Feature Requests item #2800128, was opened at 2009-06-02 12:45
Message generated for change (Tracker Item Submitted) made by tglauner
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=2800128&group_id=12740Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Tim (tglauner)
Assigned to: Nobody/Anonymous (nobody)
Summary: Interface from and to Summit
Initial Comment:
I have been working for a long time with Summit FT which is a front-to-back Derivatives application. Summit has over 140 banking clients and is used by some global banks for their Treasury and Capital Markets operations. I actually work for Misys who develops and sells Summit.
Summit has several APIs that allows clients to integrate their proprietary or 3rd party pricing models into the application. I am wondering if it would be beneficial if we would build an out of the box interface between Summit and Quantlib.
The areas to cover would be a mapping between Summit trade data, model data, market data, etc and pass this data to Quantlib, let Quantlib do it's calculations and then pass the statistics back to Summit for display and further calculations.
The greatest challenge for this project would most likely be to have at least two people who understand the data model and overall architecture of the two systems (Quantlib and Summit). I could clearly cover the Summit part but would need help on the Quantlib side.
I also want to mention that this request currently is solely private in nature and does not reflect in any way the views or interests of Misys.
Please let me know if you think that this might be of interest for Quantlib.
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=362740&aid=2800128&group_id=12740------------------------------------------------------------------------------
OpenSolaris 2009.06 is a cutting edge operating system for enterprises
looking to deploy the next generation of Solaris that includes the latest
innovations from Sun and the OpenSource community. Download a copy and
enjoy capabilities such as Networking, Storage and Virtualization.
Go to:
http://p.sf.net/sfu/opensolaris-get_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev
Locked
