• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Python relevance

Dynamically creating a class is really standard (and eminently Google-able). The DLL part is usually not done, and kind of not the right mindset. You COULD compile it down to C dynamically and load that, depending on the type of code, see for example Numba.
Why can't you give a simple answer? Can I do in Python what I have done in C#?

1. Yes
2. No

Disclaimer: I am a Python ignoramus.

The dll is not necessarily wrong.
 
Why can't you give a simple answer? Can I do in Python what I have done in C#?

1. Yes
2. No

Disclaimer: I am a Python ignoramus.

The dll is not necessarily wrong.
I just think it's very easy to find out the answers yourself. Also, you want a yes/no or an actual discussion of what's normally done?

1. Yes, pretty easily.
2. Yes, but you generally don't need to "compile" to DLL, because it's a dynamic language. You can directly use the new class at runtime with no extra compile step.
3. Yes.
 
I just think it's very easy to find out the answers yourself. Also, you want a yes/no or an actual discussion of what's normally done?

1. Yes, pretty easily.
2. Yes, but you generally don't need to "compile" to DLL, because it's a dynamic language. You can directly use the new class at runtime with no extra compile step.
3. Yes.
Ok. I'll just have to take your word (btw I do knoe dynamic expressions in Python0.

But there is a reason for the dll. I choose to use it but I don't need to.

3. yes
What's the question?
 
dynamic creation and loading of .NET assemblies.

So, to configure an app, we load the appropriate assemblies. Very clean solution compared to flat C++.
So you create the assembly on the fly and then load it in the same process? Trying to understand.
 
So you create the assembly on the fly and then load it in the same process? Trying to understand.
Yes.
It is called user-level programming. So a new product (e.g. payoff) could be created by a user (not developer) based on a palette of other products, created and saved to an assembly. Then, for example, next time the user needs the new object and can use it. It is persistent in a DB as it were.

The idea is not new, e.g. CAD systems of the 1980's. A bit like GUI palettes I suppose.

That's why my original XML example.

My interest is in possibly combining Python and C# to do this.
 
Last edited:
Back
Top