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APIs Usage Guide - Bond Yield Curve Construction and Related Calculations Case StudyCommodity and Equity Index Option Pricing Case StudyCommodity Futures Option Pricing CaseForward Curve Case StudyFX Asian Option Pricing Case StudyFX Barrier Option Pricing Case StudyFX Digital Option Pricing Case StudyFX European and American Option Pricing Case StudyHistorical Volatility Case StudyHoliday Calculation Case StudyInterest Rate Swap (IRS) Case StudyLocal Volatility Case StudyOption Delta and Sensitivity Exposure Monitoring Regulatory Report Case StudySchedule Calculation Function CaseStructured Deposit Commodity CaseStructured Deposit FX CaseStructured Deposit Index CaseSwapCurve: Interest Rate Curve Case StudyVolatility Case StudyYieldCurve: Interest Rate Curve Case Study
Knowledge Base
- Enterprise Cross-Border Financing Arbitrage Practical Guide: The Closed-Loop Model of Internal Guarantee External Loan + Rate Locking and Certificate of Deposit Pledge + Working Capital LoanEnterprise Exchange Rate Risk Management Business Operation Guide: Practical Application of Macroeconomic Signals - Exposure Alerts - Strategy MatchingForex Hedging Optimization Loop: Strategy Planning - Execution Implementation - Performance ReviewOptimizing Enterprise Settlement Exchange Rates: A Practical Guide to the Step-Ladder Hedging + Dynamic Rebalancing Model
- Bond classificationBond Option Pricing PrinciplesBond Riding the Yield Curve StrategyCalculation of Indicators under the Three Classifications of Bond Trading AccountingCap/Floor Volatility Surface ConstructionCarry and Roll-down of Interest Rate SwapsHyperbolic Framework: OIS Discounting + IBOR Forward RatesInterest Rate Caps & FloorsInterest Rate Swaptions (Swaption)Practical Implementation and Modeling of Swaption Cube Construction
- AutocallablesAutocallables - CSI500Autocallables - EURUSDDefinitions and Calculation of Delta and Gamma in Structured Option ProductsDigital Structure (Digitals)Double No TouchDual SharkfinEUR/USD Daily Observation Discrete Double No-Touch OptionForeign Exchange-Linked Option Transaction ("Transaction")Foreign Exchange-Linked Option Transaction (Call Spread)Range AccrualRMB-Linked EUR/USD Daily Observation Discrete Range Accrual OptionSingle TouchSingle-Way Sharkfin
- American OptionsApplication of Partial Differential Equations (PDEs) in Option PricingAsian OptionsBarrier OptionsBasic Concepts of Interest RatesBinomial Tree Model: Principles, In-Depth Research, and ApplicationsBlack-Scholes ModelBrownian Motion and Wiener ProcessBusiness Day ConventionsCalculation and Application of Historical Volatility: Models and ComparisonsCalculation and Models of Financial Asset CorrelationCalibration Process of the Dupire ModelConcepts Related to Normal DistributionConstruction of the FX Options Volatility SurfaceDefinition of Standard Interbank Option Structure VolatilitiesDefinition Rules for Buy/Sell Directions in Option CombinationsDetailed Explanation of the Vanna-Volga Pricing MethodDigital OptionsFourier TransformGreeksHow to Calculate Cross Currency Pair Exchange Rates?How to Calculate Cross-Currency Pair Volatility?Hull-White Model and Its Extensions: Theory, Applications, and Multi-Factor ModelsInterest Calculation RulesInterest Rate Curve Construction: Building Interest Rate Curves Using the Bootstrapping MethodInterest Rate TypesInterpolationLocal Volatility ModelsLocal-Stochastic Volatility Models (LSV Models)Mean variance and standard deviationNormal vs. Lognormal VolatilityParametric Curve Construction Models and ApplicationsPricing Callable and Putable Bonds Using the Black-Derman-Toy ModelQuanto AdjustmentRandom Number GenerationStochastic Volatility ModelsSummary of Foreign Exchange Option RulesThe SABR Model and Its Application in Constructing Foreign Exchange (FX) Smile CurvesThe SVI Model and Its Application in Constructing Foreign Exchange (FX) Smile CurvesThe Vanna-Volga Model and Its Application in Constructing Foreign Exchange (FX) Smile CurvesValuation of Digital Options via European Option ReplicationVolatility Surface Construction Models
- Analysis of Curve Spread, Basis, and Butterfly Strategies in Interest Rate Swap TradingAttribution Analysis in Bond TradingPosition and Cash Flow Management of Interest Rate Swaps: A Comprehensive Analysis Using 4.2 Years as an ExampleRMB Foreign Exchange and Foreign Exchange Option Arbitrage StrategiesThe Concept of Key Rate Duration and Its Application Exploration in China's Fixed Income Market
- American OptionAsian OptionBarrier (European)Digital Option（European）Enterprise Exchange Rate Market Risk Management StrategyEuropean OptionsForeign Exchange Asian OptionsForeign Exchange Asian Options – Pricing PrinciplesMeridian Asian Options SolutionStructured Products for Exchange Rate Hedging – Average ForwardStructured Products for Exchange Rate Hedging – Capped ForwardStructured Products for Exchange Rate Hedging – Floor ForwardStructured Products for Exchange Rate Hedging – Forward ExtraStructured Products for Exchange Rate Hedging – Range ForwardStructured Products for Exchange Rate Hedging – Ratio ForwardStructured Products for Exchange Rate Hedging – Seagull ForwardStructured Products for Exchange Rate Hedging – Zero-Cost CollarValuation of Forex Spot/Forward/Swap and Forex Options
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