All projects matching “greeks”

When to use: you already have model inputs (S or forward mark, K, T, r, σ) and need fair value + hedge ratios — not market-premium IV. European BSM price + analytic Greeks (delta, gamma, vega, theta, rho). Works for equity spots and power/commodity forwards (use the maturity mark as spot). USDC exact on Solana/Base. Free fixed sample: GET /v1/demo/option-price.

Compress long documents and RAG inputs into token-budgeted, deduplicated context packs with source-linked provenance. Returns original and compiled token counts, so the saving is verifiable. Net-positive above N = fee / (r x p) tokens: r your reduction, p your input price. Extractive and budget-bound, so check includedPassages before relying on it. Ranks Latin, Cyrillic, Greek, Arabic and CJK; CJK

falcon.sol structures: structured-note pricing for crypto. Send a JSON term sheet (autocallable, barrier reverse convertible, range accrual, principal-protected, shark fin) on BTC, ETH or SOL; get the fair coupon or participation, probabilities (autocall per observation, knock-in, loss), greeks, a spot x vol scenario grid and payoff-diagram data. Monte Carlo on live Deribit implied vol. Free previ