Re: [Quantlib-dev] FpML

[eric e. <eri...@gm...>]

Hi David

Many thanks for your message.  There is a requirement to XML-enable
the QuantLibAddin component that I'm working on - so perhaps you and
your fellow service providers would consider taking on QuantLibAddin
as your client?  (I don't believe in the myth of the man-month either
by the way :) ).

QuantLibAddin is a high level API for QuantLib, allowing QuantLib to
be loaded into end-user tools such as spreadsheets.  QuantLibAddin
depends on a separate ObjectHandler component for maintaining a
repository of objects (representing QuantLib classes).

Below are links to the design documents for QuantLibAddin and ObjectHandler:
http://www.quantlib.org/quep/quep011.html
http://www.quantlib.org/quep/quep012.html

The notes at the end of QuEP11 give a brief summary of the XML
requirement.  (I talk about XML but FpML might be more appropriate).

Maybe you could look that over and get back to me (here via
quantlib-dev) if it sounds interesting.  The first release of
QuantLibAddin is a couple of weeks away but the latest CVS snapshot is
working and you might want to download that to see QuantLibAddin in
action in Excel.

QuantLibAddin is just a small addon to the core QuantLib library where
all the analytics are implemented.  If you prefer instead to work
directly on QuantLib, Luigi and Nando could give you better direction
there.

Regards
Eric