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Hi Fabrice,

We would prefer to manage this migration ourselves, in consultation with the community (ORE and QL) and taking both release cycles into account. We are currently in the middle of the third release, which will involve additions to QuantExt and I believe QL is in the middle of 1.11. I’d prefer to start planning now but aim to do the actual migration after these two releases.

With that in mind, there are 131 header files in QuantExt, this will grow to nearly 150, can you list all the ones you would like to see in QuantLib? for me the currencies and Ibor indices are the obvious candidates, after that it might get more involved as some of the classes we have are similar to QL ones but have small changes, rather than copying them over maybe the two should be integrated somehow, so it’s not a straight port and there will be some effort required. I know you are mainly interested in the bootstrap helpers now, but do you see your scope growing?

Finally, we need to consider the two licences, I’m not sure we can just lift and shift C++ files from ORE into QL without including the ORE licence, which might not be acceptable to everyone, I’m trying to get an answer on this.


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