Timeline for Architecture of a global pricing library with immutable payoffs
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Jan 29, 2022 at 6:38 | comment | added | bob kaggle | "A Pricing Engine knows about Payoffs, not the other way around". I would tend to agree. But then, how do you design your library in such a way that the pricing engine knows that some payoff CANNOT be priced with a given numerical method or SHOULD NOT be priced under a given model? What is your solution if the payoff cannot provide this information? | |
| Jun 9, 2020 at 11:27 | review | Late answers | |||
| Jun 9, 2020 at 11:55 | |||||
| Jun 9, 2020 at 11:05 | review | First posts | |||
| Jun 9, 2020 at 23:57 | |||||
| Jun 9, 2020 at 11:05 | history | answered | user47501 | CC BY-SA 4.0 |