QuantML, FpML and representation of an option

[Niels Elken Sønderby]

Hi all

I would like to express the properties of a european option in XML. I've had
a look at QuantML and FpML, but cannot figure out exactly how the
XML-document should look like.

Ultimately the thing should be used in a SOAP Web Service that takes a
option described in XML as input and gives the Black-Scholes price as an
output.

Can anyone give me an example of a simple european option expressed in some
(preferably standardised) format in XML, or give me pointers to where I can
find a such example?

Thanks... Niels

[Rod Pienaar]

Niels

The c# implementation of quantlib (Jens Thiel's work) has XML examples.  This provides both XML Schema  and XML data examples.  Its tidy and easy to work with.

Rgds
Rod



                                                                                                                                                     
                      Niels Elken Sønderby                                                                                                          
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Hi all

I would like to express the properties of a european option in XML. I've had
a look at QuantML and FpML, but cannot figure out exactly how the
XML-document should look like.

Ultimately the thing should be used in a SOAP Web Service that takes a
option described in XML as input and gives the Black-Scholes price as an
output.

Can anyone give me an example of a simple european option expressed in some
(preferably standardised) format in XML, or give me pointers to where I can
find a such example?

Thanks... Niels





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