optimize_structure
Find optimal strikes and barriers for structured products by integrating real market data, target returns, and risk tolerance to maximize product design.
Instructions
Find optimal strikes and barriers for structured products with real market data integration
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | No | Stock symbol for real market data (e.g., 'AAPL', 'TSLA') | |
| volatility | No | Expected volatility. If not provided and use_market_data=true, will be calculated from historical data | |
| product_type | Yes | Type of product to optimize | |
| target_return | Yes | Target annualized return | |
| dividend_yield | No | Dividend yield. If not provided and use_market_data=true, will fetch from company data | |
| risk_free_rate | No | Risk-free rate. If not provided and use_market_data=true, will fetch current Treasury rate | |
| risk_tolerance | No | Risk tolerance (0-1 scale) | |
| time_to_expiry | Yes | Time to expiry in years | |
| use_market_data | No | Use real-time market data for optimization parameters | |
| underlying_price | No | Current underlying price | |
| market_regime_aware | No | Adjust optimization based on current market volatility regime |