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/.hpp
  • projects/ores.synthetic/service/src/processes/ou_process.hpp (pattern to follow)

See also

Emacs 29.3 (Org mode 9.6.15)