Re: Coding cryptocurrencies

Posted by Luigi Ballabio on Feb 25, 2015; 3:15pm
URL: http://quantlib.414.s1.nabble.com/Coding-cryptocurrencies-tp16271p16286.html

Hi Joseph,

    I'm not sure about the asset class. The whole commodity folder has been kind of an abandoned project. I wouldn't tie currencies to it before giving it a good, hard look.

The lack of fractional items shouldn't be a problem (there are also fiat currencies that don't have them). I'm not sure about the numeric code. You might try returning a null and see if this breaks anything.

Later,

    Luigi

On Mon, Feb 16, 2015 at 8:11 AM, Joseph Wang <[hidden email]> wrote:

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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