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Claude
23a5a975ff
Builds the implied-vol smile from the three standard FX market quotes (ATM delta-neutral straddle, 25-delta risk reversal, 25-delta butterfly) using Castagna & Mercurio's second-order Vanna-Volga approximation, and reprices each portfolio leg off the smile vs the flat vol. - backend: core/vanna_volga.py (delta->strike, DNS ATM, VV smile) and POST /api/smile - frontend: new "Vol Smile" dashboard tab with quote inputs, smile chart, pillar table and smile-vs-flat leg repricing Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE
React + Vite
This template provides a minimal setup to get React working in Vite with HMR and some ESLint rules.
Currently, two official plugins are available:
- @vitejs/plugin-react uses Oxc
- @vitejs/plugin-react-swc uses SWC
React Compiler
The React Compiler is not enabled on this template because of its impact on dev & build performances. To add it, see this documentation.
Expanding the ESLint configuration
If you are developing a production application, we recommend using TypeScript with type-aware lint rules enabled. Check out the TS template for information on how to integrate TypeScript and typescript-eslint in your project.