditDefaultData static method)
Schedule (class in rivapy.tools)
ScottChesneyModel (class in rivapy.models)
sector (rivapy.instruments.components.Issuer property)
securitization_level (rivapy.instruments.bond_specifications.BondBaseSpecification property)
(rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
(rivapy.instruments.ir_swap_specification.InterestRateSwapSpecification property)
SecuritizationLevel (class in rivapy.tools.enums)
SENIOR_SECURED (rivapy.tools.enums.SecuritizationLevel attribute)
SENIOR_UNSECURED (rivapy.tools.enums.SecuritizationLevel attribute)
set_amortization_scheme() (rivapy.instruments.bond_specifications.BondBaseSpecification method)
set_amount() (rivapy.instruments.PPASpecification method)
set_notional_structure() (rivapy.instruments.bond_specifications.BondBaseSpecification method)
set_price() (rivapy.pricing.pricing_data.PricingResults method)
set_stickyness() (rivapy.marketdata.VolatilitySurface static method)
shift() (rivapy.marketdata_tools.PFCShifter method)
SimpleCategoricalRegression (class in rivapy.marketdata_tools)
SimpleSchedule (class in rivapy.tools)
simulate() (rivapy.models.LinearDemandForwardModel method)
(rivapy.models.LoadModel method)
(rivapy.models.LuciaSchwartz method)
(rivapy.models.MultiRegionWindForecastModel method)
(rivapy.models.OrnsteinUhlenbeck method)
(rivapy.models.ResidualDemandForwardModel method)
(rivapy.models.ResidualDemandModel method)
(rivapy.models.SolarPowerModel method)
(rivapy.models.WindPowerForecastModel method)
(rivapy.models.WindPowerModel method)
SolarPowerModel (class in rivapy.models)
Specification
spot_days (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
spot_price_model() (in module rivapy.sample_data.dummy_power_spot_price)
start_date (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
start_day (rivapy.tools.Schedule property)
start_period (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
StickyFwdMoneyness (rivapy.tools.enums.VolatilityStickyness attribute)
StickyStrike (rivapy.tools.enums.VolatilityStickyness attribute)
StickyXStrike (rivapy.tools.enums.VolatilityStickyness attribute)
StochasticLocalVol (class in rivapy.models)
stub_type_is_Long (rivapy.tools.Schedule property)
SUBORDINATED (rivapy.tools.enums.SecuritizationLevel attribute)
SupplyFunction (class in rivapy.models)
survival_curve (rivapy.pricing.pricing_data.BondPricingData property)
T
Theoretical Value
THETA (rivapy.pricing.pricing_data.ResultType attribute)
Thirty360ISDA (rivapy.tools.enums.DayCounterType attribute)
ThirtyE360 (rivapy.tools.enums.DayCounterType attribute)
ThirtyU360 (rivapy.tools.enums.DayCounterType attribute)
time_period (rivapy.tools.Schedule property)
times_to_zero_one() (rivapy.marketdata_tools.CategoricalFourierShaper method)
total_capacity() (rivapy.models.MultiRegionWindForecastModel method)
trade_date (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
U
udlID (rivapy.instruments.fra_specifications.ForwardRateAgreementSpecification property)
udls() (rivapy.models.LinearDemandForwardModel method)
(rivapy.models.LinearDemandForwardModel.ForwardSimulationResult method)
(rivapy.models.MultiRegionWindForecastModel method)
(rivapy.models.MultiRegionWindForecastModel.ForwardSimulationResult method)
(rivapy.models.MultiRegionWindForecastModel.Region method)
(rivapy.models.ResidualDemandForwardModel method)
(rivapy.models.ResidualDemandForwardModel.ForwardSimulationResult method)
(rivapy.models.ResidualDemandModel method)
(rivapy.models.SolarPowerModel method)
(rivapy.models.WindPowerForecastModel method)
(rivapy.models.WindPowerForecastModel.ForwardSimulationResult method)
(rivapy.models.WindPowerModel method)
UNADJUSTED (rivapy.tools.enums.RollConvention attribute)
UNDEFINED (rivapy.tools.enums.InflationInterpolation attribute)
V
validate() (rivapy.instruments.cds_specification.CDSSpecification method)
valuation_date (rivapy.pricing.pricing_data.BondPricingData property)
value() (rivapy.marketdata.ConstantRate method)
(rivapy.marketdata.DiscountCurve method)
(rivapy.marketdata.DiscountCurveParametrized method)
(rivapy.marketdata.EquityForwardCurve method)
value_fwd() (rivapy.marketdata.DiscountCurve method)
(rivapy.marketdata.DiscountCurveParametrized method)
value_fwd_rate() (rivapy.marketdata.DiscountCurve method)
(rivapy.marketdata.DiscountCurveParametrized method)
value_rate() (rivapy.marketdata.DiscountCurve method)
(rivapy.marketdata.DiscountCurveParametrized method)
value_yf() (rivapy.marketdata.DiscountCurve method)
VANNA (rivapy.pricing.pricing_data.ResultType attribute)
VEGA (rivapy.pricing.pricing_data.ResultType attribute)
VolatilityGridParametrization (class in rivapy.marketdata)
VolatilityParametrizationFlat (class in rivapy.marketdata)
VolatilityParametrizationSABR (class in rivapy.marketdata)
VolatilityParametrizationSSVI (class in rivapy.marketdata)
VolatilityParametrizationSVI (class in rivapy.marketdata)
VolatilityParametrizationTerm (class in rivapy.marketdata)
VolatilityStickyness (class in rivapy.tools.enums)
VolatilitySurface (class in rivapy.marketdata)
W
WindPowerForecastModel (class in rivapy.models)
WindPowerForecastModel.ForwardSimulationResult (class in rivapy.models)
WindPowerModel (class in rivapy.models)
Y
years (rivapy.tools.Period property)
Z
z_spread() (rivapy.pricing.bond_pricing.DeterministicCashflowPricer method)