genpark-black-scholes-merton-greeks-engine-skill
Enables users to compute European option prices and sensitivity metrics, run Monte Carlo GBM simulations, calculate historical/parametric VaR/CVaR, evaluate bond duration and convexity, and interpolate Nelson-Siegel yield curves through MCP.
Setup details
This source describes a project but provides no normalized endpoint or package identifier. Follow its source listing for setup instructions.
Sources and provenance
- Glama source codeOfficial · Observed
Grouping basis: listing. Exact endpoints or package sets can be grouped automatically; other relationships require evidence review. This does not verify publisher affiliation, connection health, or equivalent capabilities.