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Priceable type class #16

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joastbg opened this issue Jan 19, 2014 · 0 comments
Open

Priceable type class #16

joastbg opened this issue Jan 19, 2014 · 0 comments

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@joastbg
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joastbg commented Jan 19, 2014

Enhance the generality using a priceable type class, with pv and fv for example. All instruments that are priceable will be part of a portfolio, which is in itself priceable. Will make it easier to construct swaps (from a portfolio of a floating bond and a zero bond with opposite positions).
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