[Quantlib-users] XML or JSON interface

[Jean-Philippe G. (<jph...@gm...> <jph...@gm...>]

Hello,

I am quite new to quantlib and I was wondering if there was a xml interface
of quantlib to describe the market data, payoffs, models for each
underlier, pricing methodology, pricing command ?

With this xml description (or json), Quantlib would be able to read the xml
and finds all the information needed to:
- book the payoff
- associate the pricing engine to each payoff
- associate the stochastic process to the underlier
- set the fixing
- calibrate the curve
- calibrate the model
and I would only need to modify in a text editor the xml file [changing the
underlying level, the volatility, the payoff] to see the results instead of
having to go through the quite complex cpp implementation of quantlib.

Best,
Jean-Philippe