Re: FpML

Posted by Fabrice Carrega on
URL: http://quantlib.414.s1.nabble.com/FpML-tp10694p10710.html

Well, I think we do not have the choice.

First we must implement FpML within QL as far as possible, as there
are existing and compatible definitions of the same classes in QL &
FpML, this would imply maybe, as said, QL expansions.

Then, we would have no other choice than following FpML future growth
and make the FpML module available in QL as close as possible from
FpML new specs.


Regards,

Fabrice

> Sounds good.  I'm no FpML expert but I think the main questions are -
> - does QuantLib support FpML?  There may be cases where QuantLib
> classes lack the attributes that FpML expects, in which case we could
> make an argument for extending QuantLib.
> - does FpML support QuantLib?  It looks like there are products in
> QuantLib which don't yet have an FpML representation.