Hypo portfolio

Quant Lab · browser localStorage · C++ pricers · qty per leg

Quant Lab demo Pricing, simulation, hypo book and rates — toy inputs only, nothing saved, no live book. For the full Numeraire Journal (trades, MTM, market data), contact the owner.

Start at t1 · Next step up to t10 · up to 3 legs (PVE / PVA / EQS / EQF) · hedge with qty + from step. Results stay in this browser.

Market scenario JSON

Market only (1…10 steps) — does not change trade legs.

Market path You are the market
t \(S\) \(\sigma\) \(r\) \(q\) \(\tau\)
Instruments (max 3)
Results
t Leg NPV ΔNPV Δ Γ ν Θ/d ρ