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?


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

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  • $\begingroup$ 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