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Scripted Trade Framework

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.