Working with tensors and keys

Use Shoals as a Reef dependency, as described in Getting started.

Types and tensors

Chelis makes element types explicit. Most finance amounts in Shoals are f32; the pricing module also exports f64 kernels. Indices, lengths, and seeds are i64. Use explicit casts for numeric literals, such as cast(100.0, f32) and cast(3, i64).

A tensor can be built from a list:

spots = to_tensor([cast(80.0, f32), cast(100.0, f32), cast(120.0, f32)])

A Monte Carlo function uses the length of a template tensor to set its path count:

template = to_tensor(map(fn (i: i64) -> cast(0.0, f32), range(cast(0, i64), cast(20000, i64))))

to_list exposes a tensor's entries and index reads one. A call with a &tensor parameter borrows its tensor argument. Passing a borrowed &tensor to a function that takes ownership requires copy(x) to supply a fresh owner. A signature with [n] preserves the caller's tensor length in its result.

Keyed randomness

Simulation functions take an explicit key. Derive one from an i64 seed when you want a reproducible draw:

mc_px = mc_call_price(key_from_seed(42i64), template, cast(100.0, f32), cast(100.0, f32), cast(0.05, f32), cast(0.2, f32), cast(1.0, f32))

Import Shoals.Pricing.mc_call_price in your module. Deriving a new key from the same seed and using the same inputs gives the same result. Split a key when a computation needs independent draws. Monte Carlo accuracy is statistical and depends on the number of paths.

Records and purity

Shoals uses algebraic data types with named fields, such as Order { price, qty }. For opaque types such as YieldCurve, use the public constructors and accessors described in Yield curves. Simulation functions are pure calls whose results depend on their explicit keys and other inputs.