This folder introduces the Scripted Trade framework by discussing various representations of
- European Equity Options
- American Equity Options
- Equity Barrier Options
- Equity Accumulators
The trades are represented
- in "classic" ORE XML and priced with classic QuantLib-style methods where possible, (i.e. in the first two cases)
- and as Scripted Trades (in all cases).
The ORE Scripted Trade document and the ORE Product Catalogue provide the full picture.
And in the Products Example section provides a representative portfolio of products across asset classes including several Scripted Trades.