claudeindex
Plugin

reactive-pricing-engine

基于OTC衍生品组合的XVA估值与风险指标计算,支持CVA/DVA/FVA度量及敞口曲线生成;提供SIMM保证金敏感性分析,兼容多定价引擎配置。触发场景:(1) 用户要计算交易对手信用敞口并评估XVA成本;(2) 用户要对冲基金组合进行敏感性分析对比不同方法精度;(3) 用户要批量运行风险报告评估保证金要求。

Installation

1

Add the marketplace

/plugin marketplace add tangweigang-jpg/doramagic-skills
2

Install plugins

/plugin

Run these commands in Claude Code to add this plugin to your environment. The marketplace must be added before you can install its plugins.