FpML C++

[Toyin Akin-4]

Hi all,

 

The new XMLSPY 5.0 can now generate C++/Java files from a XSD file.

Also the FpML.org site has released their long awaited FpML.XSD file(s).

 

Thus with this combination, it's now possible to get QuantLib to play with FpML files.

 

Also, I've released a free C# FpML assembly on the QuantLib.NET site complete with documentation.

 

You can download this from http://jens-thiel.de/finance/quantlib/xml

 

Regards,

Toy.