Re: [Quantlib-dev] Top down vs bottom up (instrument definition)

[Adrian J. <adr...@go...>]

 Hi, great library and mailing list – thank you all.

 Instead of using classes on a per-instrument basis would it not be
 more extensible to create a language to describe instruments, and
 necessarily the set of algorithms used to price those instruments.

 Presumably there has been work in this direction before. Any pointers?
 Thanks,
 --
 Adrian Jones
 www.derivation.co.uk