Re: [Quantlib-dev] plan for soap extension

[Ferdinando A. <fer...@am...>]

Hi Xiaowen

>I've been thinking about the SOAP extension of
>Quantlib. The following is my thoughts that I'd like
>to discuss with you:
Please consider to write a QuEP to be published on the web site and 
announced on the quantlib-users list for general discussion. The material 
you posted here could be a good draft.
I know there are at least a couple of quantlib-users subscribers involved 
with FpML that could be interested in your project

>1) The target of QuantLib-SOAP is to provide
>portafolio evaluation functionalities accessible via
>standardized wire protocol(http,smtp etc).
While I do not feel qualified on the technical (protocol, stateless session 
beans, etc.) side
I wonder if you have a list of functionalities you plan to provide. I would 
say that even a limited set of functionalities would be ok to start working 
on a proof of concept

>2) QuantLib-SOAP requires a complete C++ binding for
>FpML specification.
FpML specification support is in my opinion one of the most important 
QuantLib goal.

>This binding scheme will be realized in two code
>layers:
>a) FpML elements to weak typing C++ binding. This
>layer should be generated using automatic code
>generator, because the sheer volume of components in
>FpML spec is large. And because FpML is specified
>using DTD, which is weak typing (everything is bound to
>string), the C++ objects generated from this layer are
>weak typing.
>
>b) A thin layer of C++ wrapper objects for the weak
>typing C++ objects generated in a). This layer is
>nothing but type checking and conversion. As a
>reference note, the XML Java binding (JAXB) is
>currently also in this stage. Strong type checking is
>achieved through an extra type binding xml file.
Mmmm ... I'm not sure I got this description. Sorry for being so naive, but 
could you provide an example?
BTW FpML is moving to Schema instead of DTD

>3) The extension needs some helper classes to
>interface with the selected wire protocols to
>participate in the RPC.
Once again I would appreciate a concrete example

If/when you need a QuantLib-SOAP module, just let me know and I'll create it

ciao -- Nando