AI Generated Analytics Dashboard

Yield curve construction, BK 1f pricing, Hull-White tree benchmarks, and practical fixed-income risk workflows.

Dashboard: Live Primary Model: BK 1F Mode: Interactive
Overview Curve Model Pricing Risk

Project Summary

Tree-based fixed-income analytics in one compact workspace

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.

Highlights

Curve Analytics

Build yield curves, inspect zero rates and discount factors, and visualize interpolation directly from the browser.

Pricing Toolkit

Price bonds, callable bonds, swaps, bond options, and swaptions with curve-based analytics plus BK and Hull-White model methods.

BK 1f Stack

Run Black-Karasinski 1-factor tree pricing with a calibrated shift, giving traders a more practical short-rate workflow.

Benchmark Models

Keep Hull-White 1-factor available as a lightweight benchmark for comparison, sanity checks, and teaching workflows.

Risk Workflows

Run portfolio-style pricing, DV01-style reports, and bump-versus-analytic comparisons from reusable CSV-based workflows.

Typical Workflow

  1. Start on Overview to see the app structure and workflow.
  2. Go to Curve to define market tenors, zero rates, and inspect the fitted term structure.
  3. Move to Model to review BK 1f versus Hull-White assumptions, parameters, and engine choices.
  4. Use Pricing to value instruments with the selected model method.
  5. Finish on Risk to review shocked or portfolio-style risk outputs.

Explore the App

Curve Tab

Interactive curve construction, interpolation visuals, and model-ready term-structure inputs for BK and Hull-White.

Model Tab

BK 1f and Hull-White model notes, parameter interpretation, engine comparison, and workflow guidance.

Pricing Tab

Bond, callable bond, swap, option, and swaption pricing with explicit HW1f and BK1f tree choices.

Risk Tab

Simple shocked comparisons built from the saved curve and pricing inputs.

README Snapshot

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.