Serving the Quantitative Finance Community
Using C#.NET
Hi all,Jens Thiel has kindly offered to host my files for a free C# FpML 3.0toolkit. Currently, there are example C# files to read and write all of the examplespublished by the FpML.org group.You can download the assembly and help file fromhttp://jens-thiel.de/finance/quantlib/xmlAlso, you can save the FpML files from the sample files by including a ToXML() on the FpML objectEnjoy,Toyin Akin.toyin.akin@ntlworld.com
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- jamesbattle
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Using C#.NET
Toyin,I had a look at your stuff. What are your plans for implementing analyticsin your framework? Are you going to directly embed all the pricing code orhave a generic engine maybe that uses the skeleton classes.My worry, based on also having thought about implementing analyticswithin our commercial FpML products is that the framework becomes just 'too big' to be easily understood.