arbitui

Terminal-based interest rates volatility arbitrage analysis tool.

⚠️ Work in Progress

Usage

uvx git+https://github.com/0ut4L/arbitui

Features

• Terminal-based rates volatility cube analysis
• Interactive arbitrage matrix visualization
• Volatility smile and market implied probability density charts

Future Features

• Volatility Adjustment: Ability to adjust volatilities to fix arbitrageable tenors/expiries.

Demo

Architecture

• Server: WebSocket server with SQLite persistence that communicates with the client and bridges to rates-scope via JSON-RPC over a Unix domain socket.

• Client: Textual-based TUI that connects over WebSocket for interactive data visualization.