Re: FpML support in QuantLib

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/FpML-support-in-QuantLib-tp565p567.html

Hi Patrick,

I think you're on the right track, or at least the track I would love
and support :-)

On 1/30/07, Toyin Akin <[hidden email]> wrote:
> The question is what do you want to use FpML for?
>
> Is it to simply read a FpML contract and price it in QuantLib?
> Give QuantLib the ability to read and write FpML documents?
for me the goal should be the latter

> Again, the latter question would be hard to fulfill simply because you are
> assuming that QuantLib (or any other financial library) is FpML compliant
> (ie - every aspect of FpML can be mapped to the library's classes or series
> of classes).
I think that FpML compliance should be a must, and I'm personally
willing to support any development in this direction.

I look forward to your QuEP

ciao -- Nando

PS and let me add that any name AT mises.com immediately gets my
wholehearted sympathy :-)

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