zeta-replicate-model

What problem does it solve?

This Skill provides a structured process for replicating complex financial models from external frameworks into the zetaterminal system, ensuring accuracy and consistency.

Core Features & Use Cases

• Model Porting: Step-by-step guidance for translating models from sources like QuantLib, Bloomberg, RiskMetrics, or academic papers.
• Validation: Emphasis on gathering reference values and writing comprehensive tests to ensure fidelity.
• Framework Integration: Instructions for creating Python services, Pydantic models, API endpoints, and Vue frontend components.
• Use Case: A quantitative analyst needs to implement a specific Heston model from a research paper into zetaterminal for real-time pricing. This Skill guides them through documenting the math, writing the code, and testing it against known results.

Quick Start

Use the zeta-replicate-model skill to port the Black-Scholes model from the Hull Ch.15 example into zetaterminal.