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#6187
Fabrice
Participant

Hi Niall,

Understood. Do you have a rough idea when the 2 releases will be done and the transfer can be started? How long it would take?

Regarding what to transfer, I agree currencies and indices are natural candidate for a straight transfer (although there might already be conflicts for some indexes like AUD BBSW). Maybe consider the math and quotes folders too? They seem pretty self contained.
I’m indeed mainly interested in bootstrap helpers for now. I know that I have a need for:
– tenorbasisswaphelper.hpp,
– oisratehelper.hpp,
– oibasisswaphelper.hpp,
– crossccybasisswaphelper.hpp,
– averageoisratehelper.hpp
Of course, transferring those would also require the transfer of the associated instrument and pricing engine (cashflows? Not sure).
At this stage, I’m uncertain if I would need other bootstrap helpers in the future, but it’s clearly a possibility.
I know my scope will grow to volatility surfaces. A lot of what I see in the termstructures could be helpful, but it’s way too early for me to say what exactly.
I’ll update my list with new requirements in case they arise before you finish the transfer.
Let me know how I can assist, I’m keen to help if possible.

Regards,
Fabrice