QWED Finance Guard

Version updated for https://github.com/QWED-AI/qwed-finance to version v2.1.0.

  • This action is used across all versions by 0 repositories.

Action Type

This is a Docker action.

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Action Summary

QWED-Finance is a middleware solution designed to provide deterministic verification for AI-generated financial calculations, ensuring mathematical accuracy and compliance before outputs are used in production. By leveraging symbolic mathematics and formal proofs, it automates error detection in tasks like NPV/IRR calculations, loan amortization, compound interest formulas, and currency handling, reducing risks associated with floating-point errors and incorrect computations. It serves as a robust safety layer for fintech workflows, complementing financial AI platforms by guaranteeing verified outputs with mathematical certainty.

What’s Changed

Deterministic security audit remediation. All P0 and P1 findings resolved. Zero IEEE-754 float remaining in any financial math path.

🔴 Security Fixes

  • Fail-closed enforcement: Unregistered tools in OpenResponses now REJECTED (was auto-approved)
  • AML country list unified: Yemen, Venezuela, Pakistan flagged consistently across all paths
  • Rate parsing fail-closed: _parse_rate() no longer guesses format — returns Decimal, raises on invalid input

🟠 Precision Migration

  • BondGuard: Newton-Raphson YTM, Duration, Convexity → Decimal (getcontext().prec = 50)
  • DerivativesGuard: Black-Scholes → mpmath (30 dp) — log/exp/sqrt/erf all arbitrary-precision
  • RiskGuard: VaR, Beta, Sharpe, Sortino → Decimal.sqrt(), zero catastrophic cancellation
  • Integration layer: OpenResponses._verify_option_price delegates to DerivativesGuard (single source of truth)

⚠️ Breaking Changes

  • greeks values are now str (Decimal-quantized), not float — cast via Decimal(greeks["delta"])
  • BondGuard._parse_rate() returns Decimal instead of float
  • Unknown compounding frequency raises ValueError (was silent default to annual)
  • Unregistered tools → REJECTED (was APPROVED)

📦 Dependencies

  • mpmath>=1.3.0 added as explicit runtime dependency

📊 Test Coverage

150 tests passing (up from ~125 in v2.0.1)