Coding cryptocurrencies
Posted by
Joseph Wang-4 on
Feb 16, 2015; 7:05am
URL: http://quantlib.414.s1.nabble.com/Coding-cryptocurrencies-tp16271.html
I've starting doing some quant work on coding cryptocurrency
derivative code. One question that I have is the way of representing
bitcoin. There is infrastructure for representing currencies, but
while cryptocurrencies have codes associated with them, they don't
have fractional items or ISO numbers.
I was wondering if it would be worth refactoring the CommodityType and
Currency classes into subclasses of an AssetType class.
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