True,
However we could ask them whether we could use some of their code under the
quantlib licence.
(if the c++ code passes quantlib's coding standard).
Again, the spreadsheet implementation is quite self-contained and from
memory, reproduces the results within Hull, Options, Futures and Other
Derivatives (6th edition).
The team has based their code on top of quantlib (a very cut down version).
Toy out.
>From: Ferdinando Ametrano <
[hidden email]>
>To: "
[hidden email]" <
[hidden email]>
>CC:
[hidden email]
>Subject: Re: [Quantlib-users] Credit Derivatives Implementation
>Date: Fri, 3 Feb 2006 13:05:26 +0100
>
>On 2/3/06,
[hidden email] <
[hidden email]> wrote:
> > Are you guys proposing a Credit Derivatives Implementation for
>QuantLib.
> > If so I may be interested. I would check out the site mentioned by
>Toyin.
>
>please note that GPL licensing is not compatible with (too much
>restrictive for) the QuantLib license
>
>ciao -- Nando
>
>
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