Refactor barrier option code to extract core model code from products into model folder. about financepy HOT 11 CLOSED

Hi @parthvnp , i have already done a PR a few weeks ago which was merged. I was wondering if the Date needed to be passed as floats but as sir @domokane merged and refactored without modifying the Date format so i'm unsure whether this is still needed or not.

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Hello everyone

I'm interested in working on that issue, please let me know if someone already started
If i'm not mistaken, _value_one and value_mc are the two only functions to move
Do I create a new model (with which name ?) for those two or should they be moved in a already existig model ? I tend to say the first case but I do not really master the various existing models

Let me know,
Gautier

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Hi Gautier
This is new - I posted it last week so it's yours if you want it.
Yes that would be correct. I think a number of other models have the same issue but I would like to start with barrier options.
Best
D

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Create a new model file under the models folder and put the core code there. The interface should only take floats and integers and bools and types and rates.

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Both _value_one and value_mc uses severals class attributes (expiry, strike ...) : do you want to pass the EquityBarrierOption to be passed as a parameter & create getters for each attributes needed or rather pass each needed attributes as a parameter ?
As far as I've seen, others models avoid being class specific, do you confirm i should keep the same logic here ?

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Hi - no I want the interface to the models to be as simple as possible so that they can be called directly if needed without using the higher level classes. This is sometime required for speed.

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I see the product classes as wrappers around the lower level models.

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@gpelleri Any updates on the issue? If you need help, more than happy to collaborate!

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Hi - it would be good if one of you could remove the dates from the model interface as it is against the design I would like to enforce - I want the underlying models to be directly callable from outside the product in case that becomes necessary. Then I can close this issue.

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Sure, my bad for the misunderstanding then. I'll do it today

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OK thanks.

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