Accounting in DFA Model & Quantlib

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Accounting in DFA Model & Quantlib

dhoorens
Hello everybody

I try to use QL in my (favorite :-) ) company's DFA model.
There is no problem to compute market values, but for the book values, i would like to not reinvent the wheel and to use QL as much as possible, but i cannot see how.
Does it exist an AccountingEngine which will compute book values instead of market values (I know that every country (or company) has different accounting rules, but maybe a virtual accounting class?)


Thanks
David

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Re: Accounting in DFA Model & Quantlib

Luigi Ballabio
On Thu, 2009-02-12 at 04:39 -0800, dhoorens wrote:
> I try to use QL in my (favorite :-) ) company's DFA model.
> There is no problem to compute market values, but for the book values, i
> would like to not reinvent the wheel and to use QL as much as possible, but
> i cannot see how.
> Does it exist an AccountingEngine which will compute book values instead of
> market values (I know that every country (or company) has different
> accounting rules, but maybe a virtual accounting class?)

No, it doesn't exist. Sorry.

Luigi


--

There is no opinion so absurd that some philosopher will not
express it.
-- Marcus Tullius Cicero, "Ad familiares"



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