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

[Luigi B. <lui...@gm...>]

On Sep 19, 2007, at 9:39 PM, Klaus Spanderen wrote:
> the language itself is quite comprehensive C derivative with some 
> MatLab/
> Fortran90 extensions, e.g. vector/matrix as build-in types and the
> interpreter has a C++ interface. The "problem" is that the project 
> consists
> of +20K lines of code and I don't want to blow up QL until I know that 
> a
> PayoffInterpreter is of any use for other users;-).

Well, I wouldn't put in into the core library anyway; it would be great 
to have it available as an additional module.  The point is that I 
wouldn't commit to that one as "the" payoff interpreter. People using, 
say, the Python or Ruby bindings might want to define such an 
interpreter in their native language---it could be done easily enough 
using SWIG.

Luigi