Pricing tools, in the open.
Every tool runs client-side from typed kernels. Every input mutates the URL, so any setup is shareable and reproducible. No data dependency — paste what you need, read the number.
- Tool 0150 models
Options pricing
Past Black–Scholes, where the edge lives.
11 familiesRead the guide →Vanillas, Americans, barriers, Asians, digitals, multi-asset, stochastic vol with jumps. Analytic Greeks where the model gives them; bumped where it doesn't. Monte Carlo prices report a standard error. The 7×5 sensitivity grid lets you read delta, gamma, and vega off the surface.
- Closed-form European
- American / Early exercise
- Trees & lattices
- Finite difference
- Monte Carlo
- Barrier
- Asian & Lookback
- Digital & Exotic payoffs
- Multi-asset
- Stochastic vol & Jumps
- Currency / Commodity / Bond
- Tool 0231 models
Bond pricing
Past clean-and-dirty, with the curve included.
7 familiesRead the guide →YTM solver, duration, convexity, DV01. Z-spread, I-spread, asset-swap. Hull–White and BDT callables with OAS. FRN discount margin, TIPS breakeven, and the full Treasury futures basis suite. Day-count is explicit, curves are pasted as text — no data feed, no API.
- Plain vanilla
- Risk metrics
- Curve-based
- Curve construction
- Callable / putable
- Floaters & linkers
- Futures
- Tool 0318 models
Futures pricing
Past cost-of-carry, to what the market is implying.
5 familiesRead the guide →Equity index futures with continuous or discrete dividends. FX forwards with the post-2008 cross-currency basis. Commodity carry with storage and convenience yield. The full bond futures CTD suite — gross/net basis, implied repo, switch margin, futures DV01. Calendar spreads across all four families.
- Equity index
- FX forwards
- Commodity
- Bond futures
- Calendar spread
Each tool is a single index of models with a shared ledger. Switching models adds or removes input fields without losing what you typed. The Output panel mirrors the registry — price or yield, Greeks or risk, a sensitivity grid, and a notes line for anything model-specific.
The URL is the single source of truth. Copy the address bar to share a setup, or use the permalink button under Model notes. Same URL → same number, anywhere.