A trading system of STIRs, like Euribor or Eurodollar futures
Compared with other finanical products, like stock or index future or bond, Short Term Interest Rate futures have some specialites, such as spread/fly trading and different order filling rules.
This project's purpose is to provide tools for STIR traders. The features will include:
- find market misprice opportunities
- get a wise PnL of complex positions
- automated trading
- interface with Stellar/TT/RTS and Excel
product.py
Define product class