Re: Fwd: [Quantlib-dev] FpML

[Fabrice C. <fab...@gm...>]

Hi all,

So I would sum up what I have understood concerning FpML / XML development.

- QuantLib-FpML would be a library implemented in QuantLibAddin
permitting one to import indirectly data described in FpML in QuantLib
(and to export a QuantLib object to FpML)

- FpML would be translated to and from QuantLib::TermSheet

- QuantLib-FpML abstract level would be implemented in ObjectHandler

- Modifications of some QuantLib classes would be needed to implement
a constructor taking a TermSheet as an argument

- There would be no direct link between FpML and QuantLib objects

- QuantLib-XML is QuantLib-FpML evil twin for classes not described in
the FpML standard, which development would follow the same path, BUT
the import / export language (based on XML)

a) needs to be chosen (if existing)
b) or needs to be created (if not)

Any mistake ?

Bonne soir=E9e,

Fabrice