Can I plug my own C++ instrument pricers into the ORE?
Yes, you can. However, our style is to (re-)write additional pricers in QuantLib style and place them in ORE’s QuantExt library.
Can I plug my own C++ instrument pricers into the ORE?
Yes, you can. However, our style is to (re-)write additional pricers in QuantLib style and place them in ORE’s QuantExt library.