JACTUS Documentation

Welcome to the JACTUS documentation!

JACTUS is a high-performance implementation of the ACTUS (Algorithmic Contract Types Unified Standards) specification using JAX for automatic differentiation and GPU acceleration.

Contents:

• Installation
  • Requirements
  • Basic Installation
  • Development Installation
  • Optional Dependencies
  • GPU Support
  • Verification
• Quick Start
  • Installation
  • Your First Contract
  • Understanding the Code
  • Next Steps
  • Common Patterns
  • Troubleshooting
  • More Examples
  • Further Reading
  • Need Help?
• API Reference
  • Core Modules
  • Contract Implementations
  • Contract Functions
  • Observers
  • Portfolio API
  • Simulation Engine
  • CLI
  • Exceptions
  • Logging
  • Quick Reference
  • See Also
• User Guides
  • Getting Started
  • Principal Contracts Guide
  • Derivative Contracts Guide
  • Contract Composition Guide
  • Schedule Generation Guide
  • Advanced Topics
  • CLI Guide
  • MCP Server
  • See Also
  • Additional Resources
• ACTUS Specification Overview
  • The ACTUS Standard
  • JACTUS Implementation Status
  • Core ACTUS Concepts
  • JACTUS JAX Integration
  • Implementation Notes
  • References
  • Further Reading
  • See Also
• JACTUS Architecture Guide
  • Introduction
  • Design Principles
  • System Architecture
  • Key Components
  • Data Flow
  • JAX Integration
  • Extending JACTUS
  • Performance Considerations
  • Contributing
  • Conclusion
• Array-Mode Simulation & Portfolio API
  • When to Use Array-Mode vs Scalar
  • Coverage
  • Architecture: Two-Phase Pipeline
  • Quick Start: Single Contract
  • Quick Start: Portfolio (Recommended)
  • Unified Portfolio API Reference
  • Per-Type Array API
  • Per-Type Reference
  • Batch Processing Pipeline
  • Performance
  • Automatic Differentiation
  • GPU/TPU Acceleration
  • Types Without Array-Mode
  • Shared Infrastructure: array_common.py
  • Examples
• PAM Contract: A Complete Architecture Walkthrough
  • Introduction
  • What is PAM?
  • Architecture Overview
  • Building Blocks
  • Step-by-Step Implementation
  • Testing Strategy
  • Advanced Topics
  • Summary
  • References
• Derivative Contracts in JACTUS
  • Overview
  • Foreign Exchange Derivatives
  • Interest Rate Derivatives
  • Option Derivatives
  • Credit Derivatives
  • Contract Composition
  • Settlement Options
  • Running the Examples
  • Implementation Status
  • Key Concepts
  • Testing
  • References
  • Further Reading

Features

• 18 Contract Types: Principal, non-principal, and derivative instruments

• High Performance: JAX JIT compilation, GPU/TPU acceleration, array-mode portfolio API

• Differentiable: Automatic differentiation for risk analytics (DV01, duration, sensitivities)

• CLI: Full jactus command-line interface for simulation, risk analytics, and portfolio management

• MCP Server: AI assistant integration via Model Context Protocol

• Type Safety: Full type annotations and mypy support

• Well Tested: 1400+ tests with cross-validation against ACTUS reference

Quick Links

• Installation

• Quick Start

• API Reference

• User Guides

• GitHub Repository

• Issue Tracker

Examples

Interactive Jupyter Notebooks (examples/notebooks/):

• Annuity Mortgage - 30-year mortgage with amortization visualization

• Options Contracts - Call/Put options with payoff diagrams

• Interest Rate Cap - Rate protection scenarios and calculations

• Stock & Commodity - Position tracking and derivative underliers

Python Scripts (examples/):

• PAM, LAM contracts

• Interest rate swaps

• FX swaps

• Cross-currency basis swaps

Indices and Tables

• Index

• Module Index

• Search Page