代码题库

American Put Pricing on a CRR Binomial Tree

Periodic Yield To Maturity of a Fixed-Rate Coupon Bond via Bisection

Periodic IRR of an Equally-Spaced Cashflow Stream Under the Standard-Project Assumption via Bisection

Win-Count Leaves on a Forward Scenario Tree

Deepest No-Drawdown Leaf on a Forward Scenario Tree

Earliest Second Where the Algo Hits Its Volume Target Without Tripping the Slippage Cap

Minimum Constant Maker Fill-Rate to Meet a Parent-Order Deadline Under Per-Minute Supply Caps

Calibrating the Minimum Leverage Cap for a Target Risk Budget

Largest Uniform Collateral Haircut Covering a Liability via Bisection

Smallest Slippage Cutoff Meeting a Target Absolute Weighted Cost via Bisection

Minimum Spread Tolerance for Target Fill Rate

Smallest Slice Length Whose Every Window Meets a Volume Target

Probability of Reaching a Target Leaf Set on a Binary Scenario Tree

Present Value of a Post-Default Recovery Cash-Flow Stream

Per-Node Conditional Expected Leaf Payoff on a Scenario Tree

Expected PnL on a Risk-Officer Scenario Tree

Worst-Case Leaf PnL on a Risk-Officer Scenario Tree

Shortest Window Hitting a Cumulative Return Target