Re: Question regarding range of strings in ObjectHandler

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/Question-regarding-range-of-strings-in-ObjectHandler-tp12078p12081.html

On Thu, Jun 26, 2008 at 2:02 PM, abdelkader ratnani
<[hidden email]> wrote:

> Basically, I need this range of strings as a building blocks for scripted
> payoffs, this is what some houses are using
> to represent generic instruments where you defined your floating leg and
> exotic legs using scripted payoffs.
>
> I want to know if there is any ongoing development project in quantlib to
> price such instruments? We may think of using
> boost meta-programming for example as a technical solution.
>
> Could you please send me your comments on this topic?

As far as I know, nobody is working on payoff scripting, and this
would be a very worth contribution to QuantLib

ciao -- Nando

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