Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/PayoffInterpreter-specify-new-pay-offs-and-price-them-without-code-recompilation-tp9776p9785.html
On Sep 19, 2007, at 9:39 PM, Klaus Spanderen wrote:
> the language itself is quite comprehensive C derivative with some
> MatLab/
> Fortran90 extensions, e.g. vector/matrix as build-in types and the
> interpreter has a C++ interface. The "problem" is that the project
> consists
> of +20K lines of code and I don't want to blow up QL until I know that
> a
> PayoffInterpreter is of any use for other users;-).
Well, I wouldn't put in into the core library anyway; it would be great
to have it available as an additional module. The point is that I
wouldn't commit to that one as "the" payoff interpreter. People using,
say, the Python or Ruby bindings might want to define such an
interpreter in their native language---it could be done easily enough
using SWIG.
Luigi
-------------------------------------------------------------------------
This SF.net email is sponsored by: Microsoft
Defy all challenges. Microsoft(R) Visual Studio 2005.
http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev