# curvETH — rebuild recipe

Revision: synthetic-options-lab-20260909-0d37e3a5

Reconstructed recipe; not the original prompts. End-to-end regeneration is untested.

Research interface only. Parameters and costs are illustrative model assumptions, not prices, investment advice or a validated trading strategy.

## 1. Define the experience

Build a new interpretation of curvETH: An educational payoff and exposure experiment for ETH-backed synthetic positions. Read the repository instructions and preserve existing work first. Reconstruct the idea from this selection; do not promise an exact recreation. Start with one complete useful flow.

## 2. Prepare sources and assets

Preserve payoff formulas, strike/maturity/volatility units and dated market-data provenance. Separate terminal payoff identities from pricing estimates and transaction-cost assumptions.

## 3. Build the core flow

Build linked sliders, payoff curves and an exposure heatmap with educational and compact views. Independently test P plus N equals one ETH at terminal payoff, boundary cases and invalid inputs. Mark API history failures clearly rather than silently replacing market data.

## 4. Leave a working handoff

Check the real production route, keyboard operation, mobile layout, reduced motion, asset loading and failure states. Record what passed and what remains untested. Leave source, lockfiles, setup instructions, data provenance and unique selected assets in a compact package. Exclude secrets, dependencies and caches. Label reconstructed prompts honestly; a local package is not a NAS backup.