[Quantlib-dev] Transfer of ORE/QuantExt functionalities

[Fabrice L. <fab...@gm...>]

Hi all,

 

I'm looking into building a C# wrapper around the QuantExt project of the
fine people at Quaternion. The best approach would be to transfer the
functionalities I need (mostly rate helpers and indexes absent from
QuantLib) to QuantLib and build interface files within the QuantLib-SWIG
project.

The people at Quaternion seem fine with that approach:
http://www.opensourcerisk.org/forums/topic/swig-port/#post-6183

In order to avoid any friction, I'd like to know if there is any concern
here with that approach so I can get started?

 

Regards,

Fabrice