[Quantlib-dev] Risk Management with QuantLib

[Slava D <sla...@go...>]

guys,

I am trying to use QL to do Risk Management for a given portfolio.

I assume that QL has everything required for a proper RM system.

I feel that the approach chosen in QL for RM is a combination of Visitor and
Observer design patterns.

a couple of questions:

1. how would you personally design RM based on QL
2. why do you need visitability for payoffs
3. why do you have visitability on vol surface term structures and not on
other market data (say, yield curves)

many thanks,

Slava