Otyca API References
Welcome to the Otyca API Documentation. Our APIs are primarily developed in C++, with most interfaces also made available in Python. If you come across a C++ interface that isn’t yet exposed to Python but would be useful to you, please let us know — we’d love your feedback.
Contents:
- C++ API
- C++ API Usage Examples
- Python API
AlphaStableAutoStochasticProcessPricerBimodalGaussianBimodalGaussianBoundedScheduleBrownianMotionCGMYCIRClaimFourierTransformCompositeLevyProcessCompositeStochasticProcessCompositeStochasticProcessConfigCompositeStochasticProcessFactoryCubicSplineDirectIntegrationPricerDividendDividendBoundedScheduleDividendFlexibleScheduleDividendScatterDividendScheduleDividendTableDoubleScatterEstimateEstimateScatterEstimateScheduleEventEventBoundedScheduleFFTPricerFRFTPricerFloatBoundedScheduleFloatFlexibleScheduleFloatScheduleForwardVolatilityCRROptionCalculatorForwardVolatilityDCRROptionCalculatorForwardVolatilityJROptionCalculatorForwardVolatilityLROptionCalculatorForwardVolatilityTIANOptionCalculatorFourierTransformFourierTransformPricerGammaImpliedVarianceTenorCalculatorInterestRateCurveInterestRateFutureInterestRateSpotInterestRateSwapInverseGaussianKouLCIRLevyProcessLevyProcessFactoryLogLevelLoggerMertonModel1Model1CalibrationConfigModel1CalibrationInputModel1CalibrationStatusModel2Model2CalibrationConfigModel2CalibrationInputModel2CalibrationStatusModelBaseNelsonSiegelNelsonSiegelSvenssonOptionOptionExpirationOptionStrikeOptionStyleOptionTypePieceWiseTermStructurePieceWiseYieldCurvePoissonRealizedVarianceTenorCalculatorSecuritySpotVolatilityCRROptionCalculatorSpotVolatilityDCRROptionCalculatorSpotVolatilityJROptionCalculatorSpotVolatilityLROptionCalculatorSpotVolatilityTIANOptionCalculatorStochasticProcessStochasticProcessPricerStrikeTypeTenorCalculatorTermStructureTimeBoundedBimodalGaussianTimeBoundedJumpTimeChangeProcessTimeChangeProcessFactoryTimeChangedLevyProcessTimeChangedLevyProcessFactoryTimeDeltaDividendScheduleTimeDeltaFloatScheduleTimeFixedBimodalGaussianTimeFixedJumpTimeValueFourierTransformTradingCalendarTreeTypeUnderlyingDatasetVarianceGammaVolatilityTypeYieldCurvefrom_iso_string()from_simple_string()from_string()from_undelimited_string()from_us_string()get_delta_grid()get_tenor_grid()time_from_string()version()
- Python API Usage Examples