Files
nexus-quant-terminal/frontend
Claude fb2b15c596 feat: TARF Desk — target redemption forwards under flat vol, SSVI-Dupire local vol and jumps
Importer/exporter TARFs with leverage and full/exact/no-payout targets,
priced by Monte Carlo on the forward under Black, Dupire local vol from an
arbitrage-free SSVI surface fitted to ATM/RR/BF, and Merton jumps:
zero-cost strike, model-risk spread, KO timing, expected cash flows, client
P&L tail and Greeks.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01FpiqUMAyo4RL5DdQHMWbwE
2026-10-15 05:26:28 +00:00
..

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