Hi, great library and mailing list – thank you all.
Instead of using classes on a per-instrument basis would it not be
more extensible to create a language to describe instruments, and
necessarily the set of algorithms used to price those instruments.
Presumably there has been work in this direction before. Any pointers?
Thanks,
--
Adrian Jones
www.derivation.co.uk
-------------------------------------------------------------------------
Check out the new SourceForge.net Marketplace.
It's the best place to buy or sell services for
just about anything Open Source.
http://sourceforge.net/services/buy/index.php_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
