Advanced Topics
Advanced Workflows
Multi-step calculations and complex workflows
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Documentation Index
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Multi-step calculations and complex workflows
# Step 1: Build yield curve (2 credits)
curve = build_yield_curve(...)
# Step 2: Price multiple options (2 credits each)
greeks_portfolio = []
for option in options:
result = price_option(option, curve)
greeks_portfolio.append(result['greeks'])
# Step 3: Aggregate portfolio Greeks
total_delta = sum(g['delta'] for g in greeks_portfolio)
# Step 1: Get covariance (1 credit)
cov = calculate_covariance(returns)
# Step 2: Optimize for risk parity (5 credits)
weights = optimize_risk_parity(cov)
# Step 3: Calculate portfolio VaR (5 credits)
var = calculate_var(weights, returns)
