Core mechanism
Each node records an operation and its dependencies, rather than retaining source-language objects. That representation makes node counts, input/output identities and operation mix inspectable before choosing a replay backend.
Start Here — Price, Then Differentiate
What Gets Captured When You Record a Valuation
The Java source records the selected production payoff with NablaTensor and inspects its actual tape nodes.
Product
Market dataOptional
The market and selected payoff are written into Java. European calls use one fixing; path payoffs use the selected step count.
This exact source runs in TeaVM. Form changes update its Java literals and reset manual edits.
import com.nablatensor.engine.AadOpEnum;
import com.nablatensor.engine.AadTape;
import com.nablatensor.engine.Nabla;
import com.nablatensor.quant.EquityMarket;
import com.nablatensor.quant.Product;
import com.nablatensor.quant.Products;
import com.nablatensor.quant.TimeGrid;
public final class RecordingTapeRiskStudio {
private RecordingTapeRiskStudio() {}
public static void main(String[] args) {
EquityMarket market = EquityMarket.of()
.spot(100)
.strike(100)
.vol(20 / 100.0)
.rate(3 / 100.0)
.maturity(1)
.build();
Product<EquityMarket> product = Products.europeanCall();
report(product, market, 1);
}
private static void report(Product<EquityMarket> p, EquityMarket m, int steps) {
AadTape tape = Nabla.model(m, (rec, in) -> p.record(rec, in, TimeGrid.uniform(steps)))
.tape();
int active = 0;
int[] counts = new int[AadOpEnum.values()
.length];
for (int i = 0; i < tape.size(); i++) {
counts[tape.op(i)
.ordinal()]++;
if (tape.isActive(i)) active++;
}
System.out.println("TAPE|" + steps + "|" + tape.size() + "|" + tape.inputCount() + "|" + tape.outputCount()
+ "|" + active + "|" + (tape.size() - active));
for (AadOpEnum op : AadOpEnum.values()) if (counts[op.ordinal()] > 0) System.out.println("OP|"
+ steps + "|" + op + "|" + counts[op.ordinal()]);
}
}
TeaVM compiles and runs the Java source above in this browser.
Implementation guide
What a recorded valuation retains
The recorded graph is an auditable inventory of the arithmetic needed to reproduce a valuation and its adjoint.
Practical workflow
Record with representative product dimensions, inspect tape size and operation composition, then choose checkpointing or backend options with evidence rather than assumptions. Re-record after materially changing the payoff structure.
Scope and review point
Tape introspection diagnoses computational structure; it does not prove financial-model correctness or numerical convergence.