fina-risk
Native C++ parity kernel for fina-risk: a pybind11 binding exposing
run_cpp_parity for the CRN bump-revalue worst-of pricing, delta, gamma, and
Taylor P&L checksums computed on a shared float32 terminal cube. This is the
C++ lane of the Python/C++ pricing-parity benchmark.
Build: pip install . (scikit-build-core) or uv build --wheel.
Wheel tags are built for cp312 across manylinux, pair published by the
repo tag-triggered GitHub Action (TestPyPI then PyPI) as the fina-risk
distribution (import module fina_risk_cpp), mirroring fina-core.
1 maintainer
Metadata
1 maintainer
Release files for fina-risk 0.1.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| fina_risk-0.1.0-cp312-cp312-manylinux_2_27_x86_64.manylinux_2_28_x86_64.whl | CPython 3.12 | CPython 3.12 | Linux glibc 2.27+ x86-64, Linux glibc 2.28+ x86-64 | Details for fina_risk-0.1.0-cp312-cp312-manylinux_2_27_x86_64.manylinux_2_28_x86_64.whl |
Release files / fina_risk-0.1.0-cp312-cp312-manylinux_2_27_x86_64.manylinux_2_28_x86_64.whl
| Download URL | fina_risk-0.1.0-cp312-cp312-manylinux_2_27_x86_64.manylinux_2_28_x86_64.whl |
|---|---|
| Size | 161.6 kB |
| Tags | CPython 3.12 Linux glibc 2.27+ x86-64 Linux glibc 2.28+ x86-64 |
|
SHA-256 checksum How to use checksums |
eb891541b59796f93f5f2febe27f07f54bc5e6460c858156a661a4e9eb2172eb
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BLAKE2b-256 checksum How to use checksums |
6889164ee8008484c058775c29377444acd9f5f3699e2326fd09bc0f3057b54d
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Uploaded using Trusted Publishing? What is trusted publishing? |
Yes |
| Uploaded via |
uv/0.12.12 {"installer":{"name":"uv","version":"0.12.12","subcommand":["publish"]},"python":null,"implementation":{"name":null,"version":null},"distro":{"name":"Ubuntu","version":"24.04","id":"noble","libc":null},"system":{"name":null,"release":null},"cpu":null,"openssl_version":null,"setuptools_version":null,"rustc_version":null,"ci":true}
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Security for fina-risk 0.1.0
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