o1-pro Prompting: When Verification Beats Token Cost

Engineering guides note that o1-pro is designed for research-grade problems in financial, legal, or medical domains where you need the highest accuracy regardless of cost and where the downstream cost of an error exceeds the token cost. Provide a complete goal-oriented specification and constraints.

Developer: Audit the attached derivatives valuation model and counterparty netting agreement. Identify any mathematical or legal edge case where collateral call calculations could fail under negative interest rate regimes.