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Apologies in advance if open questions are unwelcome.

As ISDA and CCPs are beginning the slow but sure process of derivatives valuations, it starts to make sense to open source good methodologies.

What would an idealized version of quantlib need to have for it to be used more widely? FPmL support / seamless integration into existing systems and infrastructure would likely be one topic on the wishlist.

In addition, what would it take for quants to want to contribute to this library? A massive simplification of the existing quantlib class structure perhaps?

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closed as too broad by LocalVolatility, Helin, byouness, Bob Jansen Sep 8 '18 at 14:40

Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. Avoid asking multiple distinct questions at once. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

  • $\begingroup$ I really like this question, but unfortunately it doesn't fit the format, and is opinion based. Shame, perhaps there is variant which would suit. $\endgroup$ – Attack68 Aug 26 '18 at 18:46
  • $\begingroup$ Maybe better to discuss it on their mailing list. $\endgroup$ – Bob Jansen Sep 8 '18 at 14:40