Posted by
Mark Higgins on
Jan 02, 2001; 8:15pm
URL: http://quantlib.414.s1.nabble.com/Quantlib-design-tp1657p1665.html
> Regarding design, as mentioned earlier, we mostly used the
> ideas found in Fowler's.
Is Quantlib going to be a full risk management system, or is the
goal to be a standard library of calculation routines that any
risk management system could use?
My impression from the project description was the latter, but
let me know if I'm wrong.
If you're interested, I've also started an open source risk
management system, called the Finicky Financial Trading System
(
http://ffts.sourceforge.net). It's still very much in
development, and I'd be very much interested in hearing design
ideas.
Quantlib is interesting to me as a source of pricing functions,
so I wouldn't have to reinvent the wheel for Black-Scholes
pricing, stochastic vol models, etc. Or at least, I could
write some of those routines and make them available in Quantlib
for others to use and improve on.
=====
-------------------------------------------------------
Mark Higgins,
[hidden email]
http://www.molala.netOpinions expressed herein do not reflect my own views;
I haven't had free will since last year when aliens ate
my brain.
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