Re: [Quantlib-dev] QL FpML Object Handler Modifications

[eric e. <eri...@gm...>]

Hi David

Welcome back, glad to hear that your negotiations are progressing, and
looking forward to your project getting underway.

>    After discussing with out Professor the idea of assisting with
> GNUmeric implementation to QuantLibAddIn we found that our project was
> not suitable.  

I know you mentioned a Gnumeric plugin, I hadn't understood that you
were considering that for your project.

> He said that wrappers were not a good substitute for a
> complete learning experience involving object oriented programming.

I agree.  Wrapping QuantLibAddin for any specific platform is a small
technical exercise, mainly writing a Python script to autogenerate the
source for the Addin.

>    Eric:  We are not clear on whether you would be implementing FpML
> if we built a modified object handler subclass that encoded /
> unencoded FpML (or as Luigi called it:  Serialized / Deserialized
> FpML.)  We are simply asking to make sure that no one is peforming
> redundant work.

I don't think there will be a subclass of ObjectHandler, nor any
functionality in ObjectHandler for directly (De)Serializing FpML.

Irrespective of who does what, let me first reiterate my current
understanding of what needs to be done:

In QuantLib:
- implementation of TermSheet classes
- extension of Instrument classes to support new constructors
accepting TermSheet as input

In new component QuantLib-FpML:
- translation of FpML <-> TermSheet

(note that QuantLib is now FpML-enabled - independent of
ObjectHandler/QuantLibAddin)

In ObjectHandler:
- extend the abstract base class Object to include (De)Serialize
member functions (which would be pure virtual)
- extend class ObjectHandler to support (Un)Load functions (which in
turn invoke Object->(De)Serialize).

In QuantLibAddin:
- for derived Object classes - override (De)Serialize to call the code
in QuantLib-FpML appropriate for the underlying QuantLib object

Back to the question of avoiding redundant work - I definitely agree
that we need to clarify who does what - I haven't yet started to think
about what I'd do personally and it depends a lot on what you would
enjoy doing.

>    Luigi:  Could you send us some links on the current structure of
> the QL_Object_Handler that woudl require modification?  Any advice is
> appreciated.

Hopefully the comments above clarify the changes required in
ObjectHandler?  There isn't much, with the main FpML-specific
functionality implemented in QuantLib-FpML.

Hope this clarifies things.  Very much looking forward to hearing your
project proposal, please let me know what I can do to help.

Best Regards,
Eric