Re: [Quantlib-dev] PayoffInterpreter: specify new pay-offs and price them without code recompilation

[Ferdinando A. <na...@am...>]

Hi Klaus

> If you are interest in this little project please feel free to download it

I don't have time enough to take a look at it, but it would surely an
interesting addition. I know others have been working on similar
projects and I wonder if anybody knowledgeable about payoff scripting
could summarize the current consensus on this issue

I would be interested in knowing what are the approaches used on the
street by commercial or proprietary parsers, any ad-hoc open source
library which could help, design decisions, etc

ciao -- nando