financialkit.exotic_options#
Merton, Reiner-Rubinstein, double and discretely monitored barriers, binaries and one-touches, Kemna-Vorst and Turnbull-Wakeman Asians, lookbacks, variance swaps, Geske compounds, forward starts and choosers, Margrabe, Stulz and quanto options, and Longstaff-Schwartz.
History
The foundational breakthroughs behind this subpackage, linked to the implementation.
Examples
Runnable tutorials and the full example gallery.
API reference
Every public class and function.