Posted by
J. Patrick Bedell-3 on
URL: http://quantlib.414.s1.nabble.com/FpML-support-in-QuantLib-tp565.html
Hello,
I am interested in implementing the financial products markup
language (FpML) support in QuantLib. The FpML 4.1 standard is defined
in part by a set of XML schema definition (.xsd) files, which can be
processed with the GPL CodeSynthesis xsd tool
(
http://www.codesynthesis.com/products/xsd/). The code generated by
the xsd tool is available at
http://infoeng.sourceforge.net/xsd-fpml-4.1-01 , but of course that is
just the start of the code that must be written. FWIW, the Javadoc
for ApacheXMLBeans code from FpML 4.1 is at
http://infoeng.sourceforge.net/fpml .
Does anyone have any real-world user scenarios for development of
FpML? Any pointers or suggestions as I work to prepare a QuantLib
enhancement proposal and associated code?
Thanks!
Patrick
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On 1/29/07,
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