[Quantlib-users] QuantLib parameters/enums from a string

[<da...@el...>]

Hi,



This may be something that has been asked before, but I am trying to rebuild
various DayCounters (and indeed other Enums/classes) from a string-based
name in C++. My goal is to store the configurations needed to build a QL
bond in an SQL database (eg if I want to build a Belgian spline curve, from
a defined list of bond ISINs).

In Python, with its run-time type discovery, I can save the string
representation of the class or enum into the database, and get the object
back using eval(). However that isn't much help for when/if I migrate the
code to C++. I'd much prefer to use the string-based name, as in QuantLibXL
(see QuantLibXL: Enumerations
<https://www.quantlib.org/quantlibxl/enums.html#enum_type_11>  ) which has
the added benefit that I can use the same definitions in Excel.

 

It is simple enough to write a DayCounterFactory class in C++, build a map
of {name,instance of QL class), and get back a DayCounter object of the
correct type. However, I run the risk of being out of sync with any changes
made in QuantLib (eg new enums).

Is there any chance of putting this factory into QuantLib itself, and hence
maintaining it along with the rest of the project? This may have been asked
before, and rejected for sound conceptual reasons of which I am unaware!

 

Best wishes,

 

David Sansom