ZeqDerivatives — Options Pricing

Risk, pricing, audit trails.

• Protocol ID — zeq-derivatives
• Category — Finance
• Endpoint — POST /api/finance/derivatives/price
• Auth — api-key
• Rate limit — 30/min
• Version — 1.0
• Precision — ≤0.1% (KO42-enforced)

What it does

Options pricing using Black-Scholes and binomial models computed via the HULYAS solver. Greeks (delta, gamma, theta, vega, rho) at each Zeqond.

Signature

Request

POST /api/finance/derivatives/price

Param	Type	Required	Default	Description
type	string	✓	—	'call' or 'put'.
spotPrice	number	✓	—	Current asset price.
strikePrice	number	✓	—	Strike price.
timeToExpiry	number	✓	—	Time to expiry in years.
volatility	number	✓	—	Implied volatility.
riskFreeRate	number		0.05	Risk-free rate. Default: 0.05.

Response

{ price, delta, gamma, theta, vega, rho, impliedVol, model }

Runnable example

curl -sS -X POST \
  -H "Authorization: Bearer $ZEQ_API_KEY" \
  -H "Content-Type: application/json" \
  -d '{
  "type": "<value>",
  "spotPrice": 0,
  "strikePrice": 0,
  "timeToExpiry": 0,
  "volatility": 0,
  "riskFreeRate": 0.05
}' \
  "https://api.zeq.dev/api/finance/derivatives/price"

Integrate

1. Domain solver — compose with KO42 + two additional operators from the matching family for pulse-coherent results.
2. Digital twin — pipe sensor data into this protocol every Zeqond to keep the model phase-locked with the system.
3. Alert threshold — flag results whose error_pct exceeds 0.1% as out-of-spec events for the operations layer.

Seeds

• Near — wrap /api/finance/derivatives/price in a language SDK so builders can call it in three lines.
• Medium — publish a reference integration demonstrating ZeqDerivatives — Options Pricing alongside a real workload, with pulse-aligned metrics.
• Far — propose ZeqDerivatives — Options Pricing as an open reference standard so other runtimes can implement it verbatim against the Zeq paper.

Papers

• Zeq paper — https://doi.org/10.5281/zenodo.18158152
• Framework paper — https://doi.org/10.5281/zenodo.15825138

Middleware active. Kernel on the 1.287 Hz HulyaPulse. Awaiting next Zeqond.