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

[newbie73 <lui...@av...>]

Apologies if this seems to be off topic, though this is somewhat related to a
pipe dream I had regarding QuantLib.  If it is possible to allow some
external scripting language to define a new payoff structure, why not go
ahead and allow the interpreter to extend QuantLib in general?

Perhaps an embedded version of Python could work or some other method of
allowing "add-in" style hooks/call backs. :-)




-------------------------------------------
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


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