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• anaheim-finance_2.13
• 0.0.14
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• Value.scala

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com.quantarray.anaheim.finance.Value.scala Maven / Gradle / Ivy

package com.quantarray.anaheim.finance

import scala.annotation.implicitNotFound

/**
 * Value type class.
 *
 * @tparam T Trade type.
 * @tparam I Instrument type.
 * @tparam M Market type.
 * @tparam P Parameters type, which, for example, can be valuation instructions.
 * @tparam V Value type, e.g. Double.
 */
@implicitNotFound("Cannot find Value type that computes value for Trade ${T}, Instrument ${I}, Market ${M} and Parameters ${P}.")
trait Value[T, I, M, P, V] {

  def apply(trade: T, instrument: I, market: M, parameters: P): V
}