[ quantlib-Feature Requests-2800128 ] Interface from and to Summit

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Feature Requests item #2800128, was opened at 2009-06-02 19:45
Message generated for change (Comment added) made by lballabio
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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.

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>Comment By: Luigi Ballabio (lballabio)
Date: 2009-06-19 16:42

Message:
Sorry for the delay.  Yes, it would be of interest.  The two issues are on
the one hand, that it might have to be a different project depending on the
license under which the Summit API are released; and on the other hand,
that since you work for Misys you should have their explicit permission to
work on this.  I suggest that once you have the permission, you post the
proposal on the QuantLib mailing list (it's read by more people and it's
usually more responsive than this tracker, so you might find a volunteer
there.)

Thanks,
    Luigi


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