AngularDistance |
Angular distance metrics |
Bond |
Bond Class |
BondFuture |
Bond Future Class |
CalcEuroLotteryPnL |
PnL calculation for EuroMillions/EuroJackpot backtesting |
capped_fibonacci_seq |
Fibonacci sequence up to a specified maximum number |
Carbon_Footprint |
Carbon Footprint |
Carbon_Intensity |
Carbon Intensity |
CDOTranche |
CDO tranche Class |
CDS |
CDS Class |
CDX |
CDX Class |
Chebyshev_distance |
Chebyshev distance |
Collateral |
Collateral Class |
Commodity |
Commodity Class |
CommodityForward |
Commodity Forward Class |
CommSwap |
Commodity Swap Class |
CrossSampleEntropy |
Angular distance metrics |
CSA |
CSA Class |
Curve |
Curve Class |
DynamicBeta |
Time Varying Beta via Kalman filter & smoother |
Equity |
Equity Class |
EquityIndexFuture |
Equity Index Future Class |
EquityOptionIndex |
Equity Option Index Class |
EquityOptionSingle |
Equity Option Single Class |
EuroJackpotExample |
Eurojackpot analysis example |
EuroJackpotResults |
Returns all the EuroJackpot results until the end of 2023 |
EuroLotteryAllCombinations |
Returns all the possible number combinations for EuroMillions/EuroJackpot |
EuroLotteryBacktesting |
Euromillions/EuroJackpot Backtesting |
EuroMillionsExample |
Euromillions analysis example |
EuroMillionsResults |
Returns all the EuroMillions results until the end of 2023 |
FxForward |
FX Forward Class |
FxSwap |
Fx Swap Class |
GetTradeDetails |
Returns a list with the populated fields of a Trade Object |
HashTable |
Hashtable Class |
InformationAdjustedBeta |
Information Adjusted Beta |
InformationAdjustedCorr |
Information Adjusted Correlation |
IRDFuture |
IRD Future Class |
IRDSwap |
IRD Swap Class |
IRDSwaption |
IRD Swaption Class |
IRDSwaption-class |
IRD Swaption Class |
IRDSwapVol |
IRD Swap Volatility Class |
martingale_strategy_repetitions |
Martingale Strategy Repetitions |
NormXASampEn |
Normalized Cross Sample Entropy |
OtherExposure |
OtherExposure Class |
OuterJoinMerge |
Returns all possible combinations of two dataframes |
ParseTrades |
Parse trades through a .csv file. |
roulette_pl_calculator_dalembert |
Roulette P&L betting based on the D'Alembert Betting System |
roulette_pl_calculator_fibonacci |
Roulette P&L betting based on the Fibonacci Betting System |
roulette_pl_calculator_labouchere |
Roulette P&L betting based on the Labouchere Betting System |
roulette_pl_calculator_martingale |
Roulette P&L betting based on a modified martingale strategy |
roulette_pl_calculator_specific_number |
Roulette P&L betting on a specific number |
SampleEntropy |
Sample Entropy |
SelectDerivatives |
Select the derivatives out of a trades' list |
top5 |
Top 5 most or least lucky numbers for EuroMillions/EuroJackpot |
Total_Carbon_Emissions |
Total Carbon Emissions |
VariationOfInformation |
Variation of Information |
Weighted_Average_Carbon_Intensity |
Weighted Average Carbon Intensity |