Re: Top down vs bottom up (instrument definition)

Posted by Adrian Jones-3 on Jun 20, 2008; 2:50pm
URL: http://quantlib.414.s1.nabble.com/Re-Top-down-vs-bottom-up-instrument-definition-tp11976.html

 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