Currencies.jl has support for algebra, baskets (of currencies) and valuation. I think it would be great to extract some of that functionality to a more general repo that would then support algebra, baskets/accounts and valuation of more general financial instruments.
Currencies.jl has support for algebra, baskets (of currencies) and valuation. I think it would be great to extract some of that functionality to a more general repo that would then support algebra, baskets/accounts and valuation of more general financial instruments.
Just a thought...