equilibria-mcp-server 1.0.0

package/dist/templates/financeBehavioral.js

@@ -0,0 +1,860 @@
+/**
+ * Finance & Behavioral Economics Templates
+ *
+ * Postgraduate-level templates for portfolio theory, asset pricing, and behavioral economics.
+ */
+/**
+ * Efficient Frontier (Mean-Variance Portfolio)
+ * Markowitz portfolio optimization
+ */
+const efficientFrontier = {
+    id: 'efficient_frontier',
+    name: 'Efficient Frontier',
+    description: 'Markowitz mean-variance efficient frontier showing optimal risk-return combinations.',
+    category: 'finance',
+    level: 'postgraduate',
+    tags: ['portfolio', 'efficient frontier', 'Markowitz', 'risk-return', 'diversification'],
+    parameters: {
+        muA: {
+            type: 'number',
+            default: 0.1,
+            description: 'Expected return asset A',
+        },
+        muB: {
+            type: 'number',
+            default: 0.15,
+            description: 'Expected return asset B',
+        },
+        sigmaA: {
+            type: 'number',
+            default: 0.15,
+            description: 'Std dev asset A',
+        },
+        sigmaB: {
+            type: 'number',
+            default: 0.25,
+            description: 'Std dev asset B',
+        },
+        rho: {
+            type: 'number',
+            default: 0.3,
+            description: 'Correlation between A and B',
+        },
+        rf: {
+            type: 'number',
+            default: 0.03,
+            description: 'Risk-free rate',
+        },
+    },
+    generate: (params) => {
+        const muA = params.muA ?? 0.1;
+        const muB = params.muB ?? 0.15;
+        const sigmaA = params.sigmaA ?? 0.15;
+        const sigmaB = params.sigmaB ?? 0.25;
+        const rho = params.rho ?? 0.3;
+        const rf = params.rf ?? 0.03;
+        return {
+            metadata: {
+                specVersion: '1.3',
+                title: 'Efficient Frontier',
+                description: 'Mean-variance portfolio optimization',
+            },
+            parameters: {
+                muA: { value: muA, label: 'E[R_A]', min: 0.05, max: 0.2, step: 0.01 },
+                muB: { value: muB, label: 'E[R_B]', min: 0.08, max: 0.25, step: 0.01 },
+                sigmaA: { value: sigmaA, label: 'σ_A', min: 0.1, max: 0.3, step: 0.01 },
+                sigmaB: { value: sigmaB, label: 'σ_B', min: 0.15, max: 0.4, step: 0.01 },
+                rho: { value: rho, label: 'ρ_{AB}', min: -0.5, max: 0.9, step: 0.1 },
+                rf: { value: rf, label: 'r_f', min: 0, max: 0.08, step: 0.01 },
+                // Weight in A
+                wA: { value: 0.5, label: 'Weight in A', min: 0, max: 1, step: 0.05 },
+                wB: { expression: '1 - wA', label: 'Weight in B', readonly: true },
+                // Portfolio return
+                muP: {
+                    expression: 'wA * muA + (1 - wA) * muB',
+                    label: 'E[R_P]',
+                    readonly: true,
+                },
+                // Portfolio variance
+                varP: {
+                    expression: 'wA^2 * sigmaA^2 + (1-wA)^2 * sigmaB^2 + 2 * wA * (1-wA) * rho * sigmaA * sigmaB',
+                    label: 'Var(R_P)',
+                    readonly: true,
+                },
+                // Portfolio std dev
+                sigmaP: {
+                    expression: 'sqrt(varP)',
+                    label: 'σ_P',
+                    readonly: true,
+                },
+                // Minimum variance portfolio weight
+                wMVP: {
+                    expression: '(sigmaB^2 - rho * sigmaA * sigmaB) / (sigmaA^2 + sigmaB^2 - 2 * rho * sigmaA * sigmaB)',
+                    label: 'w_MVP',
+                    readonly: true,
+                },
+                // MVP return and risk
+                muMVP: {
+                    expression: 'wMVP * muA + (1 - wMVP) * muB',
+                    label: 'E[R_MVP]',
+                    readonly: true,
+                },
+                sigmaMVP: {
+                    expression: 'sqrt(wMVP^2 * sigmaA^2 + (1-wMVP)^2 * sigmaB^2 + 2 * wMVP * (1-wMVP) * rho * sigmaA * sigmaB)',
+                    label: 'σ_MVP',
+                    readonly: true,
+                },
+                // Sharpe ratio
+                sharpeP: {
+                    expression: '(muP - rf) / sigmaP',
+                    label: 'Sharpe Ratio',
+                    readonly: true,
+                },
+            },
+            charts: [
+                {
+                    id: 'frontier',
+                    title: 'Efficient Frontier',
+                    xAxis: { label: 'Risk (σ)', min: 0, max: 0.35 },
+                    yAxis: { label: 'Expected Return E[R]', min: 0, max: 0.2 },
+                    elements: [
+                        // Efficient frontier (parametric, approximate with hyperbola)
+                        // sigma^2 = a + b*mu + c*mu^2
+                        {
+                            id: 'frontier-upper',
+                            type: 'line',
+                            equation: 'muMVP + (x - sigmaMVP) * (muB - muMVP) / (sigmaB - sigmaMVP)',
+                            color: '#2563EB',
+                            strokeWidth: 3,
+                            label: 'Efficient Frontier',
+                        },
+                        // Capital Market Line (CML) from rf through tangency
+                        {
+                            id: 'cml',
+                            type: 'line',
+                            equation: 'rf + ((muB - rf) / sigmaB) * x',
+                            color: '#16A34A',
+                            strokeWidth: 2,
+                            lineStyle: 'dashed',
+                            label: 'CML',
+                        },
+                        // Asset A
+                        {
+                            id: 'assetA',
+                            type: 'point',
+                            x: 'sigmaA',
+                            y: 'muA',
+                            color: '#DC2626',
+                            size: 10,
+                            label: 'Asset A',
+                        },
+                        // Asset B
+                        {
+                            id: 'assetB',
+                            type: 'point',
+                            x: 'sigmaB',
+                            y: 'muB',
+                            color: '#F59E0B',
+                            size: 10,
+                            label: 'Asset B',
+                        },
+                        // Minimum variance portfolio
+                        {
+                            id: 'mvp',
+                            type: 'point',
+                            x: 'sigmaMVP',
+                            y: 'muMVP',
+                            color: '#7C3AED',
+                            size: 10,
+                            label: 'MVP',
+                        },
+                        // Current portfolio
+                        {
+                            id: 'portfolio',
+                            type: 'point',
+                            x: 'sigmaP',
+                            y: 'muP',
+                            color: '#16A34A',
+                            size: 12,
+                            label: 'Portfolio',
+                            droplines: { x: true, y: true },
+                            draggable: true,
+                            dragConfig: {
+                                mode: 'expression',
+                                parameters: { expressions: { wA: '0.5 + (y - 0.125) / 0.1' } },
+                                constraints: { bounds: { minY: 0.05, maxY: 0.2 } },
+                            },
+                        },
+                        // Risk-free rate
+                        {
+                            id: 'rf-point',
+                            type: 'point',
+                            x: 0,
+                            y: 'rf',
+                            color: '#6B7280',
+                            size: 8,
+                            label: 'r_f',
+                        },
+                    ],
+                    annotations: [
+                        {
+                            id: 'sharpe-label',
+                            text: 'Sharpe = ${sharpeP:.2f}',
+                            x: 'sigmaP + 0.02',
+                            y: 'muP + 0.01',
+                            color: '#16A34A',
+                        },
+                        {
+                            id: 'correlation-label',
+                            text: 'ρ = ${rho}',
+                            x: 0.25,
+                            y: 0.05,
+                            color: '#6B7280',
+                        },
+                    ],
+                },
+            ],
+        };
+    },
+};
+/**
+ * CAPM - Security Market Line
+ * Capital Asset Pricing Model
+ */
+const capm = {
+    id: 'capm',
+    name: 'CAPM / Security Market Line',
+    description: 'Capital Asset Pricing Model showing the relationship between systematic risk (beta) and expected return.',
+    category: 'finance',
+    level: 'postgraduate',
+    tags: ['CAPM', 'SML', 'beta', 'systematic risk', 'market premium'],
+    parameters: {
+        rf: {
+            type: 'number',
+            default: 0.03,
+            description: 'Risk-free rate',
+        },
+        marketReturn: {
+            type: 'number',
+            default: 0.1,
+            description: 'Expected market return',
+        },
+    },
+    generate: (params) => {
+        const rf = params.rf ?? 0.03;
+        const rm = params.marketReturn ?? 0.1;
+        return {
+            metadata: {
+                specVersion: '1.3',
+                title: 'CAPM: Security Market Line',
+                description: 'Expected return as function of beta',
+            },
+            parameters: {
+                rf: { value: rf, label: 'Risk-free Rate (r_f)', min: 0, max: 0.08, step: 0.005 },
+                rm: { value: rm, label: 'Market Return E[R_m]', min: 0.05, max: 0.15, step: 0.01 },
+                marketPremium: {
+                    expression: 'rm - rf',
+                    label: 'Market Premium',
+                    readonly: true,
+                },
+                // Individual asset
+                beta: { value: 1.2, label: 'Asset Beta (β)', min: 0, max: 2.5, step: 0.1 },
+                expectedReturn: {
+                    expression: 'rf + beta * (rm - rf)',
+                    label: 'E[R] from CAPM',
+                    readonly: true,
+                },
+                // Sample assets for display
+                actualReturn: { value: 0.14, label: 'Actual Return', min: 0, max: 0.25, step: 0.01 },
+                alpha: {
+                    expression: 'actualReturn - expectedReturn',
+                    label: 'Jensen\'s Alpha',
+                    readonly: true,
+                },
+            },
+            charts: [
+                {
+                    id: 'sml',
+                    title: 'Security Market Line',
+                    xAxis: { label: 'Beta (β)', min: 0, max: 2.5 },
+                    yAxis: { label: 'Expected Return E[R]', min: 0, max: 0.25 },
+                    elements: [
+                        // Security Market Line
+                        {
+                            id: 'sml-line',
+                            type: 'line',
+                            equation: 'rf + x * (rm - rf)',
+                            color: '#2563EB',
+                            strokeWidth: 3,
+                            label: 'SML',
+                            curveLabel: { text: 'SML', x: 2.2, position: 'above' },
+                        },
+                        // Risk-free asset
+                        {
+                            id: 'rf-asset',
+                            type: 'point',
+                            x: 0,
+                            y: 'rf',
+                            color: '#16A34A',
+                            size: 10,
+                            label: 'T-Bill',
+                        },
+                        // Market portfolio
+                        {
+                            id: 'market',
+                            type: 'point',
+                            x: 1,
+                            y: 'rm',
+                            color: '#DC2626',
+                            size: 12,
+                            label: 'Market (β=1)',
+                            droplines: { x: true, y: true },
+                        },
+                        // Individual asset
+                        {
+                            id: 'asset',
+                            type: 'point',
+                            x: 'beta',
+                            y: 'expectedReturn',
+                            color: '#F59E0B',
+                            size: 10,
+                            label: 'CAPM Return',
+                        },
+                        // Actual return (may show alpha)
+                        {
+                            id: 'actual',
+                            type: 'point',
+                            x: 'beta',
+                            y: 'actualReturn',
+                            color: '#7C3AED',
+                            size: 10,
+                            label: 'Actual',
+                            draggable: true,
+                            dragConfig: {
+                                mode: 'expression',
+                                parameters: { expressions: { beta: 'x', actualReturn: 'y' } },
+                                constraints: { bounds: { minX: 0.1, maxX: 2.4, minY: 0.01, maxY: 0.24 } },
+                            },
+                        },
+                    ],
+                    annotations: [
+                        {
+                            id: 'capm-eq',
+                            text: 'E[R] = r_f + β(E[R_m] - r_f)',
+                            x: 0.3,
+                            y: 0.22,
+                            color: '#2563EB',
+                        },
+                        {
+                            id: 'premium-label',
+                            text: 'Market Premium = ${marketPremium:.1%}',
+                            x: 1.5,
+                            y: 0.05,
+                            color: '#6B7280',
+                        },
+                        {
+                            id: 'alpha-label',
+                            text: 'α = ${alpha:.2%}',
+                            x: 'beta + 0.1',
+                            y: '(expectedReturn + actualReturn) / 2',
+                            color: '#7C3AED',
+                        },
+                    ],
+                },
+            ],
+        };
+    },
+};
+/**
+ * Black-Scholes Option Pricing
+ * Call/Put option payoff and value
+ */
+const blackScholes = {
+    id: 'black_scholes',
+    name: 'Black-Scholes Option Pricing',
+    description: 'Option pricing visualization showing payoff diagrams and the Black-Scholes price as function of stock price.',
+    category: 'finance',
+    level: 'postgraduate',
+    tags: ['options', 'Black-Scholes', 'derivatives', 'call', 'put', 'payoff'],
+    parameters: {
+        strike: {
+            type: 'number',
+            default: 100,
+            description: 'Strike price (K)',
+        },
+        premium: {
+            type: 'number',
+            default: 10,
+            description: 'Option premium paid',
+        },
+        optionType: {
+            type: 'string',
+            default: 'call',
+            description: 'Call or put option',
+        },
+    },
+    generate: (params) => {
+        const K = params.strike ?? 100;
+        const premium = params.premium ?? 10;
+        return {
+            metadata: {
+                specVersion: '1.3',
+                title: 'Option Payoff Diagram',
+                description: 'Call and put option payoffs at expiration',
+            },
+            parameters: {
+                K: { value: K, label: 'Strike Price (K)', min: 50, max: 150 },
+                premium: { value: premium, label: 'Premium', min: 1, max: 30 },
+                S: { value: K, label: 'Stock Price (S)', min: 50, max: 150 },
+                // Call payoff
+                callPayoff: {
+                    expression: 'max(0, S - K)',
+                    label: 'Call Payoff',
+                    readonly: true,
+                },
+                // Put payoff
+                putPayoff: {
+                    expression: 'max(0, K - S)',
+                    label: 'Put Payoff',
+                    readonly: true,
+                },
+                // Call profit
+                callProfit: {
+                    expression: 'callPayoff - premium',
+                    label: 'Call Profit',
+                    readonly: true,
+                },
+                // Put profit
+                putProfit: {
+                    expression: 'putPayoff - premium',
+                    label: 'Put Profit',
+                    readonly: true,
+                },
+                // Break-even
+                callBreakeven: {
+                    expression: 'K + premium',
+                    label: 'Call Break-even',
+                    readonly: true,
+                },
+                putBreakeven: {
+                    expression: 'K - premium',
+                    label: 'Put Break-even',
+                    readonly: true,
+                },
+            },
+            charts: [
+                {
+                    id: 'payoff',
+                    title: 'Option Payoff at Expiration',
+                    xAxis: { label: 'Stock Price at Expiration (S_T)', min: 50, max: 150 },
+                    yAxis: { label: 'Profit/Loss', min: -30, max: 50 },
+                    elements: [
+                        // Zero line
+                        {
+                            id: 'zero',
+                            type: 'horizontalLine',
+                            y: 0,
+                            color: '#6B7280',
+                            lineStyle: 'dashed',
+                            strokeWidth: 1,
+                        },
+                        // Strike price line
+                        {
+                            id: 'strike',
+                            type: 'verticalLine',
+                            x: 'K',
+                            color: '#6B7280',
+                            lineStyle: 'dotted',
+                            strokeWidth: 1,
+                        },
+                        // Long call profit
+                        {
+                            id: 'long-call',
+                            type: 'line',
+                            equation: 'max(0, x - K) - premium',
+                            color: '#16A34A',
+                            strokeWidth: 3,
+                            label: 'Long Call',
+                        },
+                        // Long put profit
+                        {
+                            id: 'long-put',
+                            type: 'line',
+                            equation: 'max(0, K - x) - premium',
+                            color: '#DC2626',
+                            strokeWidth: 3,
+                            label: 'Long Put',
+                        },
+                        // Call break-even point
+                        {
+                            id: 'call-be',
+                            type: 'point',
+                            x: 'callBreakeven',
+                            y: 0,
+                            color: '#16A34A',
+                            size: 8,
+                            label: 'Call BE',
+                        },
+                        // Put break-even point
+                        {
+                            id: 'put-be',
+                            type: 'point',
+                            x: 'putBreakeven',
+                            y: 0,
+                            color: '#DC2626',
+                            size: 8,
+                            label: 'Put BE',
+                        },
+                        // Current price indicator
+                        {
+                            id: 'current',
+                            type: 'point',
+                            x: 'S',
+                            y: 'callProfit',
+                            color: '#2563EB',
+                            size: 10,
+                            label: 'Current',
+                            draggable: true,
+                            dragConfig: {
+                                mode: 'expression',
+                                parameters: { expressions: { S: 'x' } },
+                                constraints: { bounds: { minX: 51, maxX: 149 } },
+                            },
+                        },
+                    ],
+                    annotations: [
+                        {
+                            id: 'strike-label',
+                            text: 'K = ${K}',
+                            x: 'K + 2',
+                            y: 40,
+                            color: '#6B7280',
+                        },
+                        {
+                            id: 'premium-label',
+                            text: 'Premium = ${premium}',
+                            x: 60,
+                            y: '-premium - 3',
+                            color: '#F59E0B',
+                        },
+                        {
+                            id: 'max-loss',
+                            text: 'Max Loss = -${premium}',
+                            x: 60,
+                            y: -25,
+                            color: '#DC2626',
+                        },
+                    ],
+                },
+            ],
+        };
+    },
+};
+/**
+ * Prospect Theory Value Function
+ * Kahneman-Tversky value function
+ */
+const prospectTheory = {
+    id: 'prospect_theory',
+    name: 'Prospect Theory',
+    description: 'Kahneman-Tversky value function showing loss aversion and diminishing sensitivity.',
+    category: 'behavioral',
+    level: 'postgraduate',
+    tags: ['prospect theory', 'behavioral', 'loss aversion', 'Kahneman', 'Tversky'],
+    parameters: {
+        alpha: {
+            type: 'number',
+            default: 0.88,
+            description: 'Sensitivity parameter for gains (α)',
+        },
+        beta: {
+            type: 'number',
+            default: 0.88,
+            description: 'Sensitivity parameter for losses (β)',
+        },
+        lambda: {
+            type: 'number',
+            default: 2.25,
+            description: 'Loss aversion coefficient (λ)',
+        },
+    },
+    generate: (params) => {
+        const alpha = params.alpha ?? 0.88;
+        const beta = params.beta ?? 0.88;
+        const lambda = params.lambda ?? 2.25;
+        return {
+            metadata: {
+                specVersion: '1.3',
+                title: 'Prospect Theory Value Function',
+                description: 'Value function with loss aversion',
+            },
+            parameters: {
+                alpha: { value: alpha, label: 'α (gains)', min: 0.5, max: 1, step: 0.05 },
+                beta: { value: beta, label: 'β (losses)', min: 0.5, max: 1, step: 0.05 },
+                lambda: { value: lambda, label: 'λ (loss aversion)', min: 1, max: 4, step: 0.25 },
+                // Reference point
+                ref: { value: 0, label: 'Reference Point' },
+                // Current outcome
+                x: { value: 50, label: 'Outcome (x)', min: -100, max: 100 },
+                // Value
+                value: {
+                    expression: 'x >= 0 ? x^alpha : -lambda * (-x)^beta',
+                    label: 'v(x)',
+                    readonly: true,
+                },
+                // For comparison: expected utility (risk neutral)
+                utilityRN: {
+                    expression: 'x',
+                    label: 'EU (risk neutral)',
+                    readonly: true,
+                },
+            },
+            charts: [
+                {
+                    id: 'value',
+                    title: 'Prospect Theory Value Function',
+                    xAxis: { label: 'Outcome relative to reference (x)', min: -100, max: 100 },
+                    yAxis: { label: 'Subjective Value v(x)', min: -150, max: 80 },
+                    elements: [
+                        // Axes
+                        {
+                            id: 'x-axis',
+                            type: 'horizontalLine',
+                            y: 0,
+                            color: '#6B7280',
+                            strokeWidth: 1,
+                        },
+                        {
+                            id: 'y-axis',
+                            type: 'verticalLine',
+                            x: 0,
+                            color: '#6B7280',
+                            strokeWidth: 1,
+                        },
+                        // Value function for gains: v(x) = x^α
+                        {
+                            id: 'gains',
+                            type: 'line',
+                            equation: 'x >= 0 ? x^alpha : 0',
+                            color: '#16A34A',
+                            strokeWidth: 3,
+                            label: 'Gains',
+                        },
+                        // Value function for losses: v(x) = -λ(-x)^β
+                        {
+                            id: 'losses',
+                            type: 'line',
+                            equation: 'x < 0 ? -lambda * (-x)^beta : 0',
+                            color: '#DC2626',
+                            strokeWidth: 3,
+                            label: 'Losses',
+                        },
+                        // 45-degree line (risk neutral reference)
+                        {
+                            id: 'risk-neutral',
+                            type: 'line',
+                            equation: 'x',
+                            color: '#A5B4FC',
+                            lineStyle: 'dotted',
+                            strokeWidth: 1,
+                            label: 'Risk Neutral',
+                        },
+                        // Current point
+                        {
+                            id: 'current',
+                            type: 'point',
+                            x: 'x',
+                            y: 'value',
+                            color: '#7C3AED',
+                            size: 10,
+                            label: 'Current',
+                            draggable: true,
+                            dragConfig: {
+                                mode: 'expression',
+                                parameters: { expressions: { x: 'x' } },
+                                constraints: { bounds: { minX: -99, maxX: 99 } },
+                            },
+                        },
+                    ],
+                    annotations: [
+                        {
+                            id: 'gains-label',
+                            text: 'v(x) = x^α for x ≥ 0',
+                            x: 60,
+                            y: 60,
+                            color: '#16A34A',
+                        },
+                        {
+                            id: 'losses-label',
+                            text: 'v(x) = -λ|x|^β for x < 0',
+                            x: -80,
+                            y: -80,
+                            color: '#DC2626',
+                        },
+                        {
+                            id: 'lambda-label',
+                            text: 'λ = ${lambda} (loss aversion)',
+                            x: -80,
+                            y: 60,
+                            color: '#6B7280',
+                        },
+                        {
+                            id: 'steeper-note',
+                            text: 'Losses loom larger than gains',
+                            x: -80,
+                            y: 40,
+                            color: '#7C3AED',
+                        },
+                    ],
+                },
+            ],
+        };
+    },
+};
+/**
+ * Hyperbolic Discounting
+ * Present bias and time inconsistency
+ */
+const hyperbolicDiscounting = {
+    id: 'hyperbolic_discounting',
+    name: 'Hyperbolic Discounting',
+    description: 'Shows time-inconsistent preferences with β-δ (quasi-hyperbolic) discounting vs exponential.',
+    category: 'behavioral',
+    level: 'postgraduate',
+    tags: ['discounting', 'hyperbolic', 'present bias', 'time inconsistency', 'behavioral'],
+    parameters: {
+        beta: {
+            type: 'number',
+            default: 0.7,
+            description: 'Present bias parameter (β)',
+        },
+        delta: {
+            type: 'number',
+            default: 0.95,
+            description: 'Exponential discount factor (δ)',
+        },
+    },
+    generate: (params) => {
+        const beta = params.beta ?? 0.7;
+        const delta = params.delta ?? 0.95;
+        return {
+            metadata: {
+                specVersion: '1.3',
+                title: 'Hyperbolic Discounting',
+                description: 'Present bias vs exponential discounting',
+            },
+            parameters: {
+                beta: { value: beta, label: 'β (present bias)', min: 0.3, max: 1, step: 0.05 },
+                delta: { value: delta, label: 'δ (per-period)', min: 0.8, max: 0.99, step: 0.01 },
+                // Time period
+                t: { value: 5, label: 'Period (t)', min: 0, max: 20 },
+                // Exponential discount factor
+                expDiscount: {
+                    expression: 'delta^t',
+                    label: 'Exp. Discount',
+                    readonly: true,
+                },
+                // Quasi-hyperbolic (β-δ) discount factor
+                hypDiscount: {
+                    expression: 't == 0 ? 1 : beta * delta^t',
+                    label: 'Hyp. Discount',
+                    readonly: true,
+                },
+                // Effective annual rate implied
+                expRate: {
+                    expression: '1 / delta - 1',
+                    label: 'Exp. Rate',
+                    readonly: true,
+                },
+            },
+            charts: [
+                {
+                    id: 'discount',
+                    title: 'Discount Factors Over Time',
+                    xAxis: { label: 'Time Period (t)', min: 0, max: 20 },
+                    yAxis: { label: 'Discount Factor D(t)', min: 0, max: 1.1 },
+                    elements: [
+                        // Exponential discounting
+                        {
+                            id: 'exponential',
+                            type: 'line',
+                            equation: 'delta^x',
+                            color: '#2563EB',
+                            strokeWidth: 3,
+                            label: 'Exponential',
+                            curveLabel: { text: 'δ^t', x: 15, position: 'above' },
+                        },
+                        // Quasi-hyperbolic (β-δ)
+                        {
+                            id: 'hyperbolic',
+                            type: 'line',
+                            equation: 'x == 0 ? 1 : beta * delta^x',
+                            color: '#DC2626',
+                            strokeWidth: 3,
+                            label: 'Quasi-Hyperbolic',
+                            curveLabel: { text: 'βδ^t', x: 15, position: 'below' },
+                        },
+                        // Immediate drop at t=1
+                        {
+                            id: 'drop',
+                            type: 'point',
+                            x: 1,
+                            y: 'beta * delta',
+                            color: '#DC2626',
+                            size: 10,
+                            label: 'Present Bias',
+                        },
+                        // Current period
+                        {
+                            id: 'current',
+                            type: 'point',
+                            x: 't',
+                            y: 'hypDiscount',
+                            color: '#F59E0B',
+                            size: 10,
+                            label: 'D(t)',
+                            droplines: { x: true, y: true },
+                            draggable: true,
+                            dragConfig: {
+                                mode: 'expression',
+                                parameters: { expressions: { t: 'round(x)' } },
+                                constraints: { bounds: { minX: 0, maxX: 20 } },
+                            },
+                        },
+                    ],
+                    annotations: [
+                        {
+                            id: 'beta-label',
+                            text: 'β = ${beta} (present bias)',
+                            x: 10,
+                            y: 0.95,
+                            color: '#DC2626',
+                        },
+                        {
+                            id: 'immediate-drop',
+                            text: 'Immediate drop to ${beta * delta:.2f}',
+                            x: 3,
+                            y: 'beta * delta + 0.1',
+                            color: '#DC2626',
+                        },
+                        {
+                            id: 'consistent-note',
+                            text: 'Exponential: time-consistent',
+                            x: 10,
+                            y: 'delta^10 + 0.1',
+                            color: '#2563EB',
+                        },
+                    ],
+                },
+            ],
+        };
+    },
+};
+export const financeBehavioralTemplates = [
+    efficientFrontier,
+    capm,
+    blackScholes,
+    prospectTheory,
+    hyperbolicDiscounting,
+];
+//# sourceMappingURL=financeBehavioral.js.map