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This repository has been archived by the owner on Jan 26, 2021. It is now read-only.
We could have an abstract subclass of Instrument which is used for all derivatives, and it could expose common things like underlying, or (if it makes sense), expiration.
We could have an abstract subclass of
Instrument
which is used for all derivatives, and it could expose common things likeunderlying
, or (if it makes sense),expiration
.Probably depends on bankroll-py/bankroll#6.
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