Welcome to CaNN’s documentation!

Contents:

• Getting started
  • Installation
  • Backward pass (online calibration): calibrate a market surface
• User guide
  • Core concepts
  • Typical workflow
  • Where to look next
• Examples
  • Backward pass (online calibration)
  • Forward pass (offline learning)
• Design
  • Problem Statement
  • Mathematical Overview
  • High-Level Architecture
  • Public API Entry Points
• API reference
  • Public API

Indices and tables

• Index

• Module Index

• Search Page