FpML & SOAP volunteering interests

[Sarode, Prashant]

Hi,

I am Prashant Sarode. I have strong experience in FpML (4.1-4.4 especially Post-Trade Processes/Mid-2-Back Office side) and SOAP based services. I am new to but very interested in QuantLib project and its user community.

 

I am writing this email to the group to:

1>Volunteer myself for the request from QuantLib website around any potential work that overlaps/involves QuanLib + FpML and SOAP. My longest experience has been around FpML + SOAP in a J2EE tech stack---now moving into grid technology stack.

 

2> I wish to understand real business use cases of QuantLib + FpML + SOAP. Has there been any activity in the direction already.

 

3> I am also interested to find if any work has been done around high performance/acceleration of any QuantLib functions/modules or Engines which otherwise takes long time. Basically, interested in know any QuantLib areas/functions/modules which can benefit from Grid-enablement.

 

 

Prashant Sarode

Vice President Corporate & Investment Banking Technology

Wachovia

1 704 715 5563(L)

1 617 319 8162(M)

 

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[Eric Ehlers-2]

Hi Prashant,

> Hi,
>
> I am Prashant Sarode. I have strong experience in FpML (4.1-4.4
> especially Post-Trade Processes/Mid-2-Back Office side) and SOAP based
> services. I am new to but very interested in QuantLib project and its
> user community.

Welcome.

> I am writing this email to the group to:
>
> 1>Volunteer myself for the request from QuantLib website around any
> potential work that overlaps/involves QuanLib + FpML and SOAP. My
> longest experience has been around FpML + SOAP in a J2EE tech
> stack---now moving into grid technology stack.

In the mailing list archives you can see that the subject of FpML-enabling
QuantLib has been under discussion for some time.  In an initial exchange,
a high-level design was sketched out.  Subsequent correspondence about
implementation led to the creation of module QuantLib-FpML on the svn
trunk, but to my knowledge no further progress was made.  If you're
interested in picking this up I imagine you would find a lot of interest.

An alternative to FpML is serialization based on ValueObjects in
ObjectHandler.  This approach is less sophisticated but easier to
implement.  This functionality has been implemented on the subversion
trunk for inclusion in the upcoming release of QuantLib version 0.9.0.

Regards,
Eric



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[Sarode, Prashant]

Hey Eric,
All I could find from the archives was your communication on same topic
about 1-1/2yr ago w/ Shilpi Agarwal from Sapient. Apparently, her
request was exactly similar to mine. Not sure if she is still interested
in joining up on QuantLib FpmL extension.

In that post/communication w/ her you had specifically pointed to 5
links to the posts which supposedly talk about design approaches to
QuantLib-FpML extension.

Unfortunately when I clicked those links, none of them work. They give
some kind of Error ---Post not found equivalent.

So effectively I am still stuck at the point where I cannot ready on the
historical ideas proposed around QuantLib-FpML binding.


Prashant Sarode
Vice President Corporate & Investment Banking Technology
Wachovia
1 704 715 5563(L)
1 617 319 8162(M)

-----Original Message-----
From: Eric Ehlers [mailto:[hidden email]]
Sent: Friday, October 05, 2007 8:27 AM
To: Sarode, Prashant
Cc: [hidden email]
Subject: Re: [Quantlib-dev] FpML & SOAP volunteering interests

Hi Prashant,

> Hi,
>
> I am Prashant Sarode. I have strong experience in FpML (4.1-4.4
> especially Post-Trade Processes/Mid-2-Back Office side) and SOAP based
> services. I am new to but very interested in QuantLib project and its
> user community.

Welcome.

> I am writing this email to the group to:
>
> 1>Volunteer myself for the request from QuantLib website around any
> potential work that overlaps/involves QuanLib + FpML and SOAP. My
> longest experience has been around FpML + SOAP in a J2EE tech
> stack---now moving into grid technology stack.

In the mailing list archives you can see that the subject of
FpML-enabling
QuantLib has been under discussion for some time.  In an initial
exchange,
a high-level design was sketched out.  Subsequent correspondence about
implementation led to the creation of module QuantLib-FpML on the svn
trunk, but to my knowledge no further progress was made.  If you're
interested in picking this up I imagine you would find a lot of
interest.

An alternative to FpML is serialization based on ValueObjects in
ObjectHandler.  This approach is less sophisticated but easier to
implement.  This functionality has been implemented on the subversion
trunk for inclusion in the upcoming release of QuantLib version 0.9.0.

Regards,
Eric



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[Eric Ehlers-2]

Hi Prashant,

> Hey Eric,
> All I could find from the archives was your communication on same topic
> about 1-1/2yr ago w/ Shilpi Agarwal from Sapient. Apparently, her
> request was exactly similar to mine. Not sure if she is still interested
> in joining up on QuantLib FpmL extension.
>
> In that post/communication w/ her you had specifically pointed to 5
> links to the posts which supposedly talk about design approaches to
> QuantLib-FpML extension.
>
> Unfortunately when I clicked those links, none of them work. They give
> some kind of Error ---Post not found equivalent.

SourceForge reorganized the mailing list archives, breaking the links that
I posted in that message.  But if you search the quantlib-dev archive for
FpML, all the messages are still there from the earlier discussion in
which the initial design for QuantLib-Fpml was first sketched out.  The
crux of that exchange was this message from Ferdinando on 9 February 2005:

http://sourceforge.net/mailarchive/message.php?msg_id=6.0.0.22.0.20050209194225.025f0620%40mail.ametrano.net

Regards,
Eric



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[Luigi Ballabio]

On Oct 6, 2007, at 4:59 PM, Eric Ehlers wrote:

> SourceForge reorganized the mailing list archives, breaking the links  
> that
> I posted in that message.  But if you search the quantlib-dev archive  
> for
> FpML, all the messages are still there from the earlier discussion in
> which the initial design for QuantLib-Fpml was first sketched out.  The
> crux of that exchange was this message from Ferdinando on 9 February  
> 2005:
>
> http://sourceforge.net/mailarchive/message.php?
> msg_id=6.0.0.22.0.20050209194225.025f0620%40mail.ametrano.net

I might add that the design of the library evolved since that message  
was written. Right now we're moving towards a design in which the  
instrument _is_ the term sheet.

Later,
        Luigi



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