Index

C

call_option() (in module fortitudo.tech.option_pricing)

E

efficient_frontier() (MeanCVaR method) (MeanVariance method)

efficient_portfolio() (MeanCVaR method) (MeanVariance method) entropy_pooling() (in module fortitudo.tech.entropy_pooling)

F

fortitudo.tech.data module fortitudo.tech.entropy_pooling module

fortitudo.tech.optimization module fortitudo.tech.option_pricing module

L

load_parameters() (in module fortitudo.tech.data)

load_pnl() (in module fortitudo.tech.data) load_time_series() (in module fortitudo.tech.data)

M

MeanCVaR (class in fortitudo.tech.optimization) MeanVariance (class in fortitudo.tech.optimization) module fortitudo.tech.data fortitudo.tech.entropy_pooling fortitudo.tech.optimization fortitudo.tech.option_pricing

P

put_option() (in module fortitudo.tech.option_pricing)