Documentation

The ARPM Lab contains detailed documentation for all scripts and functions found in the coding environments.

To access the documentation, browse the contents on the navigation panel to the left, or click on the documentation icon documentation-icon in any part of the ARPM Lab, such as in the Theory.

This documentation contains comprehensive details of the steps needed to implement all the scripts and functions, inclusive of pseudo-code algorithms. The purpose of using pseudo-code is twofold:

  • It is easier for users to understand than conventional programming language code, thus eliminating the language barrier for users;
  • It is an efficient and language-independent description of the key principles of an algorithm, that can be implemented in a variety of programming languages.

The Documentation strictly follows the notation and style of the Theory.

Names of scripts, functions, variables and other identifiers are coherent among all the channels of the ARPM Lab, including Theory, Documentation, pseudo-code and Code to facilitate the learning process.

The Documentation is heavily cross-referenced, and thus provides the bridge between the Code and the rest of the ARPM Lab.

The Documentation for scripts is divided in chapters, following the Theory, and contains the following sections:

  • Theoretical context
  • Summary
  • Data (optional)
  • Parameters
  • Outcomes and figures
  • Implementation
  • See also
The Documentation for functions is divided in the following topics:
  • estimation
  • portfolio
  • pricing
  • statistics
  • tools
  • views
Each function documentation contains the following sections:
  • Summary
  • Input
  • Output
  • Implementation
  • Tips (optional)
  • Example
  • Case studies
  • References
  • See also