autocallable

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

Worst-of Phoenix autocallable pricer on Euro Stoxx 50 / S&P 500 / Nikkei 225: Lewis characteristic-function Heston calibrated to the live option surface, Cholesky-correlated multi-asset Monte Carlo, memory coupons and European knock-in, fair-coupon solver and the skew premium the desk hedges.

Autocallable notes priced by randomised quasi-Monte Carlo, with the fair coupon solved in closed form from one simulation. Live in-browser structuring desk.

WIP teaching case: price a EU retail healthcare Phoenix autocallable (Monte Carlo, PRIIPs, launch/revise decision). Typst sources + exhibits.