FpML Extention

[Shilpi M Agarwal]

Hi

 

I saw on the website http://quantlib.org/extensions.shtml that you are looking for people for FpML extention. not sure whom to contact.

 

What is the work done in this field? I will be interested in knowing and joining if it suits.

 

shilpi

 

 

Shilpi M Agarwal
Sapient | Technology

m: [phone]

o:  [phone]

[eric ehlers]

Hi Shilpi,

The subject of FpML-enabling QuantLib was discussed at length in the
mailing lists, a high-level design was sketched out:

http://sourceforge.net/mailarchive/forum.php?thread_id=6507779&forum_id=4300
http://sourceforge.net/mailarchive/forum.php?thread_id=6539684&forum_id=4300
http://sourceforge.net/mailarchive/forum.php?thread_id=6540997&forum_id=4300
http://sourceforge.net/mailarchive/forum.php?thread_id=6543552&forum_id=4300
http://sourceforge.net/mailarchive/forum.php?thread_id=6700844&forum_id=4300

The project is possibly too big for one person, in which case a
sensible approach might be to take on smaller tasks which could be
extended later as others participate.  My suggestion would be to
formalize the proposed design into a QuEP, followed by a functioning
prototype that could be extended.

Regards,
Eric

On 3/21/06, Shilpi M Agarwal <[hidden email]> wrote:

>
>
> Hi
>
> I saw on the website http://quantlib.org/extensions.shtml
> that you are looking for people for FpML extention. not sure whom to
> contact.
>
> What is the work done in this field? I will be interested in knowing and
> joining if it suits.
>
> shilpi
>
>
>
>
>
>
>
>
> Shilpi M Agarwal
> Sapient | Technology
> m: [phone]
> o:  [phone]