Portfolio Composer

Structure Engineering

Market & Grid

Asset

Spot

Vol (σ)

Rate (r)

Dividend (q)

Maturity (years)

Strike Count

Strike Range (± pct)

Strike Round (optional)

Long Maturity (for calendars)

Payoff Spec

Payoff Scale Multiplier

Scale lets you resolve "shape vs budget" contradictions by mathematically expanding or shrinking the curve amplitude.

Architecture Mode

Define piecewise-linear vertices

Spot

P/L

Spot

P/L

Spot

P/L

Spot

P/L

Spot

P/L

Greek Targets

Zone Width (± pct around spot)

Add Greek targets by region. The compiler uses a small library of adjustment blocks (forward / straddle / risk reversal / calendar) and a greedy priority ladder.

No Greek targets set.

Constraints

Max Debit (budget)

Max Credit (abs)

Max Legs

Primary Objective

Allow Shorts

Disabling this severely restricts attainable payoffs.

Prefer Defined Risk

Bias the Greek fitter toward spreads/butterflies.

Priority ladder: payoff → greeks → safety → simplicity

Target vs Compiled Curve

Awaiting Portfolio Compilation

Butterfly Weights

No curvature data

Greek Snapshot

No Risk Snapshots

Scenario Matrix

No Scenario Data

Compiled Legs

No Active Legs