Pricing
Payoff logic, pricing kernels, discounting, and calibration paths become checked Chelis programs with explicit numerical assumptions.
First application
Finance
C Proof's first application is finance software: pricing, Greeks, risk, signals, curves, XVA-style invariants, and model governance for generated numerical code.
Application
Use cases
Greeks
Derivative calculations and AD paths can be checked against type rules and implementation properties before generated code reaches a desk.
Risk
Scenario grids, portfolio constraints, exposure logic, and aggregation rules get reviewable properties instead of only regression tests.
Signals
Research signals and execution-facing transforms can carry shape, precision, effect, and ownership checks into the build path.
Curves
Curve construction, interpolation, bootstrapping, and rate transforms can be tied to stated domains and repeatable provenance.
XVA
XVA-style invariants can be expressed as properties with clear proof or validation status for model-risk review.
Governance
Model owners get artifacts that say what was checked, against which specification, and where the solver or validation boundary sits.
Options
Checks
An options workflow can mix solver-dischargeable properties with explicit validation status when the math crosses solver limits.
Intrinsic value
call >= max(spot - strike, 0) and put >= max(strike - spot, 0)
SMT-proved under declared domain assumptions.
Put-call parity
residual = call - put - (spot - strike * discount_factor)
Residual proved zero for the checked algebraic kernel.
Black-Scholes-style
closed-form price with exp, log, sqrt, and normal CDF
Kept as property-based validation with explicit preconditions and sample count.
Beyond finance
Architecture
Finance is the first application. The same checked pipeline applies to high-stakes numerical software wherever teams need explicit properties, auditable artifacts, and controlled deployment.
Next step