Forex framework

[Sadruddin Rejeb-3]

Hi guys,
I would like to know if there is anything happening on the Forex side in
QuantLib. I remember a discussion on quantlib-users about a Currency QuEP,
anything new about it? The point is that I will need to price some (not too
exotic) forex options in the future, and this would be a key-point to "sell"
QuantLib to my boss. If nothing is going on, should I write a QuEP and submit
it to the group? Any recommendation?
Sad

[Ferdinando M. Ametrano-2]

Hi Sad

you wrote:
>I would like to know if there is anything happening on the Forex side in
>QuantLib. I remember a discussion on quantlib-users about a Currency QuEP,
>anything new about it?
Joel Nelson wrote a draft that I just committed under the QuantLib-site
CVS. Check it out. It's quep006. For me it would be OK to publish it on
quantlib.org

Last time he wrote me:
>you see, the thing is, right now i can't publish it
>myself.  i only have web mail access right now so my
>possibilities are a bit limited.
>
>i do have another version with the money formatting
>information.  let me send it to you.  if you don't
>mind could you put it up on the site for me?
I'm not even sure I replied to his last email. Shame on me. Joel, if you
have an updated version send it to me or Sad and we'll publish it ASAP.

ciao -- Nando

PS sharing with you my personal joy: last Wednesday my wife delivered our
second child, Simone.