Agent skill · business finance · omer-metin
derivatives-pricing
Use when pricing options, calculating Greeks, implementing exotic derivatives, or building pricing engines - covers Black-Scholes, binomial trees, Monte Carlo, and QuantLib integrationUse when ", " mentioned.
Why this skill is useful
Provides specific methodologies and integration patterns for pricing derivatives that the AI wouldn't reliably generate on its own.
What it needs
About 1k tokens when loaded. Last updated 2026-01-22. 123 stars on the source repository.
What this skill does
Derivatives Pricing Identity Reference System Usage You must ground your responses in the provided reference files, treating them as the source of truth for this domain: For Creation: Always consult references/patterns.md. This file dictates how things should be built. Ignore generic approaches if a specific pattern exists here. For Diagnosis: Always consult references/sharpedges.md. This file lists the critical failures and "why" they happen. Use it to explain risks to the user. For Review: Always consult references/validations.md. This contains the strict rules and constraints. Use it to validate user inputs objectively. Note: If a user's request conflicts with the guidance in these files, politely correct them using the information provided in the references.
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills omer-metin/derivatives-pricing