Coding for finance is about finding the right balance between don’t repeat yourself and don’t abstract too much.
Financial contracts tend to have both a lot in common and a lot of differences.
An option on the Forex is vastly different from an equity option or a swaption, yet sometimes you need to treat those things just as options, and sometimes not at all.
Financial contracts tend to have both a lot in common and a lot of differences.
An option on the Forex is vastly different from an equity option or a swaption, yet sometimes you need to treat those things just as options, and sometimes not at all.
The tradeoff is really hard.