Re: [Quantlib-dev] Coding cryptocurrencies

[Luigi B. <lui...@gm...>]

Hi Joseph,
    I'm not sure about the asset class. The whole commodity folder has been
kind of an abandoned project. I wouldn't tie currencies to it before giving
it a good, hard look.

The lack of fractional items shouldn't be a problem (there are also fiat
currencies that don't have them). I'm not sure about the numeric code. You
might try returning a null and see if this breaks anything.

Later,
    Luigi


On Mon, Feb 16, 2015 at 8:11 AM, Joseph Wang <joe...@gm...> wrote:

> I've starting doing some quant work on coding cryptocurrency
> derivative code.  One question that I have is the way of representing
> bitcoin.  There is infrastructure for representing currencies, but
> while cryptocurrencies have codes associated with them, they don't
> have fractional items or ISO numbers.
>
> I was wondering if it would be worth refactoring the CommodityType and
> Currency classes into subclasses of an AssetType class.
>
>
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