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ScriptedTrade

Introduction to the Scripted Trade framework.

Official readme: readme.md

Files

• readme.txt

input

• conventions.xml
• curveconfig.xml
• fixings.csv
• market.csv
• ore.xml
• portfolio.xml
• pricingengine.xml — engines for 5 product types: EquityBarrierOption, EquityOption, EquityOptionAmerican, ScriptedTrade, Swap
• scriptlibrary.xml
• todaysmarket.xml