quantflow/mkdocs.yml at main · quantmind/quantflow · GitHub

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site_name: QuantFlow
site_url: https://quantflow.quantmind.com
site_dir: app/docs
repo_name: quantmind/quantflow
repo_url: https://github.com/quantmind/quantflow
extra:
  analytics:
    provider: google
    property: G-CM0DR45HDR
theme:
  name: material
  palette:
    - media: "(prefers-color-scheme: light)"
      scheme: default
      primary: teal
      accent: amber
      toggle:
        icon: material/lightbulb
        name: Switch to dark mode
    - media: "(prefers-color-scheme: dark)"
      scheme: slate
      primary: teal
      accent: amber
      toggle:
        icon: material/lightbulb-outline
        name: Switch to light mode
  features:
    - navigation.instant
    - navigation.footer
    - navigation.indexes
    - navigation.path
    - content.code.copy
  logo: assets/logos/quantflow-mark-dark.svg
hooks:
  - app/utils/paths.py
plugins:
  - search
  - mkdocstrings:
      handlers:
        python:
          options:
            show_root_heading: true
            show_if_no_docstring: true
            inherited_members: true
            members_order: source
            separate_signature: true
            unwrap_annotated: true
            filters:
              - "!^_[a-zA-Z0-9_]*"
              - "!^model_post_init$"
            merge_init_into_class: true
            docstring_section_style: spacy
            signature_crossrefs: true
            relative_crossrefs: true
            show_symbol_type_heading: true
            show_symbol_type_toc: true
            extensions:
              - griffe_typingdoc
              - griffe_pydantic:
                  schema: false
nav:
  - Home: index.md
  - API Reference:
      - api/index.md
      - Data:
          - api/data/index.md
          - Deribit: api/data/deribit.md
          - Federal Reserve: api/data/fed.md
          - Financial Modeling Prep: api/data/fmp.md
          - FRED: api/data/fred.md
          - Yahoo: api/data/yahoo.md
      - Options:
          - api/options/index.md
          - Black-Scholes: api/options/black.md
          - Calibration: api/options/calibration.md
          - Deep IV Factor Model: api/options/divfm.md
          - Moneyness: api/options/moneyness.md
          - Put-Call Parity: api/options/parity.md
          - Pricer: api/options/pricer.md
          - SVI Smile: api/options/svi.md
          - Volatility Surface: api/options/vol_surface.md
      - Stochastic Processes:
          - api/sp/index.md
          - BNS Process: api/sp/bns.md
          - CIR Process: api/sp/cir.md
          - Compound Poisson: api/sp/compound_poisson.md
          - Doubly Stochastic Poisson: api/sp/dsp.md
          - Heston Model: api/sp/heston.md
          - Jump Diffusion: api/sp/jump_diffusion.md
          - Ornstein-Uhlenbeck: api/sp/ou.md
          - Poisson Process: api/sp/poisson.md
          - Wiener Process: api/sp/wiener.md
          - Copulas: api/sp/copula.md
      - Timeseries Analysis:
          - api/ta/index.md
          - EWMA: api/ta/ewma.md
          - OHLC: api/ta/ohlc.md
          - Paths: api/ta/paths.md
          - Supersmoother: api/ta/supersmoother.md
      - Rates:
          - api/rates/index.md
          - CIR Curve: api/rates/cir.md
          - Interest Rate: api/rates/interest_rate.md
          - Nelson Siegel Curve: api/rates/nelson_siegel.md
          - Options Discounting: api/rates/options.md
          - Vasicek Curve: api/rates/vasicek.md
          - Yield Curve: api/rates/yield_curve.md
      - Utilities:
          - api/utils/index.md
          - Bins: api/utils/bins.md
          - Distributions: api/utils/distributions.md
          - Marginal 1D: api/utils/marginal1d.md
          - Numbers: api/utils/numbers.md
          - Price: api/utils/price.md
          - Types: api/utils/types.md
  - Tutorials:
      - tutorials/index.md
      - BNS Volatility Model: tutorials/bns_calibration.md
      - CIR Process: tutorials/cir.md
      - Heston Volatility Model: tutorials/heston_calibration.md
      - Option Pricing: tutorials/option_pricing.md
      - Pricing Method Comparison: tutorials/pricing_method_comparison.md
      - SPX Volatility Surface: tutorials/spx_vol_surface.md
      - Volatility Surface: tutorials/volatility_surface.md
  - Theory:
      - theory/index.md
      - Characteristic Function: theory/characteristic.md
      - Convexity Correction: theory/convexity_correction.md
      - Forwards and Discount Factors: theory/forwards.md
      - Inversion: theory/inversion.md
      - Lévy Process: theory/levy.md
      - Option Pricing: theory/option_pricing.md
  - Live Examples: https://quantflow.quantmind.com/examples
  - Glossary: glossary.md
  - Contributing: contributing.md
  - Bibliography: bibliography.md
  - Release Notes: release-notes.md
markdown_extensions:
  - admonition
  - attr_list
  - tables
  - pymdownx.arithmatex:
      generic: true
  - pymdownx.highlight:
      anchor_linenums: true
      line_spans: __span
      pygments_lang_class: true
  - pymdownx.inlinehilite
  - pymdownx.snippets
  - pymdownx.superfences
  - toc:
      permalink: true

extra_javascript:
  - javascripts/mathjax.js
  - https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js