Architecture & Systems
Run ID and Provenance
A run ID ties together snapshot, models, library version, and configuration so every number has a recipe.
Mental model
A run ID is the handle that connects an output to the recipe that produced it.
Each pricing or risk run is identified by a run ID that records the portfolio, snapshot ID, model set, and library version.
Run metadata also includes pricer settings such as numerical tolerances, seeds, and approximation flags.
Explore the mechanism
Which immutable identifiers connect an output to its input snapshot, model, code, and configuration?
- If any ingredient is missing, a run ID becomes a label, not a recipe.
- Seeds and tolerances are configuration. They belong in provenance.
- Trade-level logs carrying run_id let you trace “one wrong PV” to its exact context.
Is a run ID enough to reproduce a result?
What to notice
Trade-level outputs and logs carry the run ID, making it possible to trace any PV or Greek back to its full context.
Run provenance turns isolated numbers into reproducible experiments rather than one-off calculations.
Where it appears
- tracing production valuations
- joining logs across services
- auditing report generation
Where the intuition breaks
What this view leaves out
- A run ID is useful only when it is propagated consistently and resolves to immutable, retained metadata.
Where this concept sits
Follow the strongest prerequisites, applications, extensions, and contrasts.
Connections for Run ID and Provenance
A stable run identity lets structured logs correlate events from one execution and connect them to provenance.
UsesRun Configuration and DeterminismA run identifier should resolve to the configuration that produced the result.
Supported byMarket and Model VersioningRun provenance should identify the market and model versions used for a valuation.
SupportsData Lineage and Audit TrailRun-level provenance links computational outputs to the broader lineage of inputs, transformations and code.
SupportsReplay of Valuation RunsA run ID provides the handle used to recover the inputs, configuration and versions needed for replay.
A stable run identity lets structured logs correlate events from one execution and connect them to provenance.
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