QLProxy

Higher C++ abstraction of QuantLib, basis for pinvoked C# wrapper using swig see [FinPlus] project.

• QLProxy and FinPlus form part of the analytics interface.

• Analytics can be used in C# by creating an instance of QLProxy.

• The Service components in assembly [FinPlusComponents] will be configurable to the QLProxy functions, facilitating plugability of different analytic interfaces.

• Higher level functions will reduce calls between managed and unmanaged code improving performance, this can be extended by creating functions that take arrays of arguments for multi function calls.