Re: [Quantlib-dev] Adding a data store

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

Hi Keith,

That's an impressive summary of the resources available to you for
your project, both in terms of the data and the potential support from
Sybase.

> Hmm, serialisation / data store. I think we might be talking
> "differently" here.

I accept that serialisation and data store are separate undertakings,
I'm just thinking that as we tackle data store we should keep in mind
the design for serialisation, in case the two projects have some
common building blocks.  If we get into the details and find that the
two projects have zero in common, then so be it.  I suspect we'll find
there's some overlap.

> Let me deal with the FPML bit first. This might be a little
> un-politically correct, but here goes anyway.
> I know a number of people who hold senior roles on the FPML committee
> for an assortment of different threads.
> It is a committee based thing that takes a little time to review stuff,
> agree stuff, document stuff and then publish stuff.
> Evidence of this is seen in the manner in which the SwapsWire people
> have built their own SWML and extended-FPML that deals with things that
> are not yet in the published FPML.
> There is a similar type of thing being done by the nice people at DTCC
> to encapsulate their electronic confirmation matching service called
> DerivServ.
> The nice people at MarkIT are also working with an extended variant of
> the FPML stuff.
> At some point this will all converge, but don't hold your breath as by
> the time the FPML people catch up, the others will have moved on.

Interesting story, I had no idea the whole process was so fraught.

When it comes time to move into FpML, I wouldn't lose sleep over the
implementation details, I'd just do whatever seems most sensible at
the time, with the option to adjust later as things evolve.

> I will now take the liberty of talking to the nice people at
> Sybase to see just how generous they feel about professional assistance
> in this little venture. (No Promises, no commitments, intended as a
> feedback thing to test the waters)

Sounds good, please keep me posted and let me know if there's anything
I can do to help.

Regards,
Eric