[Quantlib-dev] Two design questions about quantlib

[David E. <id...@ya...>]

I've been writing quant software for about 20 years now, and this is my first look at quantlib. It's quite impressive, but I have two big design questions that I wanted to float in the quantlib-dev list, and see what kind of thoughtful responses there might be. No need to respond instantly: I'd like to hear considered responses.
 
It's all descended from the Observer design pattern, plus some other support. Which is nice, I did a bunch of event-driven systems back in the 1990s, very cool. And it scales reasonably well, within a single OS and machine.
 
1) Can I take an informal poll to see how many users/developers feel the need to have the same open source approach, but without the containing system implementation (call it Observer++), which impedes distributed computing, as well as transparency and audit?
 
2) Has anybody given thought to how one might implement the financial quant subject matter *independently* of the system implementation. That would be the ideal: a single canonical implementation. I'd like to be able to use these methods in a Command/Visitor context, but see a rewrite as just recreating the same problems in different form. Plus, codebase divergence is a no-no for me.
 
Has this been under discussion at any point? I looked through the last year or so of threads, but no related subjects it seems.
 
Thanks,
 
Dave Eaves
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