Overview

An engine is useful only when its numerical output can be reconciled with a defined economic model. This final topic turns the programme's identities into evidence: exact sign checks, zero-loss limits, benchmark prices, paired sensitivities and an explicit boundary on unsupported extensions.

By the end of this note you should be able to:

• distinguish an implementation defect from numerical uncertainty and model limitation;
• derive fixed-model recovery sensitivity;
• specify path-count, grid and conditional-valuation convergence checks;
• explain what additional resources a full xVA extension requires.

1. Contents
2. The big picture