Go to Deriscope's documentation start page


This type serves to hold everything that can be seen as "subjective", i.e. information that can be potentially disputed.
For example, an assumed linear interpolation of zero rates or the gaussian dynamics of some stock price.

Model objects are often - but not always - needed as input in the pricing of
Tradable and the valuation of Quotable objects.
In the Deriscope framework, every possible non-Model
Deriscope Type is allowed to have a corresponding Model
For example, the non-Model Deriscope Type
Vanilla Option is accompanied by the Deriscope Type Model[Vanilla Option]
Deriscope discourages the creation of Model types that do not directly correspond to some specific non-Model type.