Skip to content

Commit a838032

Browse files
committed
updated roadmap
1 parent 387309b commit a838032

File tree

1 file changed

+6
-6
lines changed

1 file changed

+6
-6
lines changed

docs/derivatives_pricing_roadmap.md

Lines changed: 6 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -28,12 +28,12 @@
2828
- [x] Analytic Greeks for Black-Scholes
2929
- [x] Optional: AD for Monte Carlo methods
3030
- [x] Plug Greeks into pricing pipeline with consistent API
31-
- [ ] Develop modular calibration system:
32-
- [ ] Residual-based calibration engine
33-
- [ ] Objective functions from market quotes
34-
- [ ] Support for different pricer-model combinations
35-
- [ ] Heston calibration to implied volatility surface
36-
- [ ] Unit tests: Greeks accuracy vs known formulas, calibration residual shapes
31+
- [x] Develop modular calibration system:
32+
- [x] Residual-based calibration engine
33+
- [x] Objective functions from market quotes
34+
- [x] Support for different pricer-model combinations
35+
- [x] Heston calibration to implied volatility surface
36+
- [x] Unit tests: Greeks accuracy vs known formulas, calibration residual shapes
3737

3838
## PHASE 3.5 — Monte Carlo Enhancements (1 week)
3939

0 commit comments

Comments
 (0)