{
  "engine": "338.1",
  "recorded_at_utc": "2026-11-08T17:27:25.015312+00:00",
  "scope": "Recorded automated checks, not a production certification",
  "tests": [
    {
      "suite": "Standard outputs and catalogue",
      "reference": "tests/rates338/test_outputs339.cjs",
      "result": "PASS",
      "count": 41,
      "tolerance": "Unrounded metric/CSV values exactly equal; unit and locale checks; scientific engine byte-identical"
    },
    {
      "suite": "Python engine + HTTP API",
      "reference": "tests/rates338/test_engine.py; test_service.py",
      "result": "PASS",
      "count": 12,
      "tolerance": "DF fit <1e-12; deterministic price <1e-6 EUR; MC difference <4 SE; LSM <4 SE+250 EUR"
    },
    {
      "suite": "Browser core + Python parity",
      "reference": "tests/rates338/test_browser_core.cjs",
      "result": "PASS",
      "count": 126,
      "tolerance": "27 price cases, Python/JS absolute difference <1e-6 EUR"
    },
    {
      "suite": "C++ OU moments + price",
      "reference": "test_service.py::test_cpp_kernel_and_price",
      "result": "PASS",
      "count": 27,
      "tolerance": "moments 13 decimal places; native/Python price 8 decimal places"
    },
    {
      "suite": "Existing Heston/SABR",
      "reference": "tools/test-vol.cjs",
      "result": "PASS",
      "count": 165,
      "tolerance": "Heston option repricing difference <1e-5"
    },
    {
      "suite": "Existing chart renderer",
      "reference": "tools/test-chart243.cjs",
      "result": "PASS",
      "count": 990,
      "tolerance": "Geometry/text checks, 5 widths and 3 languages"
    },
    {
      "suite": "Windows COM registration / Excel VBA",
      "reference": "Windows acceptance procedure in README.md",
      "result": "NOT EXECUTED",
      "count": 0,
      "tolerance": "Requires real Windows/Excel execution"
    }
  ],
  "cases": {
    "flat_curve_rate": 0.025,
    "notional_EUR": 1000000,
    "a_per_year": 0.1,
    "sigma_rate_sqrt_year": 0.01,
    "tree_prices_EUR": {
      "60": 21820.837267373285,
      "120": 21818.374400467117,
      "240": 21792.343707732092
    },
    "python_lsm": {
      "paths_train": 8000,
      "paths_eval": 8000,
      "seed": 338,
      "price": 21940.337739855426,
      "standard_error": 243.73493129695697
    },
    "javascript_lsm": {
      "price": 21656.64508630633,
      "se": 241.55070356117608,
      "tree": 21818.374400467146
    },
    "javascript_mc": {
      "price": 0.8831449536335003,
      "se": 0.0003771125192598099,
      "reference": 0.8824969025845955
    }
  },
  "limitations": [
    "Static website has no hosted Python API",
    "Native kernel covers OU moments, not a full C++ pricing engine",
    "No Windows COM/Excel execution; workbook external prices are Python snapshots",
    "No automatic volatility calibration",
    "TARN represents coupon-leg scenarios, no full stochastic full-trade valuation",
    "Physical iPhone/Safari not tested"
  ],
  "browser_checks": {
    "mode": "Chrome desktop and390px iframe (375px usable width)",
    "page_scroll_width": 375,
    "page_client_width": 375,
    "svg_charts": 11,
    "unlabelled_form_controls": 0,
    "languages_observed": [
      "fr",
      "en",
      "zh"
    ],
    "csv_schema": "ahs.rates.outputs/1",
    "csv_zero_vol_rows": 4315,
    "normalized_metrics": 36,
    "zero_vol_tree_EUR": 23447.213615300374,
    "zero_vol_lsm_EUR": 23447.213615299268,
    "return_to_rates": true,
    "scope": "Final manual Chrome UI and downloaded-CSV checks; physical Safari and Windows COM/Excel not tested."
  },
  "workbook_checks": {
    "sheets": 11,
    "range_bound_charts": 2,
    "formula_error_scan_matches": 0,
    "swap_PV_EUR_initial": 1426.555406402811,
    "swap_PV_EUR_fixed_rate_3pct": -21208.520632971587,
    "Windows_Excel_COM": "NOT EXECUTED"
  },
  "tested_source_sha256": {
    "dist/assets/rates338-core.js": "a80a531e9e640fb2b38d3f9b6189456e92eae998aaff8680344a03a00b10e428",
    "dist/assets/rates338-ui.js": "e1a3f55fc05e747d22180b5e9fd2823b5d965c052b672bc7957328da0bf2e608",
    "dist/assets/rates339-output.js": "d733204e2245adc55d29370f564a065776b87595e12172cc8ca0b30823b4dd05",
    "dist/assets/quant-lab.js": "c7713b50f4b0dc092cd5e1b6556cd2c6b0394715af23dfc7e75e93e1600c3931"
  },
  "presentation_version": "339",
  "output_schema": "ahs.rates.outputs/1"
}