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Module analytics

Module analytics 

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Measures and attribution: what a book’s value is made of, and why it moved.

Nothing here is a container — trades, books, lenses and scenarios live in trading, and this layer only reads them. That is the division the naming contract draws: analytics answers questions about a book against markets; it never holds one.

Every quantity here is arithmetic on things the market seam already produces — parameter vectors, risk vectors, lifted views in a chosen mode — which is why the module is short. A P&L explain that had to bump and reprice would be three engines; one that can seed a second-order mode along the actual move is a few dozen lines.

Modules§

pnl
P&L attribution between two markets, in parameter space.