Implement jump/Poisson stochastic process component
Table of Contents
This page is a capture in the deferred bucket of the product backlog — a pre-sprint idea, not yet pulled into a sprint as a story.
What
Add a jump/Poisson process type as a synthetic FX spot price-process
engine, alongside the existing geometric/arithmetic GMM engines and
the Ornstein-Uhlenbeck engine added by
GMM improvements: tidy up synthetic data generation loose ends.
Should support configurable jump intensity (Poisson rate) and a
jump-size distribution, wired the same way OU was: a new process
class implementing IStochasticProcess
(projects/ores.marketdata/api/include/ores.marketdata.api/domain/i_stochastic_process.hpp),
a new branch in
process_factory::make_process()
(projects/ores.synthetic/service/src/process_factory.cpp/.hpp), and
UI exposure in FxSpotRateEditor.
Why
Currently listed as a placeholder ("Planned — not yet available") in
the FxSpotRateEditor "Component Tools" disclosure panel
(projects/ores.qt/synthetic/src/FxSpotRateEditor.cpp,
buildAdvancedControls()); no implementation exists anywhere under
projects/. Reviewed during the GMM improvements story's
process-tools inventory task and explicitly scoped out to keep that
story focused on Ornstein-Uhlenbeck.
References
projects/ores.qt/synthetic/src/FxSpotRateEditor.cpp(Component Tools panel)projects/ores.synthetic/service/src/process_factory.cpp/.hppprojects/ores.synthetic/service/src/processes/ou_process.hpp(pattern to follow)