Hi all,
I’m looking into building a C# wrapper around the QuantExt project of the fine people at Quaternion. The best approach would be to transfer the functionalities I need (mostly rate helpers and indexes absent from QuantLib) to QuantLib and build interface files within the QuantLib-SWIG project.
The people at Quaternion seem fine with that approach: http://www.opensourcerisk.org/forums/topic/swig-port/#post-6183
In order to avoid any friction, I’d like to know if there is any concern here with that approach so I can get started?
Regards,
Fabrice
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