On Tue, 2011-02-22 at 19:20 +0000, Philip McSweeney wrote:
> Quick question that I hope someone here can help with. Is there
> functionality within QuantLib for simulating a limit-order book? I’ve
> had a look through the class hierarchy but can’t find anything along
> these lines. Or has anyone designed an efficient order book for use
> with QuantLib? Is an order book something that people would regard as
> a useful addition to the code base or would it be something that’s
> viewed as too far outside the scope of the library to be included?
No functionality at this time. And yes, I guess it might be a useful
addition. Are you planning to write it?
Later,
Luigi
--
There are two ways of constructing a software design. One way is to
make it so simple that there are obviously no deficiencies. And the
other way is to make it so complicated that there are no obvious
deficiencies.
-- C. A. R. Hoare
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