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Idea: builder elements in custom instrument creation #24

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GeorgSchneider opened this issue Sep 10, 2022 · 0 comments
Open

Idea: builder elements in custom instrument creation #24

GeorgSchneider opened this issue Sep 10, 2022 · 0 comments

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@GeorgSchneider
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This came from thinking how one could allow to efficiently create coupon streams in the custom instrument builder.

Essentially, the builder menu contains entries (like Interest Stream -> Fixed / Floating / Inflation Linked etc., or the existing AutoCall / AutoPut), which would create a placeholder block in the graph. This block contains input fields for the parameters of the sub-graph. For interest streams these would be start/end date, period, etc., or for option blocks fields like maturity, strike, etc.

The resulting subgraph would then be rendered as child of the block, and the user can freely edit the parameters afterwards, with the sub-graph updating in real-time. The block would also contain a Commit button, which would replace the block with its subgraph.

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