Add payoff scripting framework #16
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Codecov Report
@@ Coverage Diff @@
## main #16 +/- ##
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+ Coverage 97.58% 97.83% +0.24%
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Files 22 27 +5
Lines 995 1156 +161
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+ Hits 971 1131 +160
- Misses 24 25 +1
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This PR adds the framework for scripted payoffs. Payoffs reference analytical model functions like zero bond and asset prices. Furthermore, payoffs can be composed into computational graphs that represent cash flows of financial instruments.