[Quantlib-users] Replacing pricing libraries for client project

[Forde A S. <for...@gm...>]

Hi QLers,

I have a client who is looking to utilise QL & Open Risk but wants to use their own C++ pricing libraries (they are aiming for the IMA under FRTB).

Could you let me know your views of the ways/options they could do this? 

There may be opportunities for consulting work as part of this… In case people are interested.

Best,

Forde Smith
0447 034 081

Sent from my phone, please excuse errors.