[Quantlib-dev] Market Models, TODOs, scripting

[Joseph W. <jo...@gn...>]

It would seem to me that the design for using things like muParser would be to 
create a function object wrapper, which QuantLib objects could understand and 
then subclass them for particular scripting languages.  Something like

class AbstractFunctionObject : public AdaptableUnaryFunction {
  virtual operator() (Real a) = 0;
}

class MuParserFunctionObject : public AbstractFunctionObject {
}

That way you can have

class PythonFunctionObject : public AbstractFunctionObject {
}

class RFunctionObject : public AbstractFunctionObject {
}

And then use your favorite scripting language to generate something that can 
be used for payoff functions.  Also, this would put all of the scripting 
dependent code into one single class, which would make it easy for the 
compilation in include or exclude different interfaces to different scripting 
languages.


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Joseph Wang Ph.D. - jo...@gn...  
China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner