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Sage Reference Manual: Quantitative Finance - Mirrors

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INDEX<br />

A<br />

abs() (sage.finance.time_series.TimeSeries method), 2<br />

add_entries() (sage.finance.time_series.TimeSeries method), 2<br />

add_scalar() (sage.finance.time_series.TimeSeries method), 3<br />

autocorrelation() (sage.finance.time_series.TimeSeries method), 3<br />

autocovariance() (sage.finance.time_series.TimeSeries method), 4<br />

autoregressive_fit() (in module sage.finance.time_series), 20<br />

autoregressive_fit() (sage.finance.time_series.TimeSeries method), 4<br />

autoregressive_forecast() (sage.finance.time_series.TimeSeries method), 5<br />

B<br />

b() (sage.finance.markov_multifractal.MarkovSwitchingMultifractal method), 35<br />

black_scholes() (in module sage.finance.option), 29<br />

C<br />

central_moment() (sage.finance.time_series.TimeSeries method), 5<br />

clip_remove() (sage.finance.time_series.TimeSeries method), 6<br />

close() (sage.finance.stock.Stock method), 23<br />

correlation() (sage.finance.time_series.TimeSeries method), 6<br />

covariance() (sage.finance.time_series.TimeSeries method), 6<br />

D<br />

diffs() (sage.finance.time_series.TimeSeries method), 7<br />

E<br />

exp() (sage.finance.time_series.TimeSeries method), 7<br />

exponential_moving_average() (sage.finance.time_series.TimeSeries method), 7<br />

extend() (sage.finance.time_series.TimeSeries method), 8<br />

F<br />

fft() (sage.finance.time_series.TimeSeries method), 8<br />

fractional_brownian_motion_simulation() (in module sage.finance.fractal), 31<br />

fractional_gaussian_noise_simulation() (in module sage.finance.fractal), 31<br />

G<br />

gamma() (sage.finance.markov_multifractal.MarkovSwitchingMultifractal method), 36<br />

45

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