{
  "model_type": "actuarial-llm",
  "version": "0.0.7",
  "exams": [
    "FM",
    "P",
    "IFM"
  ],
  "dataset_size": 18794,
  "last_updated": "2025-10-18",
  "benchmarks": {
    "exam_fm": {
      "overall": 0.927,
      "topics": 12
    },
    "exam_p": {
      "overall": 0.755,
      "topics": 15
    },
    "exam_ifm": {
      "overall": 0.585,
      "topics": 15
    }
  },
  "new_features": [
    "Black-Scholes option pricing",
    "Option Greeks (delta, gamma, theta, vega, rho)",
    "Portfolio theory and CAPM",
    "Interest rate models (Vasicek, CIR)",
    "Financial derivatives"
  ]
}