Metadata-Version: 2.4
Name: optipricepro-cpp-gui
Version: 1.0.3
Summary: OptiPricePro C++ Studio - standalone graphical pricing workbench
Requires-Python: >=3.9
Description-Content-Type: text/markdown
Requires-Dist: streamlit>=1.30
Requires-Dist: requests>=2.31
Requires-Dist: pandas>=1.5

# OptiPricePro C++ Studio

A standalone graphical pricing workbench for the OptiPricePro C++ service.

Studio is a complete product on its own: it needs no other OptiPricePro
package and no separate API licence. It performs no pricing on your machine —
it collects the contract, model and simulation settings you choose, sends them
to the C++ engine over HTTPS, and displays the results.

## Installation

    conda create -n optipricepro-cpp-studio python=3.11 -y
    conda activate optipricepro-cpp-studio

    python -m pip install optipricepro_cpp_gui-1.0.1-py3-none-any.whl

## Running

    set OPTIPRICEPRO_CPP_GUI_API_KEY=sk_live_YOUR_STUDIO_KEY
    optipricepro-cpp-gui

Your browser opens at http://localhost:8501. To use a different port:

    optipricepro-cpp-gui --server.port 8600

Check your licence and connection at any time:

    optipricepro-cpp-gui-check

## What you can price

- Vanilla, arithmetic and geometric Asian, floating-strike and rolling-average
  underlyings
- European, American and Bermudan exercise, by Longstaff–Schwartz regression
- Barrier and lookback wrappers in every supported composition, with all
  seventeen barrier classes including continuously monitored variants
- Stochastic rates (Ho–Lee, Vasicek, CIR, Extended CIR), stochastic volatility
  (Heston, Bates), stochastic dividends, sentiment and sentiment volatility
- Equity jumps, quasi-random sequences, Latin hypercube and stratified
  sampling, antithetic, moment-matching and Brownian-bridge paths
- Correlation matrices and term structures supplied directly
- The full gradient and Hessian, with named Greeks
- Analytical control variates, with the variance reduction reported

Every dropdown is populated from the service's own catalog, so the workbench
can never offer a model the engine does not implement.

## Reading a result

Each valuation shows the value and its Monte Carlo standard error, comparison
legs computed from the same paths at no extra cost, any warnings the engine
raised, and the resolved configuration — exactly what the engine used, which
is where to look when a number surprises you.

Results download as JSON, request and response together, so a valuation can be
reproduced or sent to us if you have a question about it.

## Two things worth knowing

**Greeks are expensive.** They are computed by central differences, so a
valuation with Greeks costs roughly thirteen simulations rather than one, or
twenty-five with the full Hessian. The workbench tells you before you run.

**Prices are not reproducible.** The engine seeds from the operating system's
entropy source, so two identical valuations differ within Monte Carlo error.
This is deliberate: the C++ engine is an independent implementation, developed
separately from the Pandas and JAX engines. If you need a repeatable figure,
raise the path count until the standard error is below the precision you need.

## Limits

| | |
| --- | --- |
| Paths x steps | 5,000,000 |
| Paths | 2,000,000 |
| Steps | 5,000 |
| Request timeout | 1800 seconds |

Memory grows with the *product* of paths and steps, which is why the binding
limit is on the product. The workbench shows the figure and blocks the button
before you can exceed it.

## Configuration reference

| Variable | Purpose |
| --- | --- |
| `OPTIPRICEPRO_CPP_GUI_API_KEY` | Your Studio licence key |
| `OPTIPRICEPRO_CPP_GUI_API_URL` | Override the endpoint (rarely needed) |
| `OPTIPRICEPRO_CPP_GUI_PRICE_PATH` | Override the pricing path |

These names are specific to this product, so it can be installed alongside the
C++ API client and the Pandas and JAX products without keys or endpoints
interfering.

## Licence and support

Your Studio key is issued for this product and metered independently of any
other OptiPricePro licence you hold. Keep it confidential.

Contact British Asteroid Belt Trading Company with your company name, the
Studio version, your Python version and the complete error message if you need
assistance.
