Re: [Quantlib-dev] FpML

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

> Well, I think we first should concentrate our efforts on FpML
> integration in ObjectHandler / QuantLibAddin, and particularly FpML
> Serialization / Deserialization.

Sounds good.  I'm no FpML expert but I think the main questions are -
- does QuantLib support FpML?  There may be cases where QuantLib
classes lack the attributes that FpML expects, in which case we could
make an argument for extending QuantLib.
- does FpML support QuantLib?  It looks like there are products in
QuantLib which don't yet have an FpML representation.

> There are some examples using different XSD files aivailable for
> download. I will study a bit theses docs during the next days.

Great.  I think the subsequent steps would be for us to agree here the
general scope of your contribution, and for you to follow up with a
design document describing your proposal.

> I have created a mailing list for QL-FpML developement, but we could
> maybe only use the QuantLib-Dev mailing list.

I personally prefer the latter.

> To finish, just a question for my personal curiosity, is there any
> project of a web service interface for QuantLib ?

I don't think so.  There are a several examples of web-based pricers
powered by QuantLib - some linked to from the main QuantLib website,
others independent.  It would be great to see a full-fledged web
service, for example a server accepting requests from spreadsheets or
other clients, we could talk about that longer term.

Regards
Eric