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Creating Custom Pricing Models Documentation

How to Create Custom Pricing Models

This document is intended for Trading Technologies customers who wish to employ proprietary asset pricing models within X_TRADER by creating and installing Custom Pricing Models.

Customers may develop Custom Pricing Models in .NET (C# / Visual Basic .NET – Visual Studio 2005) or in COM (Visual C++ - Visual Studio 2005 / Visual Basic 6) and inserted into Autospreader as well as MD Trader.

The following are required to create Custom Pricing Models:

  • X_TRADER must be installed on the development system. This is necessary to provide the development environment with access to the Custom Pricing Model Interface definitions that are contained in the X_TRADER executable.
  • The developer should posses a basic understanding of COM development and/or a basic understanding of developing COM components in a .NET environment.