This package contains the interface for Contingent Claims based instruments. It contains the following modules:

  • Claim: Interface implemented by templates that can be represented as a set of contingent claims
  • Dynamic.Instrument: Interface implemented by instruments that create Contingent Claims trees on-the-fly (i.e. the tree is not stored on disk as part of a contract, but created and processed in-memory)
  • Types: Types related to claims and what is required to represent claims (e.g. Deliverable and Observable)