Transfer of ORE/QuantExt functionalities

Posted by Fabrice Lecuyer on Jul 25, 2017; 1:06pm
URL: http://quantlib.414.s1.nabble.com/Transfer-of-ORE-QuantExt-functionalities-tp18439.html

Hi all,

 

I’m looking into building a C# wrapper around the QuantExt project of the fine people at Quaternion. The best approach would be to transfer the functionalities I need (mostly rate helpers and indexes absent from QuantLib) to QuantLib and build interface files within the QuantLib-SWIG project.

The people at Quaternion seem fine with that approach: http://www.opensourcerisk.org/forums/topic/swig-port/#post-6183

In order to avoid any friction, I’d like to know if there is any concern here with that approach so I can get started?

 

Regards,

Fabrice

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