// src/screens/quantlib/QuantLibScreen_Data.cpp // // Static catalogs for the QuantLib screen — REST endpoint paths per module // (module_endpoints) and request-body examples (endpoint_examples). Isolated // from the rest of the screen so editing the catalogs doesn't recompile the // UI/dispatch code. // // Part of the partial-class split of QuantLibScreen.cpp. #include "screens/quantlib/QuantLibScreen.h" #include #include #include namespace fincept::screens { // Real API endpoint paths per module (from api.fincept.in OpenAPI spec). const QHash& module_endpoints() { static const QHash data = { {"core", {"core/types/currencies", "core/types/frequencies", "core/types/money/create", "core/types/money/convert", "core/types/rate/convert", "core/types/spread/from-bps", "core/types/tenor/add-to-date", "core/types/notional-schedule", "core/conventions/parse-date", "core/conventions/format-date", "core/conventions/days-to-years", "core/conventions/years-to-days", "core/conventions/normalize-rate", "core/conventions/normalize-volatility", "core/autodiff/dual-eval", "core/autodiff/gradient", "core/autodiff/taylor-expand", "core/distributions/normal/cdf", "core/distributions/normal/pdf", "core/distributions/normal/ppf", "core/distributions/t/cdf", "core/distributions/t/pdf", "core/distributions/t/ppf", "core/distributions/chi2/cdf", "core/distributions/chi2/pdf", "core/distributions/gamma/cdf", "core/distributions/gamma/pdf", "core/distributions/exponential/cdf", "core/distributions/exponential/pdf", "core/distributions/exponential/ppf", "core/distributions/bivariate-normal/cdf", "core/math/eval", "core/math/two-arg", "core/ops/black-scholes", "core/ops/black76", "core/ops/forward-rate", "core/ops/discount-cashflows", "core/ops/interpolate", "core/ops/statistics", "core/ops/var", "core/ops/percentile", "core/ops/covariance-matrix", "core/ops/cholesky", "core/ops/gbm-paths", "core/ops/zero-rate-convert", "core/legs/fixed", "core/legs/float", "core/legs/zero-coupon", "core/periods/day-count-fraction", "core/periods/fixed-coupon", "core/periods/float-coupon"}}, {"pricing", {"pricing/bs/price", "pricing/bs/greeks", "pricing/bs/greeks-full", "pricing/bs/implied-vol", "pricing/bs/digital-call", "pricing/bs/digital-put", "pricing/bs/asset-or-nothing-call", "pricing/bs/asset-or-nothing-put", "pricing/black76/price", "pricing/black76/greeks", "pricing/black76/greeks-full", "pricing/black76/implied-vol", "pricing/black76/caplet", "pricing/black76/floorlet", "pricing/black76/swaption", "pricing/bachelier/price", "pricing/bachelier/greeks", "pricing/bachelier/greeks-full", "pricing/bachelier/implied-vol", "pricing/bachelier/shifted-lognormal", "pricing/bachelier/vol-conversion", "pricing/binomial/european", "pricing/binomial/american", "pricing/binomial/bermudan", "pricing/binomial/barrier", "pricing/kirk/spread-price", "pricing/kirk/spread-greeks", "pricing/margrabe", "pricing/basket-levy"}}, {"curves", {"curves/build", "curves/zero-rate", "curves/forward-rate", "curves/discount-factor", "curves/curve-points", "curves/interpolate", "curves/interpolate-derivative", "curves/instantaneous-forward", "curves/parallel-shift", "curves/twist", "curves/butterfly", "curves/key-rate-shift", "curves/nelson-siegel/fit", "curves/nelson-siegel/evaluate", "curves/nss/fit", "curves/nss/evaluate", "curves/roll", "curves/scale", "curves/time-shift", "curves/composite", "curves/proxy", "curves/real-rate", "curves/monotonicity-check", "curves/smoothness-penalty", "curves/constrained-fit", "curves/multicurve/setup", "curves/multicurve/basis-spread", "curves/cross-currency-basis", "curves/inflation/build", "curves/inflation/bootstrap", "curves/inflation/seasonality"}}, {"volatility", {"volatility/surface/flat", "volatility/surface/from-points", "volatility/surface/grid", "volatility/surface/smile", "volatility/surface/term-structure", "volatility/surface/total-variance", "volatility/sabr/implied-vol", "volatility/sabr/calibrate", "volatility/sabr/smile", "volatility/sabr/normal-vol", "volatility/sabr/density", "volatility/sabr/dynamics", "volatility/local-vol/constant", "volatility/local-vol/implied-to-local"}}, {"models", {"models/short-rate/bond-price", "models/short-rate/bond-option", "models/short-rate/yield-curve", "models/short-rate/monte-carlo", "models/hull-white/calibrate", "models/heston/price", "models/heston/monte-carlo", "models/heston/implied-vol", "models/merton/price", "models/merton/fft", "models/kou/price", "models/dupire/price", "models/svi/calibrate", "models/variance-gamma/price"}}, {"stochastic", {"stochastic/gbm/simulate", "stochastic/gbm/properties", "stochastic/ou/simulate", "stochastic/cir/simulate", "stochastic/cir/bond-price", "stochastic/heston/simulate", "stochastic/merton/simulate", "stochastic/vasicek/simulate", "stochastic/vasicek/bond-price", "stochastic/wiener/simulate", "stochastic/poisson/simulate", "stochastic/variance-gamma/simulate", "stochastic/brownian-bridge/simulate", "stochastic/correlated-bm/simulate", "stochastic/exact/gbm", "stochastic/exact/ou", "stochastic/exact/cir", "stochastic/exact/heston", "stochastic/simulation/euler-maruyama", "stochastic/simulation/milstein", "stochastic/simulation/euler-maruyama-nd", "stochastic/simulation/milstein-nd", "stochastic/simulation/multilevel-mc", "stochastic/sampling/sobol", "stochastic/sampling/antithetic", "stochastic/sampling/correlated-normals", "stochastic/sampling/multivariate-normal", "stochastic/sampling/distribution", "stochastic/sampling/jump", "stochastic/theory/ito-lemma", "stochastic/theory/ito-product-rule", "stochastic/theory/quadratic-variation", "stochastic/theory/covariation", "stochastic/theory/martingale-test", "stochastic/theory/girsanov/measure-change", "stochastic/theory/girsanov/risk-neutral-drift"}}, {"risk", {"risk/var/parametric", "risk/var/historical", "risk/var/component", "risk/var/incremental", "risk/var/marginal", "risk/var/es-optimization", "risk/backtest", "risk/stress/scenario", "risk/correlation-stress", "risk/tail-risk/comprehensive", "risk/tail-risk/tail-dependence", "risk/evt/gpd", "risk/evt/gev", "risk/evt/hill", "risk/xva/cva", "risk/xva/pfe", "risk/copula/sample", "risk/portfolio-risk/exposure-profile", "risk/portfolio-risk/optimal-hedge", "risk/sensitivities/greeks", "risk/sensitivities/key-rate-duration", "risk/sensitivities/parallel-shift", "risk/sensitivities/twist", "risk/sensitivities/cross-gamma", "risk/sensitivities/bucket-delta"}}, {"portfolio", {"portfolio/optimize/min-variance", "portfolio/optimize/max-sharpe", "portfolio/optimize/efficient-frontier", "portfolio/optimize/target-return", "portfolio/black-litterman/equilibrium", "portfolio/black-litterman/posterior", "portfolio/risk-parity", "portfolio/risk/inverse-volatility", "portfolio/risk/var", "portfolio/risk/cvar", "portfolio/risk/incremental-var", "portfolio/risk/contribution", "portfolio/risk/ratios", "portfolio/risk/comprehensive", "portfolio/risk/portfolio-comprehensive"}}, {"instruments", {"instruments/bond/fixed/price", "instruments/bond/fixed/yield", "instruments/bond/fixed/analytics", "instruments/bond/fixed/cashflows", "instruments/bond/zero-coupon/price", "instruments/bond/inflation-linked", "instruments/swap/irs/value", "instruments/swap/irs/par-rate", "instruments/swap/irs/dv01", "instruments/fra/value", "instruments/fra/break-even", "instruments/ois/value", "instruments/ois/build-curve", "instruments/cds/value", "instruments/cds/hazard-rate", "instruments/cds/survival-probability", "instruments/fx/forward", "instruments/fx/garman-kohlhagen", "instruments/money-market/deposit", "instruments/money-market/repo", "instruments/money-market/tbill", "instruments/commodity/future", "instruments/futures/stir", "instruments/futures/bond/ctd", "instruments/equity/variance-swap", "instruments/equity/volatility-swap"}}, {"solver", {"solver/finance/bond-yield", "solver/finance/duration", "solver/finance/modified-duration", "solver/finance/convexity", "solver/finance/convexity-adjustment", "solver/finance/pv01", "solver/finance/dv01", "solver/finance/implied-vol", "solver/finance/implied-vol-black76", "solver/finance/forward-rate", "solver/finance/zero-rate", "solver/finance/discount-factor", "solver/finance/par-rate", "solver/finance/z-spread", "solver/finance/i-spread", "solver/finance/g-spread", "solver/finance/oas", "solver/finance/asw-spread", "solver/finance/basis", "solver/finance/carry", "solver/finance/implied-repo-rate", "solver/finance/forward-futures-conversion", "solver/finance/irr", "solver/finance/xirr", "solver/bootstrap/curve", "solver/calibration/vasicek"}}, {"economics", {"economics/equilibrium/cobb-douglas", "economics/equilibrium/ces", "economics/equilibrium/walrasian", "economics/equilibrium/exchange-economy", "economics/games/create", "economics/games/classic", "economics/games/mixed-nash", "economics/games/nash-check", "economics/games/best-response", "economics/games/eliminate-dominated", "economics/games/fictitious-play", "economics/auctions/run", "economics/auctions/simulate", "economics/auctions/equilibrium-bid", "economics/auctions/expected-revenue", "economics/utility/cara", "economics/utility/crra", "economics/utility/log", "economics/utility/quadratic", "economics/utility/expected-utility", "economics/utility/certainty-equivalent", "economics/utility/certainty-equivalent-approximation", "economics/utility/risk-premium", "economics/utility/prospect-theory", "economics/utility/stochastic-dominance"}}, {"regulatory", {"regulatory/basel/capital-ratios", "regulatory/basel/credit-rwa", "regulatory/basel/operational-rwa", "regulatory/saccr/ead", "regulatory/ifrs9/stage-assessment", "regulatory/ifrs9/sicr", "regulatory/ifrs9/ecl-12m", "regulatory/ifrs9/ecl-lifetime", "regulatory/liquidity/lcr", "regulatory/liquidity/nsfr", "regulatory/stress/capital-projection"}}, {"scheduling", {"scheduling/calendar/list", "scheduling/calendar/is-business-day", "scheduling/calendar/next-business-day", "scheduling/calendar/previous-business-day", "scheduling/calendar/business-days-between", "scheduling/calendar/add-business-days", "scheduling/daycount/conventions", "scheduling/daycount/year-fraction", "scheduling/daycount/day-count", "scheduling/daycount/batch-year-fraction", "scheduling/adjustment/adjust-date", "scheduling/adjustment/batch-adjust", "scheduling/adjustment/methods", "scheduling/schedule/generate"}}, {"numerical", {"numerical/differentiation/derivative", "numerical/differentiation/gradient", "numerical/differentiation/hessian", "numerical/fft/forward", "numerical/fft/inverse", "numerical/fft/convolve", "numerical/integration/quadrature", "numerical/integration/monte-carlo", "numerical/integration/stratified", "numerical/interpolation/evaluate", "numerical/interpolation/spline-curve", "numerical/interpolation/spline-derivative", "numerical/linalg/matmul", "numerical/linalg/matvec", "numerical/linalg/solve", "numerical/linalg/inverse", "numerical/linalg/decompose", "numerical/linalg/dot", "numerical/linalg/outer", "numerical/linalg/norm", "numerical/linalg/transpose", "numerical/linalg/lstsq", "numerical/least-squares/fit", "numerical/ode/solve", "numerical/roots/find-1d", "numerical/roots/find-nd", "numerical/roots/newton", "numerical/optimize/minimize"}}, {"physics", {"physics/entropy/shannon", "physics/entropy/renyi", "physics/entropy/tsallis", "physics/entropy/cross", "physics/entropy/conditional", "physics/entropy/joint", "physics/entropy/differential", "physics/entropy/mutual-information", "physics/entropy/transfer", "physics/entropy/fisher-information", "physics/entropy/markov-rate", "physics/divergence/kl", "physics/divergence/js", "physics/boltzmann", "physics/max-entropy", "physics/ising", "physics/ising/critical-temperature", "physics/thermodynamics/ideal-gas", "physics/thermodynamics/van-der-waals", "physics/thermodynamics/carnot", "physics/thermodynamics/free-energy", "physics/thermodynamics/clausius-clapeyron", "physics/thermodynamics/maxwell-relations", "physics/thermodynamics/joule-thomson"}}, {"statistics", {"statistics/distributions/normal/cdf", "statistics/distributions/normal/pdf", "statistics/distributions/normal/ppf", "statistics/distributions/normal/properties", "statistics/distributions/lognormal/cdf", "statistics/distributions/lognormal/pdf", "statistics/distributions/lognormal/ppf", "statistics/distributions/lognormal/properties", "statistics/distributions/student-t/cdf", "statistics/distributions/student-t/pdf", "statistics/distributions/student-t/properties", "statistics/distributions/chi-squared/cdf", "statistics/distributions/chi-squared/pdf", "statistics/distributions/chi-squared/properties", "statistics/distributions/f/pdf", "statistics/distributions/f/properties", "statistics/distributions/gamma/cdf", "statistics/distributions/gamma/pdf", "statistics/distributions/gamma/properties", "statistics/distributions/beta/cdf", "statistics/distributions/beta/pdf", "statistics/distributions/beta/properties", "statistics/distributions/exponential/cdf", "statistics/distributions/exponential/pdf", "statistics/distributions/exponential/ppf", "statistics/distributions/exponential/properties", "statistics/distributions/poisson/cdf", "statistics/distributions/poisson/pmf", "statistics/distributions/poisson/properties", "statistics/distributions/binomial/cdf", "statistics/distributions/binomial/pmf", "statistics/distributions/binomial/properties", "statistics/distributions/geometric/cdf", "statistics/distributions/geometric/pmf", "statistics/distributions/geometric/ppf", "statistics/distributions/geometric/properties", "statistics/distributions/hypergeometric/cdf", "statistics/distributions/hypergeometric/pmf", "statistics/distributions/hypergeometric/properties", "statistics/distributions/negative-binomial/cdf", "statistics/distributions/negative-binomial/pmf", "statistics/distributions/negative-binomial/properties", "statistics/distributions/pgf", "statistics/timeseries/ar/fit", "statistics/timeseries/ar/forecast", "statistics/timeseries/arima/fit", "statistics/timeseries/arima/forecast", "statistics/timeseries/ma/fit", "statistics/timeseries/garch/fit", "statistics/timeseries/garch/forecast", "statistics/timeseries/egarch/fit", "statistics/timeseries/gjr-garch/fit"}}, {"ml", {"ml/credit/scorecard", "ml/credit/logistic-regression", "ml/credit/woe-binning", "ml/credit/calibration", "ml/credit/discrimination", "ml/credit/performance", "ml/credit/migration", "ml/credit/beta-lgd", "ml/credit/two-stage-lgd", "ml/regression/fit", "ml/regression/ensemble", "ml/regression/tree", "ml/regression/lgd", "ml/regression/ead", "ml/clustering/kmeans", "ml/clustering/hierarchical", "ml/clustering/dbscan", "ml/clustering/pca", "ml/clustering/isolation-forest", "ml/preprocessing/scale", "ml/preprocessing/transform", "ml/preprocessing/outliers", "ml/preprocessing/winsorize", "ml/preprocessing/stationarity", "ml/features/lags", "ml/features/rolling", "ml/features/calendar", "ml/features/technical", "ml/features/financial-ratios", "ml/features/cross-sectional", "ml/validation/stability", "ml/validation/discrimination-report", "ml/validation/calibration-report", "ml/validation/interpretability", "ml/timeseries/feature-importance", "ml/changepoint/detect", "ml/gp/curve", "ml/gp/vol-surface", "ml/nn/curve", "ml/nn/vol-surface", "ml/nn/portfolio", "ml/hmm/fit", "ml/garch-hybrid", "ml/metrics/regression", "ml/metrics/classification", "ml/factor/statistical", "ml/factor/cross-sectional", "ml/covariance/estimate"}}, {"analysis", {"analysis/fundamentals/profitability", "analysis/fundamentals/liquidity", "analysis/fundamentals/efficiency", "analysis/fundamentals/growth", "analysis/fundamentals/solvency", "analysis/fundamentals/cashflow", "analysis/fundamentals/comprehensive", "analysis/fundamentals/dupont", "analysis/fundamentals/quality", "analysis/fundamentals/capital-structure/wacc", "analysis/fundamentals/capital-structure/optimal", "analysis/ratios/profitability/roa", "analysis/ratios/profitability/roe", "analysis/ratios/profitability/roic", "analysis/ratios/profitability/gross-margin", "analysis/ratios/profitability/net-margin", "analysis/ratios/profitability/ebitda-margin", "analysis/ratios/liquidity/current-ratio", "analysis/ratios/liquidity/quick-ratio", "analysis/ratios/liquidity/cash-ratio", "analysis/ratios/leverage/debt-to-equity", "analysis/ratios/leverage/interest-coverage", "analysis/ratios/valuation/pe", "analysis/ratios/valuation/pb", "analysis/ratios/valuation/ps", "analysis/ratios/valuation/ev-ebitda", "analysis/ratios/valuation/dividend-yield", "analysis/valuation/dcf/fcff", "analysis/valuation/dcf/ddm", "analysis/valuation/dcf/gordon-growth", "analysis/valuation/dcf/two-stage", "analysis/valuation/dcf/wacc", "analysis/valuation/dcf/terminal-value", "analysis/valuation/dcf/cost-of-equity", "analysis/valuation/comparable", "analysis/valuation/screen", "analysis/valuation/factor-models", "analysis/valuation/credit/merton-model", "analysis/valuation/credit/distance-to-default", "analysis/valuation/predictive/altman-z", "analysis/valuation/predictive/piotroski-f", "analysis/valuation/predictive/beneish-m", "analysis/industry/banking", "analysis/industry/insurance", "analysis/industry/reits", "analysis/industry/utilities"}}, }; return data; } // ── Endpoint example bodies (verified against live API) ───────────────────── const QHash& QuantLibScreen::endpoint_examples() { static const QHash map = { // core/types {"core/types/money/create", R"({"amount":100,"currency":"USD"})"}, {"core/types/money/convert", R"({"amount":100,"from_currency":"USD","to_currency":"EUR","rate":0.92})"}, {"core/types/rate/convert", R"({"value":0.05,"from_type":"annual","to_type":"continuous"})"}, {"core/types/spread/from-bps", R"({"bps":50})"}, {"core/types/tenor/add-to-date", R"({"start_date":"2024-01-01","tenor":"3M"})"}, {"core/types/notional-schedule", R"({"notional":1000000,"periods":4,"schedule_type":"constant"})"}, // core/conventions {"core/conventions/parse-date", R"({"date_string":"2024-01-15","format":"%Y-%m-%d"})"}, {"core/conventions/format-date", R"({"date_str":"2024-01-15","format":"%d/%m/%Y"})"}, {"core/conventions/days-to-years", R"({"value":365,"day_count":"ACT/365"})"}, {"core/conventions/years-to-days", R"({"value":1.0,"day_count":"ACT/365"})"}, {"core/conventions/normalize-rate", R"({"value":0.05,"compounding":"annual"})"}, {"core/conventions/normalize-volatility", R"({"value":0.2,"tenor":"1Y"})"}, // core/autodiff {"core/autodiff/dual-eval", R"({"func_name":"sin","x":1.0})"}, {"core/autodiff/gradient", R"({"func_name":"sin","x":[1.0]})"}, {"core/autodiff/taylor-expand", R"({"func_name":"sin","x0":0.0,"order":3})"}, // core/distributions {"core/distributions/normal/cdf", R"({"x":1.645,"mean":0,"std":1})"}, {"core/distributions/normal/pdf", R"({"x":0.0,"mean":0,"std":1})"}, {"core/distributions/normal/ppf", R"({"p":0.95,"mean":0,"std":1})"}, {"core/distributions/t/cdf", R"({"x":1.96,"df":30})"}, {"core/distributions/t/pdf", R"({"x":0.0,"df":10})"}, {"core/distributions/t/ppf", R"({"p":0.975,"df":30})"}, {"core/distributions/chi2/cdf", R"({"x":3.84,"df":1})"}, {"core/distributions/chi2/pdf", R"({"x":2.0,"df":3})"}, {"core/distributions/gamma/cdf", R"({"x":2.0,"alpha":2.0,"beta":1.0})"}, {"core/distributions/gamma/pdf", R"({"x":2.0,"alpha":2.0,"beta":1.0})"}, {"core/distributions/exponential/cdf", R"({"x":1.0,"rate":1.0})"}, {"core/distributions/exponential/pdf", R"({"x":1.0,"rate":1.0})"}, {"core/distributions/exponential/ppf", R"({"p":0.95,"rate":1.0})"}, {"core/distributions/bivariate-normal/cdf", R"({"x":1.0,"y":1.0,"rho":0.5})"}, // core/math {"core/math/eval", R"({"func_name":"sqrt","x":2.0})"}, {"core/math/two-arg", R"({"func_name":"power","x":2.0,"y":10.0})"}, // core/ops {"core/ops/black-scholes", R"({"spot":100,"strike":105,"rate":0.05,"volatility":0.2,"time":1.0,"option_type":"call"})"}, {"core/ops/black76", R"({"forward":100,"strike":105,"discount_factor":0.95,"volatility":0.2,"time":1.0,"option_type":"call"})"}, {"core/ops/forward-rate", R"({"df1":0.95,"df2":0.90,"t1":1.0,"t2":2.0})"}, {"core/ops/discount-cashflows", R"({"cashflows":[100,100,1100],"times":[1,2,3],"discount_factors":[0.95,0.90,0.86]})"}, {"core/ops/interpolate", R"({"x_data":[1,2,3,4],"y_data":[1,4,9,16],"x":2.5,"method":"linear"})"}, {"core/ops/statistics", R"({"values":[1,2,3,4,5,6,7,8,9,10]})"}, {"core/ops/var", R"({"returns":[-0.02,0.01,-0.015,0.03,-0.01,0.02],"confidence":0.95,"method":"historical"})"}, {"core/ops/percentile", R"({"values":[1,2,3,4,5,6,7,8,9,10],"p":0.9})"}, {"core/ops/covariance-matrix", R"({"returns":[[0.01,0.02],[0.03,-0.01],[0.02,0.01],[-0.01,0.03]]})"}, {"core/ops/cholesky", R"({"matrix":[[4,2],[2,3]]})"}, {"core/ops/gbm-paths", R"({"spot":100,"drift":0.05,"volatility":0.2,"time":1.0,"n_steps":52,"n_paths":5})"}, {"core/ops/zero-rate-convert", R"({"direction":"continuous_to_annual","value":0.05,"t":1.0})"}, // core/legs {"core/legs/fixed", R"({"notional":1000000,"rate":0.05,"frequency":"6M","start_date":"2024-01-01","end_date":"2026-01-01"})"}, {"core/legs/float", R"({"notional":1000000,"spread":0.01,"frequency":"3M","start_date":"2024-01-01","end_date":"2026-01-01"})"}, {"core/legs/zero-coupon", R"({"notional":1000000,"rate":0.05,"start_date":"2024-01-01","end_date":"2029-01-01"})"}, // core/periods {"core/periods/day-count-fraction", R"({"start_date":"2024-01-01","end_date":"2024-07-01","convention":"ACT/365"})"}, {"core/periods/fixed-coupon", R"({"notional":1000000,"rate":0.05,"start_date":"2024-01-01","end_date":"2024-07-01"})"}, {"core/periods/float-coupon", R"({"notional":1000000,"spread":0.01,"start_date":"2024-01-01","end_date":"2024-04-01"})"}, // pricing/bs {"pricing/bs/price", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"option_type":"call"})"}, {"pricing/bs/greeks", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"option_type":"call"})"}, {"pricing/bs/greeks-full", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"option_type":"call"})"}, {"pricing/bs/implied-vol", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"time_to_maturity":1.0,"market_price":8.0,"option_type":"call"})"}, {"pricing/bs/digital-call", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0})"}, {"pricing/bs/digital-put", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0})"}, {"pricing/bs/asset-or-nothing-call", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0})"}, {"pricing/bs/asset-or-nothing-put", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0})"}, // pricing/black76 {"pricing/black76/price", R"({"forward":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"option_type":"call"})"}, {"pricing/black76/greeks", R"({"forward":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"option_type":"call"})"}, {"pricing/black76/greeks-full", R"({"forward":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"option_type":"call"})"}, {"pricing/black76/implied-vol", R"({"forward":100,"strike":105,"risk_free_rate":0.05,"time_to_maturity":1.0,"market_price":8.0,"option_type":"call"})"}, {"pricing/black76/caplet", R"({"forward_rate":0.05,"discount_factor":0.95,"volatility":0.2,"t_start":1.0,"t_end":1.25,"strike":0.048,"notional":1000000})"}, {"pricing/black76/floorlet", R"({"forward_rate":0.05,"discount_factor":0.95,"volatility":0.2,"t_start":1.0,"t_end":1.25,"strike":0.052,"notional":1000000})"}, {"pricing/black76/swaption", R"({"forward_swap_rate":0.05,"annuity":4.5,"volatility":0.2,"t_expiry":1.0,"strike":0.055,"notional":1000000,"option_type":"call"})"}, // pricing/bachelier {"pricing/bachelier/price", R"({"forward":100,"strike":105,"normal_volatility":5.0,"time_to_maturity":1.0,"risk_free_rate":0.05,"option_type":"call"})"}, {"pricing/bachelier/greeks", R"({"forward":100,"strike":105,"normal_volatility":5.0,"time_to_maturity":1.0,"risk_free_rate":0.05,"option_type":"call"})"}, {"pricing/bachelier/greeks-full", R"({"forward":100,"strike":105,"normal_volatility":5.0,"time_to_maturity":1.0,"risk_free_rate":0.05,"option_type":"call"})"}, {"pricing/bachelier/implied-vol", R"({"forward":100,"strike":105,"time_to_maturity":1.0,"market_price":5.0,"risk_free_rate":0.05,"option_type":"call"})"}, {"pricing/bachelier/shifted-lognormal", R"({"forward":100,"strike":105,"volatility":0.2,"time_to_maturity":1.0,"shift":0.03,"risk_free_rate":0.05,"option_type":"call"})"}, {"pricing/bachelier/vol-conversion", R"({"normal_vol":5.0,"volatility":0.2,"forward":100,"strike":105,"time_to_maturity":1.0})"}, // pricing/binomial {"pricing/binomial/european", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"steps":100,"option_type":"call"})"}, {"pricing/binomial/american", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"steps":100,"option_type":"call"})"}, {"pricing/binomial/bermudan", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"steps":100,"exercise_dates":[0.5,1.0],"option_type":"call"})"}, {"pricing/binomial/barrier", R"({"spot":100,"strike":105,"risk_free_rate":0.05,"volatility":0.2,"time_to_maturity":1.0,"steps":100,"barrier":110,"is_knock_in":false,"is_down":false,"option_type":"call"})"}, // pricing/kirk & exotic {"pricing/kirk/spread-price", R"({"F1":100,"F2":95,"strike":5,"sigma1":0.2,"sigma2":0.18,"rho":0.7,"risk_free_rate":0.05,"time_to_maturity":1.0})"}, {"pricing/kirk/spread-greeks", R"({"F1":100,"F2":95,"strike":5,"sigma1":0.2,"sigma2":0.18,"rho":0.7,"risk_free_rate":0.05,"time_to_maturity":1.0})"}, {"pricing/margrabe", R"({"S1":100,"S2":95,"sigma1":0.2,"sigma2":0.18,"rho":0.7,"r":0.05,"time_to_maturity":1.0,"Q1":0,"Q2":0})"}, {"pricing/basket-levy", R"({"forwards":[100,95,105],"weights":[0.4,0.3,0.3],"strike":100,"sigmas":[0.2,0.18,0.22],"correlations":[1,0.5,0.3,0.5,1,0.4,0.3,0.4,1],"risk_free_rate":0.05,"time_to_maturity":1.0,"option_type":"call"})"}, // stochastic/gbm {"stochastic/gbm/simulate", R"({"S0":100,"mu":0.05,"sigma":0.2,"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/gbm/properties", R"({"S0":100,"mu":0.05,"sigma":0.2,"T":0.999})"}, // stochastic/ou {"stochastic/ou/simulate", R"({"X0":0.0,"kappa":2.0,"theta":0.05,"sigma":0.1,"T":1.0,"n_steps":52,"n_paths":3})"}, // stochastic/cir {"stochastic/cir/simulate", R"({"r0":0.05,"kappa":1.5,"theta":0.04,"sigma":0.1,"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/cir/bond-price", R"({"r0":0.05,"kappa":1.5,"theta":0.04,"sigma":0.1,"T":5.0})"}, // stochastic/heston {"stochastic/heston/simulate", R"({"S0":100,"v0":0.04,"r":0.05,"kappa":1.5,"theta":0.04,"sigma_v":0.3,"rho":-0.7,"T":1.0,"n_steps":52,"n_paths":3})"}, // stochastic/merton {"stochastic/merton/simulate", R"({"S0":100,"mu":0.05,"sigma":0.2,"lam":0.5,"jump_mean":0.0,"jump_std":0.1,"T":1.0,"n_steps":52,"n_paths":3})"}, // stochastic/vasicek {"stochastic/vasicek/simulate", R"({"r0":0.05,"kappa":1.5,"theta":0.04,"sigma":0.01,"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/vasicek/bond-price", R"({"r0":0.05,"kappa":1.5,"theta":0.04,"sigma":0.01,"T":5.0})"}, // stochastic misc processes {"stochastic/wiener/simulate", R"({"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/poisson/simulate", R"({"lam":2.0,"T":1.0,"n_paths":3})"}, {"stochastic/variance-gamma/simulate", R"({"S0":100,"mu":0.05,"sigma":0.2,"nu":0.2,"theta_vg":0.1,"r":0.02,"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/brownian-bridge/simulate", R"({"x0":0.0,"x_end":1.0,"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/correlated-bm/simulate", R"({"n_assets":2,"correlation_matrix":[[1,0.7],[0.7,1]],"T":1.0,"n_steps":52,"n_paths":3})"}, // stochastic/exact {"stochastic/exact/gbm", R"({"S0":100,"mu":0.05,"sigma":0.2,"T":1.0,"n_paths":100})"}, {"stochastic/exact/ou", R"({"X0":0.0,"kappa":2.0,"theta":0.05,"sigma":0.1,"T":1.0,"n_paths":100})"}, {"stochastic/exact/cir", R"({"r0":0.05,"kappa":1.5,"theta":0.04,"sigma":0.1,"T":1.0,"n_paths":100})"}, {"stochastic/exact/heston", R"({"S0":100,"v0":0.04,"r":0.05,"kappa":1.5,"theta":0.04,"sigma_v":0.3,"rho":-0.7,"T":1.0,"n_paths":100})"}, // stochastic/simulation {"stochastic/simulation/euler-maruyama", R"({"x0":1.0,"mu":0.05,"sigma":0.2,"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/simulation/milstein", R"({"x0":1.0,"mu":0.05,"sigma":0.2,"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/simulation/euler-maruyama-nd", R"({"x0":[1.0,1.0],"mu":[0.05,0.03],"sigma":[[0.2,0.05],[0.05,0.15]],"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/simulation/milstein-nd", R"({"x0":[1.0,1.0],"mu":[0.05,0.03],"sigma":[[0.2,0.05],[0.05,0.15]],"T":1.0,"n_steps":52,"n_paths":3})"}, {"stochastic/simulation/multilevel-mc", R"({"S0":100,"mu":0.05,"sigma":0.2,"T":1.0,"levels":4})"}, // stochastic/sampling {"stochastic/sampling/sobol", R"({"n":100,"dim":3})"}, {"stochastic/sampling/antithetic", R"({"S0":100,"mu":0.05,"sigma":0.2,"T":1.0,"n_steps":52,"n":50})"}, {"stochastic/sampling/correlated-normals", R"({"rho":0.7,"n":100})"}, {"stochastic/sampling/multivariate-normal", R"({"mean":[0,0],"cov":[[1,0.5],[0.5,1]],"n_samples":100})"}, {"stochastic/sampling/distribution", R"({"distribution":"gamma","params":{"shape":2.0,"scale":1.0},"n_samples":100})"}, {"stochastic/sampling/jump", R"({"lam":0.5,"mu_j":0.0,"sigma_j":0.1,"T":1.0,"n_paths":100})"}, // stochastic/theory {"stochastic/theory/ito-lemma", R"({"path":[100,101,99,102,103],"times":[0,0.25,0.5,0.75,1.0]})"}, {"stochastic/theory/ito-product-rule", R"({"path_X":[100,101,99,102],"path_Y":[50,51,49,52],"times":[0,0.33,0.67,1.0]})"}, {"stochastic/theory/quadratic-variation", R"({"path":[100,101,99,102,103],"times":[0,0.25,0.5,0.75,1.0]})"}, {"stochastic/theory/covariation", R"({"path_X":[100,101,99,102],"path_Y":[50,51,49,52],"times":[0,0.33,0.67,1.0]})"}, {"stochastic/theory/martingale-test", R"({"paths":[[100,102,101,103],[100,99,101,100]],"times":[0,0.33,0.67,1.0],"drift":0.0})"}, {"stochastic/theory/girsanov/measure-change", R"({"paths":[[100,102,101,103],[100,99,101,100]],"times":[0,0.33,0.67,1.0],"theta":0.5,"T":1.0})"}, {"stochastic/theory/girsanov/risk-neutral-drift", R"({"mu":0.05,"r":0.02,"sigma":0.2})"}, }; return map; } } // namespace fincept::screens