exotic-derivatives

What problem does it solve?

This Skill streamlines the complex workflows involved in quantitative research, implementation, and production controls for exotic derivatives.

Core Features & Use Cases

• Reproducible Research: Ensures that model calibration and analysis are performed with consistent, versioned routines.
• Risk Management: Implements stress testing and enforces risk controls to manage volatility and hedge slippage.
• Production Deployment: Facilitates the controlled release of models after rigorous diagnostics and adherence to predefined limits.
• Use Case: When developing a new exotic derivative pricing model, use this Skill to calibrate parameters, measure pricing errors, stress test against market shocks, and ensure all risk controls are met before deployment.

Quick Start

Run python scripts/exotic_derivatives_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.