FX Options Vol Surface Builder
vol-surface · Front office
Calibrates a SABR surface from Bloomberg vol quotes for the options pricing library.
Runs
1
3 node executions
Avg node latency
582 ms
Weighted across nodes
Halt rate
0.0%
0 halts
Failure rate
0.0%
0 failures
Where the time goes
Average latency per node
Node timings
Every node this app runs, most-executed first
| Node | Type | Runs | Avg | Max | Completed | Halt rate |
|---|---|---|---|---|---|---|
|
out
|
Output | 1 | 244 ms | 244 ms | 1 | 0.0% |
|
quotes
|
Mcp call | 1 | 1.0 s | 1.0 s | 1 | 0.0% |
|
sabr
|
Pricing | 1 | 490 ms | 490 ms | 1 | 0.0% |