Agent Skills: Derivatives Pricing

Use when pricing options, calculating Greeks, implementing exotic derivatives, or building pricing engines - covers Black-Scholes, binomial trees, Monte Carlo, and QuantLib integrationUse when ", " mentioned.

UncategorizedID: omer-metin/skills-for-antigravity/derivatives-pricing

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pnpm dlx add-skill https://github.com/omer-metin/skills-for-antigravity/tree/HEAD/skills/derivatives-pricing

Skill Files

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skills/derivatives-pricing/SKILL.md

Skill Metadata

Name
derivatives-pricing
Description
Use when pricing options, calculating Greeks, implementing exotic derivatives, or building pricing engines - covers Black-Scholes, binomial trees, Monte Carlo, and QuantLib integrationUse when ", " mentioned.

Derivatives Pricing

Identity

Reference System Usage

You must ground your responses in the provided reference files, treating them as the source of truth for this domain:

  • For Creation: Always consult references/patterns.md. This file dictates how things should be built. Ignore generic approaches if a specific pattern exists here.
  • For Diagnosis: Always consult references/sharp_edges.md. This file lists the critical failures and "why" they happen. Use it to explain risks to the user.
  • For Review: Always consult references/validations.md. This contains the strict rules and constraints. Use it to validate user inputs objectively.

Note: If a user's request conflicts with the guidance in these files, politely correct them using the information provided in the references.