matlab-price-instrument
matlab-price-instrument is a Physics, mathematics & simulation skill for AI agents, published by matlab in the matlab-agentic-toolkit repository on GitHub. Skillspace rates matlab-price-instrument D (66/100) and it passed the safety scan; the rating is based on static analysis only.
Price financial instruments in MATLAB using the Financial Instruments Toolbox. Route to the appropriate numerical method reference based on the user's request: Monte Carlo simulation (AssetMonteCarlo, IRMonteCarlo, RoughVolMonteCarlo), FFT / Numerical Integration (Vanilla European options), or Interest-Rate Trees (option-embedded bonds with IRTree). Use when the user asks to price financial instruments or compute Greeks using any of these methods. Use one of the following models depending on the pricing method and instrument: Black-Scholes, Bachelier, Heston, Bates, Merton, Hull-White, Black-Karasinski, Black-Derman-Toy, Cox-Ingersoll-Ross, Linear Gaussian 2 Factor (G2PP), Brace-Gatarek-Musiela (BGM), SABR-BGM, RoughBergomi, RoughHeston.
- Grade
- D
- Quality
- 66 / 100
- Safety
- Passed
- GitHub stars
- 1,042
Unproven: rated by static analysis only, not yet compared head-to-head.
This rating describes the version of the repository we crawled; it may have changed since, so go by its current files.
Our review
- Architecture
- 84 / 100
- Maturity
- Basic: a single SKILL.md
- Security scan
- No issues found
- License
- Not declared. Check the repository before reusing it.
Not checked yet
- Category is a classifier prediction; no model has read this skill yet
- Not judged on the rubric yet (not a contender in its category)
- No blind task eval yet
- Scope (portable / vendor / repo-internal) not assessed; only the top of each category is read for scope
- Sibling files (scripts, references) not fetched; security scan covers SKILL.md only
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