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hub / github.com/MarcusRainbow/QuantMath / Instrument

Interface Instrument

src/instruments/mod.rs:52–133  ·  view source on GitHub ↗

There are a few controversial design decisions here. The first is to do with the separation of products from indices, which is the case in pricing libraries I have worked with at Commerzbank, ABN AMRO, Morgan Stanley and Citi. In practice, I have found this distinction irritating and rather specious, so I have classed all tradeable instruments together, as Instrument.

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Callers 2

from_instrumentMethod · 0.85
cloneMethod · 0.85

Implementers 4

bonds.rssrc/instruments/bonds.rs
basket.rssrc/instruments/basket.rs
assets.rssrc/instruments/assets.rs
options.rssrc/instruments/options.rs

Calls

no outgoing calls

Tested by

no test coverage detected