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#6183
Fabrice
Participant

Thanks Niall,

Can I then go forward and transfer some functionalities? Would you like me to also switch references from QuantExt to QuantLib in ORE (this would require an update of the submodule after or during transfer though I’d think, not 100% certain how to do that) and delete the duplicated QuantExt classes, or do you want them to stay in for now?
I’m not sure how frozen you want your interface to be, but if possible I’d recommend removing from QuantExt whatever we move to QuantLib. Let me know how you wish to proceed.
In any case, I’d be eager to do a trial run first on one class, say TenorBasisSwapHelper.

Regards,
Fabrice