Project overview
Within the main QuantSA solution there There are 4 projects other than the Excel and test projects:
- QuantSA.Shared
- QuantSA.Core
- QuantSA.CoreExtensions
- QuantSA.Valuations
QuantSA.Shared
This contains all the most basic types and interfaces that are then implemented in other projects or in user’s private projects.
QuantSA.Core
Implementations of products and general tools that are useful for Valuation and CoreExtensions.
Valuation
The simulators and other valuation tools are implemented in Valuations. The main reason for this separation is that it keeps the valuation philosophy enforced. A product in Core can have no reference to the Valuations project this forces the developer to consider only the market observables when implementing the cashflows of the product and not how these will be generated.
QuantSA.CoreExtensions
Extension methods of objects implemented in Core that we want to exist completely independently of the valuation framework. For example a closed for option price. Calibrators will typically be implemented in CoreExtensions as well since they are likely to require such closed form expressions.