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. .. toctree:: :maxdepth: 2 :caption: Contents: installation quickstart api/index guides/index spec/actus_overview ARCHITECTURE ARRAY_MODE PAM derivatives 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 ----------- * :ref:`installation` * :ref:`quickstart` * :ref:`api-reference` * :ref:`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 ================== * :ref:`genindex` * :ref:`modindex` * :ref:`search`