Neutryx‑Core (Open‑Source)
High‑performance numerical engine for pricing/risk/XVA, built on JAX and automatic differentiation.
Demo Inputs
idle
Switch between PV, Risk, and XVA calculations using the tabs below.
Calculation Type:
Swap Details
Zero Rate Curve
API Endpoints:
• PV:
• Risk:
• XVA:
• XVA Risks:
Demo Note: This demo runs on a heavily constrained CPU setup. Production deployments with GPU/TPU acceleration would deliver significantly faster performance. Simplified parameters are used for demonstration. Real-world implementations include additional risk factors and market data.
Tips: Use Ctrl+Enter to run, Esc to clear errors. All computations run across 3 engine configurations (Baseline, JIT, AAD+JIT) to compare performance.
• PV:
/swap/price - Swap pricing with fair rate calculation• Risk:
/swap/risks - DV01 and bucketed sensitivities• XVA:
/swap/xva - CVA, DVA, FVA, and KVA calculations• XVA Risks:
/swap/xva_risks - XVA risk sensitivities via pathwise AAD Monte CarloDemo Note: This demo runs on a heavily constrained CPU setup. Production deployments with GPU/TPU acceleration would deliver significantly faster performance. Simplified parameters are used for demonstration. Real-world implementations include additional risk factors and market data.
Tips: Use Ctrl+Enter to run, Esc to clear errors. All computations run across 3 engine configurations (Baseline, JIT, AAD+JIT) to compare performance.
Results
Run computation to see results
Raw Data
Request payload and API response
Response
{ /* run to see output */ }Request
{ /* request payload will appear here */ }