mirror of
https://github.com/Mihirkansara/nexus-quant-terminal.git
synced 2026-11-02 09:36:11 +00:00
Claude
8328114379
Numpy-only deep hedging of a short call: a No-Transaction-Band network trained by back-propagation through time and a feed-forward deep hedge, both minimising CVaR, benchmarked out of sample against BS delta and a tuned Whalley-Wilmott band, with regime-shift tests (vol up, crash jumps). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE
18 lines
970 B
Python
18 lines
970 B
Python
from fastapi import FastAPI
|
|
from fastapi.middleware.cors import CORSMiddleware
|
|
from .routers import greeks, surface, market, montecarlo, scenarios, strategies, export, forex, institutional, news, livedata, smile, vol, hedge, xasset, jumps, exotics, eventvol, risk, tarf, deephedge
|
|
|
|
app = FastAPI(title="QuantRisk FX Terminal API",
|
|
description="Forex options risk analytics — Garman-Kohlhagen model.",
|
|
version="3.0.0")
|
|
|
|
app.add_middleware(CORSMiddleware, allow_origins=["*"],
|
|
allow_credentials=True, allow_methods=["*"], allow_headers=["*"])
|
|
|
|
for router in [greeks, surface, market, montecarlo, scenarios, strategies, export, forex, institutional, news, livedata, smile, vol, hedge, xasset, jumps, exotics, eventvol, risk, tarf, deephedge]:
|
|
app.include_router(router.router, prefix="/api")
|
|
|
|
@app.get("/")
|
|
def root():
|
|
return {"status": "ok", "version": "3.0.0", "model": "Garman-Kohlhagen (1983)", "docs": "/docs"}
|