llmquant LLMQuant Equity Derivatives
This category routes single-stock derivative and hybrid security workflows. It covers payoff, optionality, dilution, borrow, volatility, and catalyst alignment.
Routing Rules
- Identify the underlying ticker, derivative type, maturity, strike/conversion terms, and objective.
- Select the closest workflow below.
- Open only that workflow and any relevant local resources.
- Use LLMQuant Data for underlying prices, option chains, volatility, borrow, corporate actions, convertibles, and warrants.
- Report contract terms, valuation dates, assumptions, stale notices, and missing inputs.
Workflow Index
| User intent | Workflow |
|---|---|
| Build a single-stock derivative trade playbook with payoff, Greeks, catalysts, and risk. | workflows/single-stock-derivative-playbook.md |
| Analyze convertibles, warrants, or hybrid equity-linked securities. | workflows/convertible-and-warrant-lens.md |
LLMQuant Data Contract
Prefer LLMQuant Data when available. The workflows may need these data capabilities:
- Retrieve underlying equity prices, realized volatility, drawdowns, liquidity, and corporate actions.
- Retrieve option chains, implied volatility history, Greeks, borrow costs, and event calendars.
- Retrieve convertible, warrant, rights, and hybrid-security term sheets, including strike, maturity, conversion, redemption, and anti-dilution terms.
- Retrieve credit context, issuer fundamentals, and filing evidence when relevant.
Fallback:
- If derivative terms are unavailable, state the exact term sheet fields needed and do not estimate them from memory.