QUANTUM OSCILLATOR
ParameterValue
Short rate r₀ %
Long-run mean θ %
Mean reversion κ speed
Vol of rate σ_r ann.
Quantum ħ_r scale
BOND PARAMETERS
ParameterValue
Maturity T years
Notional k€
∿
Configure and compute
Set parameters in the Data tab,
then click ▶ Compute Price.
then click ▶ Compute Price.
Product—
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k€ · wave-mechanical
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k€ · Vasicek / Black
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% · yield to maturity
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years · Macaulay duration
Quantum Yield Curve — Wave Function vs Vasicek
Bond Price vs Maturity
Pricing Details
| Metric | Quantum | Classical | Difference |
|---|
Wave-Mechanical Interpretation
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∿
Configure and compute
Compute a price first, then click
▶ Compute Sensitivities.
▶ Compute Sensitivities.
Rate Sensitivities—
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€/bp · price per basis point
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years · price sensitivity
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years² · second-order sensitivity
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% above classical DV01
DV01 Profile vs Maturity
Convexity vs Maturity
Vega_r (ν_r) — Price vs σ_r
∂P/∂σ_r · rate vol sensitivity
Theta_r (Θ_r) — Price vs Maturity
∂P/∂T · time decay profile
Xi_r (ξ_r) — Price vs ħ_r
∂P/∂ħ_r · quantum Planck sensitivity
Omega (Ω) — Quantum Rate vs κ
∂r/∂κ · oscillator frequency profile
Rate Sensitivity Summary — Quantum vs Classical
| Metric | Quantum | Classical | Δ% |
|---|
Quantum-Specific Rate Greeks
| Greek | Symbol | Value | Sensitivity | Interpretation |
|---|
Hedging Interpretation
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∿
Configure and compute
Set risk parameters in the sidebar,
then click ▶ Compute Risk.
then click ▶ Compute Risk.
Rate Risk—
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k€ · at confidence level
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k€ · expected shortfall
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k€ · maximum stress scenario
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days · rate coherence decay
Rate Shock Scenarios — P&L
VaR Decomposition by Maturity Bucket
Stress Scenario Table
| Scenario | Shock (bp) | Quantum P&L | Classical P&L | Amplification |
|---|
Risk Interpretation
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