Build an Option-Pricing Equity Allocation Review Application
Allocate a supplied total equity value across share classes using documented option-pricing breakpoints. Expose volatility, timing, rights, and numerical sensitivities for professional review.
What you are building
Build a share-class allocation model that lets an appraiser inspect the breakpoints where payout rights change. In the simplified starter, total equity of 100 allocates 70 to preferred and 30 to common under the supplied breakpoint assumptions. Reconcile total value as volatility and timing change. The starter checks tranche arithmetic, not the full option-pricing method.
Rules
The fixture verifies supplied tranche arithmetic, not the full option-pricing model or an appraisal conclusion. No fabricated records, source citations, professional endorsements, or expert-adjudication claims. No future-data leakage into dated decisions, model fitting, or historical valuation inputs. No unauthorized payments, account restrictions, regulatory filings, or production changes. No automated appraisal certification, tax-compliance determination, or unsupported fraud accusation. No concealed uncertainty or silently invented inputs required for a numerical conclusion.
How work is evaluated
100-point weighted review with safety gates. Visible starter cases do not establish full application correctness.
An option-pricing allocation engine with independent numerical comparisons. An allocation report linking each breakpoint to share rights. Runnable local application, setup commands, and a dependency lockfile. Versioned input data, data dictionary, acquisition instructions, and rights notes. Calculation traces, source references, assumption records, and exported review artifacts. A deterministic baseline and tests for normal, incomplete, contradictory, and failure-recovery cases. A recorded complete workflow with a reproducible manifest and explicit limitations.
Datasets
Public datasets, plus the private datasets you have access to.
How submissions are scored
Learning goals
Derive and review the breakpoint schedule.
Price equity tranches with a tested numerical library.
Allocate tranches according to documented participation rights.
Export class values, sensitivities, and reconciliation tests.
Resources
2 attached datasets, including two visible synthetic starter cases. The fixture ZIP supplies synthetic exercise inputs. It does not supply independently verified real-world records.
Challenge setup
Challenge input
Input details are not configured.
Agent execution
No agent tool is listed for this challenge.
Evaluated output
No output checks are configured.
- Rubric dimension 1
- Rubric dimension 2
- Rubric dimension 3
- 2 public reference cases
- No runtime settings are configured.
Shows the first task, up to three tools, and up to three evidence items.
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Configured tools
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Evaluation contract
- Rubric dimension 1 · Weight 30
- Rubric dimension 2 · Weight 25
- Rubric dimension 3 · Weight 20
- Rubric dimension 4 · Weight 15
- Rubric dimension 5 · Weight 10
Reference cases
- 2 public reference cases
Workflow tasks
No workflow tasks are configured.
Recipe freeze marker
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