Goldman Sachs GS Quant • Cross-Asset Risk Transfer Platform
Institutional multi-measure pricing • Rates (IR01/DV01) • Credit (CS01) • FX Smiles • 2nd-Order Greeks (Vanna, Volga, Charm, Color)
Risk Transfer & Sensitivity Measures
ACTIVE • 100% DETERMINISTICDetailed Risk Breakdown • Tenors & Cashflows
Goldman Sachs gs_quant Python Implementation
SDK v1.0.86 COMPLIANT# Generating GS Quant Python Script...