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Claude e957475a66 feat: Smile Dynamics — SABR fits, Bartlett/sticky deltas, spot-vol regime

SABR (Hagan with Obloj leading term) per Deribit expiry or from ATM/RR/BF
quotes; forward deltas under sticky strike, sticky delta, SABR and Bartlett;
backbones vs the realised spot-vol beta from DVOL/GVZ/VXSLV with a regime
call and rolling correlation.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE

2026-10-21 05:11:24 +00:00

public

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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src

feat: Smile Dynamics — SABR fits, Bartlett/sticky deltas, spot-vol regime

2026-10-21 05:11:24 +00:00

.gitignore

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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eslint.config.js

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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index.html

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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package-lock.json

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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package.json

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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README.md

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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vercel.json

chore: prepare for Vercel + Koyeb deployment

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vite.config.js

feat: launch NEXUS TERMINAL — Bloomberg-style FX options analytics platform

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README.md

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.