Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/PayoffInterpreter-specify-new-pay-offs-and-price-them-without-code-recompilation-tp9776p9787.html
Hi Klaus,
On Sep 21, 2007, at 7:51 PM, Klaus Spanderen wrote:
>> 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.
Don't worry, I'm aware of the good intention.
> 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++?
Yes, with some code in the SWIG interface files. I'll try and send an
example when I get some time.
Luigi
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