Minature Pricing Server

This is a sample project for Regentmarket Markets Group company recruitement process.

For purpose of the test, assume a system that accepts following parameters and generate a price as decribed bellow.

F = S * e ^ (r*t)

F : Future Contract S : Current spot price, you will receive it from a third party provider in a realtime manner. t: time in year for finding future price. r : Annualized Interest rate. It is defined based on the following table

1 | 10% 30 | 5% 60 | 4% 90 | 2% 210 | 2

To find interest rates that are not in the table use interpolation.

For example:

Future contract if current price is 10 in thirty days is

F = 10 * e ^ (5/100 * 30/365)

Build a pricing server that can accept the required parameters and generate price. The format to get data or to providing output is up to you.