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genpark-black-scholes-merton-greeks-engine-skill

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      license
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      quality
      B
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      maintenance
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    • A
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      B
      maintenance
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    • A
      license
      Not graded
      quality
      B
      maintenance
      Enables users to perform zero-dependency quantitative finance and risk analytics through MCP, including Nelson-Siegel yield curve interpolation, option Greeks, Monte Carlo simulations, VaR/CVaR, and bond duration/convexity calculations. It supports natural-language financial modeling and hedging strategy generation in MCP-compatible clients.
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    • -
      license
      Not graded
      quality
      B
      maintenance
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    • A
      license
      Not graded
      quality
      B
      maintenance
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