derivatives-pricing

Calculates the fair price of financial options and complex derivatives using math models.

Installation

Run `npx skills add "https://github.com/omer-metin/skills-for-antigravity" --skill "derivatives-pricing"` to install this skill, then follow its SKILL.md instructions for my next request.

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SKILL.mdShow the author's original SKILL.md

---
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.

Ships with 3 supporting files:

references/patterns.md
references/sharp_edges.md
references/validations.md

Mirrored from the author's public source. Install counts from the open skills registry.