Re: [Quantlib-dev] Market Models, TODOs, scripting

[Toyin A. <toy...@ho...>]

Hi,

The muParser is pretty good.

I have used it myself within my QuantTools libraries for MonteCarlo, Tree 
and PDE payoff constructions.

It's pretty fast and you have the option of converting the string expression 
to bytecode thus eliminating further string parsing...

Adding new functions is a snap.

The only thing to worry about is that during a function call, a lot of 
internal static structures are used and thus you cannot parse functions 
under a multi-user environment.

Toy out.
www.QuantTools.com



>From: "Ferdinando Ametrano" <na...@am...>
>To: rol...@gm...
>CC: pit...@ca..., qua...@li...
>Subject: Re: [Quantlib-dev] Market Models, TODOs, scripting
>Date: Wed, 22 Nov 2006 14:49:08 +0100
>
>On 11/20/06, Roland Lichters <rol...@go...> wrote:
> > The MIT license seems to me compatible with QuantLib's.
>there might be few details to check out, but yes, the MIT license is
>compatible with QuantLib's.
>Even better: they're (in) the same (family)
>
>ciao -- Nando
>
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