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Quantitative Finance · Glossaire

Qu'est-ce que « Market object » ?

Definition 19.2 Research, Data and Risk Platforms · Chapitre 19 — Pricing-Library Architecture

A market object is a library object that represents one piece of market state — a quote, a discount curve, a volatility surface, a correlation — and answers questions about it (a discount factor, an implied volatility), so that engines read the market through a fixed interface whatever its construction.

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