🏦 XSigma Financial Models API

Advanced Financial Modeling Platform with XVA Engine, ZABR/SABR Models, and Interactive Frontend

🚀 Overview

XSigma is a comprehensive financial modeling platform that provides advanced volatility models, XVA calculations, and risk management tools. Built with modern web technologies and optimized for performance.

✨ Key Features

📊 Volatility Models

• ZABR Classic - Zero correlation SABR model with analytical solutions
• ZABR PDE - PDE-based SABR implementation for numerical precision
• ZABR Mixture - Hybrid model for complex volatility surfaces
• ASV Calibration - Analytical Sigma Volatility with dynamic calibration

🎯 XVA Engine

• CVA (Credit Valuation Adjustment)
• DVA (Debit Valuation Adjustment)
• FVA (Funding Valuation Adjustment)
• KVA (Capital Valuation Adjustment)

📈 Risk Management

• HJM Models - Heath-Jarrow-Morton interest rate modeling
• Portfolio Management - Advanced portfolio analytics
• Regulatory Reporting - Compliance and risk reporting

🎨 Interactive Frontend

• Real-time Calculations - Dynamic parameter adjustment with live updates
• Professional Charts - Interactive volatility surfaces and risk metrics
• Responsive Design - Modern UI with dark/light themes
• Performance Optimized - Caching and debounced calculations

🏗️ Architecture

API_Xsigma/
├── Backend_Xsigma/          # Node.js API Server
│   ├── service/             # Business logic & Python integration
│   ├── controllers/         # API endpoints
│   └── routes.js           # Route definitions
├── Frontend_Xsigma/         # React TypeScript Frontend
│   ├── src/components/      # UI components
│   ├── src/models/         # Financial model interfaces
│   └── src/contexts/       # State management
└── Documentation/          # API docs & guides

🚀 Quick Start

Prerequisites

• Node.js 18.x or higher
• Python 3.11 or higher
• npm or yarn

Installation

1. Clone the repository

git clone https://github.com/bellajkhalid/API_Xsigma.git
cd API_Xsigma

2. Setup Backend

cd Backend_Xsigma
npm install
npm start

3. Setup Frontend

cd Frontend_Xsigma
npm install
npm run dev

4. Access the Application

• Frontend: http://localhost:8081
• Backend API: http://localhost:5005
• API Documentation: http://localhost:5005/api-docs

📚 Documentation

📖 Comprehensive Guides

• 📚 Wiki Documentation - Complete guides and tutorials
• 🔌 API Reference - Detailed API documentation
• 📊 ZABR Models Guide - Financial models documentation
• 🤝 Contributing Guidelines - How to contribute

🔗 API Endpoints

ZABR Models

• POST /api/zabr-variables-impact/calculate - Dynamic ZABR calculations
• GET /api/zabr-variables-impact/models - Available model types
• GET /api/zabr-variables-impact/model-info/{type} - Model information

HJM Models

• GET /api/test-hjm/calibration - HJM model calibration
• GET /api/test-hjm/simulation - Interest rate simulations

ASV Calibration

• POST /api/analytical-sigma - Analytical sigma volatility

🎯 Usage Examples

ZABR Mixture Model

const response = await fetch('/api/zabr-variables-impact/calculate', {
  method: 'POST',
  headers: { 'Content-Type': 'application/json' },
  body: JSON.stringify({
    model_type: 'zabr_mixture',
    parameters: {
      expiry: 30,
      forward: -0.0007,
      alpha: 0.0132,
      beta1: 0.2,
      beta2: 1.25,
      d: 0.2,
      nu: 0.1978,
      rho: -0.444
    }
  })
});

🛠️ Technology Stack

• Backend: Node.js, Express.js, Python integration
• Frontend: React 18, TypeScript, Tailwind CSS
• Charts: Recharts for interactive visualizations
• State Management: React Context API
• API Documentation: Swagger/OpenAPI
• Performance: Caching, debouncing, lazy loading

📈 Performance Features

• Caching System - 10-15 minute TTL for expensive calculations
• Debounced Updates - 300ms delay for real-time parameter changes
• Lazy Loading - Components loaded on demand
• Optimized Calculations - Efficient numerical algorithms

🤝 Contributing

We welcome contributions! Please see our Contributing Guidelines for details.

🚀 Quick Contribution Steps

1. Fork the repository
2. Create your feature branch (git checkout -b feature/AmazingFeature)
3. Commit your changes (git commit -m 'Add some AmazingFeature')
4. Push to the branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

📋 Issue Templates

• 🐛 Bug Report - Report bugs with detailed information
• 💡 Feature Request - Suggest new features
• 📊 Financial Model Request - Request new financial models

📄 License

This project is licensed under the MIT License - see the LICENSE file for details.

👨‍💻 Author

Khalid Bella - GitHub

🙏 Acknowledgments

• XSigma modules for financial calculations
• React and Node.js communities
• Financial modeling research papers and implementations