Principles of Quantitative Development

QUIZ

1. Study the pricing tool code and redesign the parameter types. In other words, rewrite Double, Int, Date, DateVec, Curve and Menu as classes deriving from Param.
2. While the pricing tool can load a DLL to implement a new model on the fly, it cannot unload a DLL. If you cannot unload the DLL, you cannot replace it without exiting from the program, and hence you cannot modify the model easily. Extend the pricing tool to be able to unload model DLLs.
3. Review the shortcomings that make the pricing tool unsuitable for trading.
4. Separate the market parameters and define a Market class parallel to a Product or a Model class, with XML persistence.
5. Implement a database layer on the pricing tool to store products, models and market objects.