Trellis audit: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency · mc_quanto · monte_carlo · executor/build

[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: mc_quanto
• preferred_method: monte_carlo
• route_method: monte_carlo
• request_id: executor_build_20260327013214_809d68b0
• 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.quantooptionmontecarlo
• validation: standard

Request Description

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

Implementation target: mc_quanto
Preferred method family: monte_carlo

Implementation target: mc_quanto

Recent Events

• 2026-03-27T01:32:14.799817+00:00 quant_selected_method (ok)
• 2026-03-27T01:32:14.813590+00:00 planner_completed (ok)
• 2026-03-27T01:32:14.830032+00:00 existing_generated_module_bypassed (info)
• 2026-03-27T01:32:14.846136+00:00 spec_design_skipped (info)
• 2026-03-27T01:32:14.864040+00:00 build_started (info)

[steveya]

Build started

• status: info
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• max_retries: 3
• module_name: trellis.instruments._agent._fresh.quantooptionmontecarlo
• validation: standard

[steveya]

Model validator skipped

• status: info
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• validation: standard

[steveya]

Builder attempt started

• status: info
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• attempt: 1
• knowledge_context_chars: 1660
• knowledge_surface: compact
• prompt_surface: compact
• retry_reason: None

[steveya]

Builder attempt failed

• status: error
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• attempt: 1
• failure_count: 1
• reason: import_validation
• token_usage: {'call_count': 1, 'calls_with_usage': 1, 'calls_without_usage': 0, 'prompt_tokens': 3065, 'completion_tokens': 574, 'total_tokens': 3639, 'by_stage': {'code_generation': {'call_count': 1, 'calls_with_usage': 1, 'calls_without_usage': 0, 'prompt_tokens': 3065, 'completion_tokens': 574, 'total_tokens': 3639}}, 'by_provider': {'openai': {'call_count': 1, 'calls_with_usage': 1, 'calls_without_usage': 0, 'prompt_tokens': 3065, 'completion_tokens': 574, 'total_tokens': 3639}}}

[steveya]

Builder attempt started

• status: info
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• attempt: 2
• knowledge_context_chars: 1660
• knowledge_surface: compact
• prompt_surface: import_repair
• retry_reason: import_validation

[steveya]

Critic completed

• status: ok
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• concern_count: 3
• knowledge_context_chars: 6525
• prompt_surface: expanded
• token_usage: {'call_count': 1, 'calls_with_usage': 1, 'calls_without_usage': 0, 'prompt_tokens': 2976, 'completion_tokens': 3359, 'total_tokens': 6335, 'by_stage': {'critic': {'call_count': 1, 'calls_with_usage': 1, 'calls_without_usage': 0, 'prompt_tokens': 2976, 'completion_tokens': 3359, 'total_tokens': 6335}}, 'by_provider': {'openai': {'call_count': 1, 'calls_with_usage': 1, 'calls_without_usage': 0, 'prompt_tokens': 2976, 'completion_tokens': 3359, 'total_tokens': 6335}}}

[steveya]

Arbiter completed

• status: ok
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• failure_count: 0
• validation: standard

[steveya]

Builder attempt succeeded

• status: ok
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• attempt: 2

[steveya]

Build completed

• status: ok
• task: T105 — Quanto option: quanto-adjusted BS vs MC cross-currency
• comparison_target: mc_quanto
• route_method: monte_carlo
• attempts: 2
• trace_outcome: build_completed