exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Worst-of Phoenix autocallable pricer on Euro Stoxx 50 / S&P 500 / Nikkei 225: Lewis characteristic-function Heston calibrated to the live option surface, Cholesky-correlated multi-asset Monte Carlo, memory coupons and European knock-in, fair-coupon solver and the skew premium the desk hedges.
WIP teaching case: price a EU retail healthcare Phoenix autocallable (Monte Carlo, PRIIPs, launch/revise decision). Typst sources + exhibits.
Autocallable (snowball) pricing with MC and PDE engines, a daily delta-hedging index backtest in CSI 500 futures, and a minute-level execution layer with an exact quantity / price / fee decomposition. Runs end-to-end on synthetic data.
Autocallable notes priced by randomised quasi-Monte Carlo, with the fair coupon solved in closed form from one simulation. Live in-browser structuring desk.
基于 Rust 的衍生品定价库，提供易用的 Python 接口。
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