Re: PayoffInterpreter: specify new pay-offs and price them without code recompilation

Posted by Klaus Spanderen-2 on
URL: http://quantlib.414.s1.nabble.com/PayoffInterpreter-specify-new-pay-offs-and-price-them-without-code-recompilation-tp9776p9786.html

Hi Luigi,

> 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.

The intention is/was to have "a" payoff interpreter at hand to be able to do
some prototyping when playing around with new payoffs.

> 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.

BTW: I know that one can call QL functions from Python etc. via. SWIG. Is it
also possible to call a Python-Script (which might define a payoff) from C++?

regards

--
Klaus Spanderen
Ludwig Erhard Str. 12
48734 Reken (Germany)
E-Mail: [hidden email] (remove NOSPAM from the address)


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