elle
(Elle)
#1
applications, market data and other data as well as Python objects are first collected, then
a market_environment object is instantiated and filled with the relevant data and objects.
This is then delivered in a single step to other classes that need the data and objects stored
in the respective market_environment object.
A major advantage of this object-oriented modeling approach is, for example, that
instances of the constant_short_rate class can live in multiple environments. Once the
instance is updated — for example, when a new constant short rate is set — all the
instances of the market_environment class containing that particular instance of the
discounting class will be updated automatically.