Files
nexus-quant-terminal/frontend
Claude 78cd5c2ef7 feat: Exotics Desk — barriers (BGK), touches, smile digitals, DCI audit, accumulators
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
2026-10-09 05:28:52 +00:00
..

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