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Quantitative Finance Review

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Audit quant code for production readiness.

Finance & Accounting#code review#production readiness#risk management#quantitative finance#pricing models#market conventions
Authorjeickmeier
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill rigorously reviews quantitative finance code, ensuring mathematical correctness, adherence to market conventions, and production-grade robustness.

Core Features & Use Cases

  • Code Auditing: Performs a deep dive into pricing, risk, and calibration code.
  • Library Assessment: Evaluates coverage, API usability, and extensibility.
  • Convention Compliance: Verifies adherence to industry standards (e.g., day counts, settlement).
  • Use Case: A hedge fund can use this Skill to audit a newly developed interest rate derivative pricing library before deploying it to production, identifying critical bugs and potential risks.

Quick Start

Run a holistic review of the finstack library, focusing on the rates module.

Dependency Matrix

Required Modules

None required

Components

scriptsreferences

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: Quantitative Finance Review
Download link: https://github.com/jeickmeier/rfin/archive/main.zip#quantitative-finance-review

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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