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Strips FOMC/CPI/NFP variance lumps and the weekend weight out of the ATM term structure (NNLS on total variance with a weekend-weight grid): live Deribit fit for BTC/ETH, assumptions or broker quotes for metals/FX. Event-implied moves, forward vols with calendar-arbitrage flags, fair vol for any expiry, built-in 2026 FOMC/CPI/NFP calendar merged with live Forex Factory events, and a realised day-of-week / FOMC-lump study. 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.