Re: [Quantlib-dev] FpML

[David B. <doc...@gm...>]

Hi Everyone-   Just wanted to respond to Nando's fantastic points he
wrote earlier:

>>2) we create a new library QuantLib-FpML which allow the parsing of a FpML
file and instantiate  QuantLib::TermSheet objects

   How will we write back and resubstantiate in to FpML after QuantLib
has calculated what it needs to do?  In other words, will the parser
be bi-directional in the event that we want to output FpML after
calculation?

>>4) QuantLibAddin will use QuantLib-FpML to instantiate a
QuantLib::TermSheet from a FpML file and then use it to instantiate a
QuantLib::Instrument

So, QuantLib-FpML has not been written?  I was under the impression
that Excel and OpenOffice Spreadsheet already have a semi-stable
QuantLibAddIn.  How are these currently working?  Would these need
changing once QuantLib-FpML has been sorted out?  I'm assuming, yes,
QuantLibAddIn will need modification to output FpML.  When everything
is working, this FpML would be parsed and finally an instrument would
be created; calculation ouput would be returned.




Peace,
DB