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Make package more integrated with FinanceModels #44

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alecloudenback opened this issue Aug 19, 2023 · 0 comments
Open
4 tasks

Make package more integrated with FinanceModels #44

alecloudenback opened this issue Aug 19, 2023 · 0 comments

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@alecloudenback
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v0.5 updated the package to be compatible in a basic way, but left a few design questions unresolved:

  • is it a bad idea to return a tuple instead of an array?
  • How should these models be thought of w.r.t. FinanceModels. Are they subtypes of FinanceModels or do they need to be converted/wrapped?
    • Thought: individual scenario outcomes can be used to create a corresponding singular FinanceModel object, but can also be wrapped in a (to be developed) MonteCarlo object such that MonteCarlo valuations can be performed.
    • Is YieldCurve the right function to create an indivual instantiation?
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