User Guide

The conceptual core of numeraire: the mental model behind the point-in-time views, the capability layer, the walk-forward engine family, the evaluators and the result schema, the portfolio simulator, the open registries, and the one dependency rule that keeps the whole thing honest — and then the method-comparison workflow that scores competing pricing models on one shared panel of test assets.

• Architecture
  • Views: point-in-time by construction
  • Capabilities: what a model can produce
  • The walk-forward engine
  • Evaluators and the result schema
  • The simulator
  • Open registries
  • The boundary rule
• Comparing methods
  • The wrinkle a common panel creates
  • Example
  • in_sample versus walk_forward
  • Pricing evaluators
  • Honest metrics