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From: Ferdinando A. <fer...@am...> - 2002-05-01 09:50:13
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Hi Xiaowen >I'll send another email >when time's right to discuss my thought on SOAP >extension with you guys. Please consider that I'm willing to set up a QuantLibSOAP module in our CVS. >The financial interfaces to these math are strange to me, and I'm reading >Shreve's book >to catch up. I would supplement Shreve's book with Hull and/or Wilmott. Take a look at http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quantlib/QuantLib-site/books.txt?rev=HEAD&content-type=text/vnd.viewcvs-markup You might be also interested in FpML (http://www.fpml.org/), especially the FpML 2.0 Trial Recommendation and the FpML 3.0 Working Draft ciao -- Nando |