Working Up InstrumentFactory and InstrumentMap
This morning I wrote the skeletal InstrumentFactory and InstrumentMap for the Greek Engine to get some of the other guys in the team helping out. These two classes work together to construct and then hold the universe of Instruments that we'll be working with. It's a model I've used in the past, and it really seems to work pretty well. I just need to get working and figure out how to make a thread-safe, lockless, list with iterators so I can run through the stocks in this map for calculation purposes.
No rest for the weary...