I’m creating structs for exotic options (Barriers, Digitals etc), using Mixers to add the common fields (Expiry, Notional, Currency etc)
Another option would be to create a common fields struct and include this as a field. However this would create a two tiered field structure which I’d rather avoid.
It would be nice if the premix and mix fields could be linked to an abstract type (e.g. Option) and be automatically added on defining struct BarrierOption <: Option.
Am I doing this wrong?