Posted by
Luigi Ballabio on
Jan 09, 2012; 7:16pm
URL: http://quantlib.414.s1.nabble.com/QuEP-5-tp13347p13348.html
On Mon, Jan 9, 2012 at 7:41 PM, Animesh Saxena
<
[hidden email]> wrote:
> I was looking through this document "
http://quantlib.org/quep/quep005.html"
> and found it very interesting. It mentions that a proof of concept is
> already present. I couldn't locate the files in the svn dump i downloaded.
> There are no files like argsandresults.hpp
That was quite a few years ago. It's no longer a proof of concept,
it's a staple of the library. For the current implementation, start
from <ql/instrument.hpp> and <ql/pricingengine.hpp>; the available
engines are in the <ql/pricingengines> folder, while the corresponding
instruments are in the <ql/instruments> folder. For an updated
discussion of the architecture, see chapter 2 at
<
https://sites.google.com/site/luigiballabio/>.
Luigi
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