Introduction

qablet-basic contains a suite of models to evaluate qablet timetables. It includes -

• Finite Difference/PDE models such as Hull-White and Black-Scholes
• Fixed model
• A Monte Carlo pricer to use any model defined using the finmc interface.

What is a Qablet Timetable?

A Qablet timetable defines a financial contract using a sequence of payments, choices and conditions. A Qablet model can value any contract, as long as the contract can be described using a timetable such as this one -

          track        time op  quantity unit
        0    #1  03/31/2024  >       0.0  USD
        1    #1  03/31/2024  +   -2900.0  USD
        2    #1  03/31/2024  +       1.0  SPX

See Qablet Contracts for the timetable semantics, and a library of common financial contracts.

Getting Started

install from pip

pip install qablet-basic

Start with Example 1: Hello World