Yield curve construction, BK 1f pricing, Hull-White tree benchmarks, and practical fixed-income risk workflows.
Project Summary
This dashboard combines curve construction, Black-Karasinski 1-factor tree pricing, and lightweight risk workflows in a deployable web app. Hull-White remains available as a benchmark tree model, while the main practical emphasis stays on the BK stack.
Build yield curves, inspect zero rates and discount factors, and visualize interpolation directly from the browser.
Price bonds, callable bonds, swaps, bond options, and swaptions with curve-based analytics plus BK and Hull-White model methods.
Run Black-Karasinski 1-factor tree pricing with a calibrated shift, giving traders a more practical short-rate workflow.
Keep Hull-White 1-factor available as a lightweight benchmark for comparison, sanity checks, and teaching workflows.
Run portfolio-style pricing, DV01-style reports, and bump-versus-analytic comparisons from reusable CSV-based workflows.
Interactive curve construction, interpolation visuals, and model-ready term-structure inputs for BK and Hull-White.
BK 1f and Hull-White model notes, parameter interpretation, engine comparison, and workflow guidance.
Bond, callable bond, swap, option, and swaption pricing with explicit HW1f and BK1f tree choices.
Simple shocked comparisons built from the saved curve and pricing inputs.
The full README covers local setup, command-line workflows, Docker usage, deployment patterns, Google Sheets integration, and troubleshooting notes. This Overview tab is the quick on-ramp version of that guide.
The current web experience emphasizes three ideas: fast curve iteration, BK-first pricing with tree-based comparisons, and practical workflows that still fit on a compact internal deployment.