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Trellis audit: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency · quanto_bs · analytical · executor/build #516

Description

@steveya

Why This Issue Exists

  • trigger_event: build_started
  • trigger_status: info
  • task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
  • comparison_target: quanto_bs
  • preferred_method: analytical
  • route_method: analytical
  • request_id: executor_build_20260327012818_ef25e6e1
  • entry_point: executor
  • request_type: build
  • action: compile_only
  • instrument_type: quanto_option
  • requires_build: True

Trigger Details

  • max_retries: 3
  • module_name: trellis.instruments._agent._fresh.quantooptionanalytical
  • validation: standard

Request Description

Build a pricer for: Quanto option: quanto-adjusted BS vs MC cross-currency

Implementation target: quanto_bs
Preferred method family: analytical

Implementation target: quanto_bs

Recent Events

  • 2026-03-27T01:28:19.261066+00:00 quant_selected_method (ok)
  • 2026-03-27T01:28:19.277036+00:00 planner_completed (ok)
  • 2026-03-27T01:28:19.293663+00:00 existing_generated_module_bypassed (info)
  • 2026-03-27T01:28:19.310513+00:00 spec_design_skipped (info)
  • 2026-03-27T01:28:19.330128+00:00 build_started (info)

Activity

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