Transfer of ORE/QuantExt functionalities

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Transfer of ORE/QuantExt functionalities

Fabrice Lecuyer

Hi all,

 

I’m looking into building a C# wrapper around the QuantExt project of the fine people at Quaternion. The best approach would be to transfer the functionalities I need (mostly rate helpers and indexes absent from QuantLib) to QuantLib and build interface files within the QuantLib-SWIG project.

The people at Quaternion seem fine with that approach: http://www.opensourcerisk.org/forums/topic/swig-port/#post-6183

In order to avoid any friction, I’d like to know if there is any concern here with that approach so I can get started?

 

Regards,

Fabrice


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Re: Transfer of ORE/QuantExt functionalities

Luigi Ballabio
No problems on my side.

Luigi


On Tue, Jul 25, 2017 at 3:09 PM Fabrice Lecuyer <[hidden email]> wrote:

Hi all,

 

I’m looking into building a C# wrapper around the QuantExt project of the fine people at Quaternion. The best approach would be to transfer the functionalities I need (mostly rate helpers and indexes absent from QuantLib) to QuantLib and build interface files within the QuantLib-SWIG project.

The people at Quaternion seem fine with that approach: http://www.opensourcerisk.org/forums/topic/swig-port/#post-6183

In order to avoid any friction, I’d like to know if there is any concern here with that approach so I can get started?

 

Regards,

Fabrice

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