Hi Nando (and the list),
I appreciate your response, Nando - thank you very much for your great work on QuantLib! A tarball of the FpML-4.1 documents is available at http://infoeng.sourceforge.net/fpml/QuantLib-FpML-4.1-docs.tar.gz . I'd argue for the inclusion of the (complete and somewhat self-contained) 2.8MB of FpML-4.1 files in the QL CVS tree at this time (only 234kB compressed). The documents, which are XML schema definition files (*.xsd) and valid example documents for FpML-4.1 (*.xml), should be valuable for inclusion in QuantLib in their own right. Perhaps to provide a sound foundation for standards-based development of novel products and models in QuantLib? The FpML specifications are open-source documents protected under the FpML License Agreement (http://www.fpml.org/documents/license.html), which is entirely consistent with the inclusion of the documents in the QuantLib distribution. I've attached to this email the SHA-1 sums for the FpML docs proposed for inclusion. Thanks again for your great work! Patrick [hidden email] (Default email address, and useful for indicating foundational beliefs. ;-) On 1/30/07, Ferdinando Ametrano <[hidden email]> wrote: > Hi Patrick, > > I think you're on the right track, or at least the track I would love > and support :-) > > On 1/30/07, Toyin Akin <[hidden email]> wrote: > > The question is what do you want to use FpML for? > > > > Is it to simply read a FpML contract and price it in QuantLib? > > Give QuantLib the ability to read and write FpML documents? > for me the goal should be the latter > > > Again, the latter question would be hard to fulfill simply because you are > > assuming that QuantLib (or any other financial library) is FpML compliant > > (ie - every aspect of FpML can be mapped to the library's classes or series > > of classes). > I think that FpML compliance should be a must, and I'm personally > willing to support any development in this direction. > > I look forward to your QuEP > > ciao -- Nando > > PS and let me add that any name AT mises.com immediately gets my > wholehearted sympathy :-) > 9e44669e0f511661ad9e6a00b106b7380dc08b53 QuantLib/Docs/FpML/4.1/cdcen_ex01_credit_event_notice_document.xml 6dc2f6a54c49716e9aa9e533caa566b66d60d901 QuantLib/Docs/FpML/4.1/cdcen_ex01_credit_event_notice_message.xml 9da43d17307378d7276a67e62ec1e2ce646bab0d QuantLib/Docs/FpML/4.1/cd_ex01_long_asia_corp_fixreg.xml 650d55517a421a342109d40ebd99f37847bc1bdc QuantLib/Docs/FpML/4.1/cd_ex02_2003_short_asia_corp_fixreg.xml a5c796df47dea21ca1ecf35d99f4550b3ebe8e9b QuantLib/Docs/FpML/4.1/cd_ex02_short_asia_corp_fixreg.xml da5ec15414a5e9e5e5db6449842c100d0234f020 QuantLib/Docs/FpML/4.1/cd_ex03_long_aussie_corp_fixreg.xml 80728d800481a41b8e636abfdc4b69614e361c80 QuantLib/Docs/FpML/4.1/cd_ex04_short_aussie_corp_fixreg.xml bd76b20584547dcfe371d49dd49809c4fc218aa6 QuantLib/Docs/FpML/4.1/cd_ex05_long_emasia_corp_fixreg.xml 6f79273048f2cb9e7cfd89d1e328520de9284a72 QuantLib/Docs/FpML/4.1/cd_ex06_long_emeur_sov_fixreg.xml 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Hi all, On Wed, 2007-01-31 at 01:42 -0800, J. Patrick Bedell wrote: > A tarball of the FpML-4.1 documents is available at > http://infoeng.sourceforge.net/fpml/QuantLib-FpML-4.1-docs.tar.gz . > I'd argue for the inclusion of the (complete and somewhat > self-contained) 2.8MB of FpML-4.1 files in the QL CVS tree at this > time (only 234kB compressed). I would go for creating a different module in the CVS repository for the QL-FpML interface---i.e., I would not include the interface in the library proper but in an add-in; maybe it's me, but I see serialization (to/from FpML or otherwise) as an external layer, so I'd keep things separated. The FpML docs would be at home in such a module. Later, Luigi ---------------------------------------- Brady's First Law of Problem Solving: When confronted by a difficult problem, you can solve it more easily by reducing it to the question, "How would the Lone Ranger have handled this?" ------------------------------------------------------------------------- Take Surveys. Earn Cash. Influence the Future of IT Join SourceForge.net's Techsay panel and you'll get the chance to share your opinions on IT & business topics through brief surveys - and earn cash http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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