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

Posted by newbie73 on
URL: http://quantlib.414.s1.nabble.com/PayoffInterpreter-specify-new-pay-offs-and-price-them-without-code-recompilation-tp9776p9788.html

Apologies if this seems to be off topic, though this is somewhat related to a pipe dream I had regarding QuantLib.  If it is possible to allow some external scripting language to define a new payoff structure, why not go ahead and allow the interpreter to extend QuantLib in general?

Perhaps an embedded version of Python could work or some other method of allowing "add-in" style hooks/call backs. :-)




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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


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