# quant-finance-ml/derivatives-analytics-py architecture

> Architecture diagram of the GitHub repository quant-finance-ml/derivatives-analytics-py, generated by GitDiagram from its file tree, README and a sample of source files (last updated 2026-09-25). It is an AI-made overview: check details against the source.

- Interactive diagram: https://gitdiagram.com/quant-finance-ml/derivatives-analytics-py
- Repository: https://github.com/quant-finance-ml/derivatives-analytics-py

## Overview

This repository snapshot exposes one market-based valuation notebook, titled “European Option Dynamics.” The README describes a much broader derivatives-analytics project, but the available tree and excerpts do not show implementations or wiring for those other capabilities. The graph therefore limits the workflow to the notebook and its analytical output; its internal methods and inputs cannot be established from the available evidence.

Main entry points: [`03_Market_Based_Valuation/European Option Dynamics.ipynb`](https://github.com/quant-finance-ml/derivatives-analytics-py/blob/main/03_Market_Based_Valuation/European%20Option%20Dynamics.ipynb) (European Option Dynamics)

## Diagram (Mermaid)

```mermaid
flowchart TD

node_analyst(("Analyst"))
node_option_dynamics["European Option Dynamics"]
node_analysis_results["Analysis results"]

node_analyst -->|"uses"| node_option_dynamics
node_option_dynamics -->|"generates"| node_analysis_results

click node_option_dynamics "https://github.com/quant-finance-ml/derivatives-analytics-py/blob/main/03_Market_Based_Valuation/European%20Option%20Dynamics.ipynb"

classDef toneNeutral fill:#f8fafc,stroke:#334155,stroke-width:1.5px,color:#0f172a
classDef toneBlue fill:#dbeafe,stroke:#2563eb,stroke-width:1.5px,color:#172554
classDef toneAmber fill:#fef3c7,stroke:#d97706,stroke-width:1.5px,color:#78350f
classDef toneMint fill:#dcfce7,stroke:#16a34a,stroke-width:1.5px,color:#14532d
classDef toneRose fill:#ffe4e6,stroke:#e11d48,stroke-width:1.5px,color:#881337
classDef toneIndigo fill:#e0e7ff,stroke:#4f46e5,stroke-width:1.5px,color:#312e81
classDef toneTeal fill:#ccfbf1,stroke:#0f766e,stroke-width:1.5px,color:#134e4a
class node_analyst,node_analysis_results toneIndigo
class node_option_dynamics toneTeal
```

## Components

### Other components

- **Analyst**
- [European Option Dynamics](https://github.com/quant-finance-ml/derivatives-analytics-py/blob/main/03_Market_Based_Valuation/European%20Option%20Dynamics.ipynb): `03_Market_Based_Valuation/European Option Dynamics.ipynb`
- **Analysis results**

## Connections

- Analyst → European Option Dynamics: uses
- European Option Dynamics → Analysis results: generates