This project aims to construct the FX Volatility Surface and price FX Vanilla Options

Zero-knowledge cross-border payment protocol — GDPR-compliant interbank settlement where intelligence travels, data doesn't.

Cross-border payment orchestration API — strict state machine, real-time FX conversion, IBAN/SWIFT validation, and OFAC/EU sanctions screening. The framework that became OBELISK.

SABR/SABR-LMM model calibration toolkit in Python — FX vol surface fitting, Hagan approximation, SciPy optimizer

Production Vanna-Volga FX options pricer — vol smile calibration from ATM/RR/BF pillars, barrier/digital exotic pricing (Exiom Partners internship)

FX Options desk tool — implied vol vs fair vol (GARCH + Yang-Zhang), Vol Scanner, portfolio Greeks, live order execution via IB Gateway