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Reiner-Rubinstein/Haug single barriers with rebates and Broadie-Glasserman-Kou discrete-monitoring correction, touch ladder, smile-consistent digitals on the vanna-volga smile, Dual Currency Investment fair-APR ladder with offer audit (platform margin, implied vol paid), and a KO accumulator Monte Carlo with zero-cost strike and optional Merton jumps. Validated against Haug Table 4-13 and discrete Monte Carlo. 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.