JQuantLib

>
> return  this.bond->cleanPrice();"
>
should read as :  "this.bond.cleanPrice()"

Neel,
In Bond.java, cleanPrice() is called:
public double getCleanPrice()..

Currently I am reviewing Bond.java and we should think of renaming methods
to match QL.0.9.7 to avoid confusion while translating other classes.

Richard,
Do you have any suggestions?

Regards
Zahid




On Tue, Nov 23, 2010 at 1:23 PM, JQuantLib Developers <
jquant-devel@...> wrote:

> First the QL code:
>
> //C++
>  Real FixedRateBondHelper::impliedQuote() const {
>        QL_REQUIRE(termStructure_ != 0, "term structure not set");
>        // we didn't register as observers - force calculation
>        bond_->recalculate();
>        return bond_->cleanPrice();
>    }
>
> Now, to implement  "return bond_->cleanPrice()", in Java we need an
> equivalent call
> that looks like "return  this.bond->cleanPrice();"
>
> However, Bond.java does not support this method. Should I add this?
>
> Thanks,
> Neel
>
>
> ------------------------------------------------------------------------------
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> _______________________________________________
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> https://lists.sourceforge.net/lists/listinfo/jquant-devel
>

Hi Zahid,

> Currently I am reviewing Bond.java and we should think of renaming methods
> to match QL.0.9.7 to avoid confusion while translating other classes.
>
Thanks for pointing out the 'similar' method. I think our goal is to
make sure that the names match one to one.
So, if you can make the methods in Bond.java mirror the corresponding
functions in the equivalent QL class , that would be great.

Please remember to sign your messages.

Your answer is perfect, anyway :)

Thanks

Richard Gomes
M: +44(77)9955-6813
http://tinyurl.com/frgomes
twitter: frgomes

JQuantLib is a library for Quantitative Finance written in Java.
http://www.jquantlib.org/
twitter: jquantlib

On 24/11/10 02:53, JQuantLib Developers wrote:
> Hi Zahid,
>
>> Currently I am reviewing Bond.java and we should think of renaming methods
>> to match QL.0.9.7 to avoid confusion while translating other classes.
>>
> Thanks for pointing out the 'similar' method. I think our goal is to
> make sure that the names match one to one.
> So, if you can make the methods in Bond.java mirror the corresponding
> functions in the equivalent QL class , that would be great.
>
> ------------------------------------------------------------------------------
> Increase Visibility of Your 3D Game App&  Earn a Chance To Win $500!
> Tap into the largest installed PC base&  get more eyes on your game by
> optimizing for Intel(R) Graphics Technology. Get started today with the
> Intel(R) Software Partner Program. Five $500 cash prizes are up for grabs.
> http://p.sf.net/sfu/intelisp-dev2dev
> _______________________________________________
> Jquant-devel mailing list
> Jquant-devel@...
> https://lists.sourceforge.net/lists/listinfo/jquant-devel
>

Richard/Neel,
I have checked-in Bond.java after reviewing and renaming methods to
match QL097.
I also checked-in FloatingRateBond.java and have enabled
BondTest-->testCachedFloating(),
however, calculated and expected price is not matching.
It required review of USDLibor(and its super: Libor, IborIndex,
InterestRateIndex,Index) and  BlackIborCouponPricer and its super classes.

I will be working on finding the cause of floating rate bond price break.

Regards
Zahid


On Wed, Nov 24, 2010 at 10:26 PM, JQuantLib Developers <
jquant-devel@...> wrote:

> Please remember to sign your messages.
>
> Your answer is perfect, anyway :)
>
> Thanks
>
> Richard Gomes
> M: +44(77)9955-6813
> http://tinyurl.com/frgomes
> twitter: frgomes
>
> JQuantLib is a library for Quantitative Finance written in Java.
> http://www.jquantlib.org/
> twitter: jquantlib
>
> On 24/11/10 02:53, JQuantLib Developers wrote:
> > Hi Zahid,
> >
> >> Currently I am reviewing Bond.java and we should think of renaming
> methods
> >> to match QL.0.9.7 to avoid confusion while translating other classes.
> >>
> > Thanks for pointing out the 'similar' method. I think our goal is to
> > make sure that the names match one to one.
> > So, if you can make the methods in Bond.java mirror the corresponding
> > functions in the equivalent QL class , that would be great.
> >
> >
> ------------------------------------------------------------------------------
> > Increase Visibility of Your 3D Game App&  Earn a Chance To Win $500!
> > Tap into the largest installed PC base&  get more eyes on your game by
> > optimizing for Intel(R) Graphics Technology. Get started today with the
> > Intel(R) Software Partner Program. Five $500 cash prizes are up for
> grabs.
> > http://p.sf.net/sfu/intelisp-dev2dev
> > _______________________________________________
> > Jquant-devel mailing list
> > Jquant-devel@...
> > https://lists.sourceforge.net/lists/listinfo/jquant-devel
> >
>
>
> ------------------------------------------------------------------------------
> Increase Visibility of Your 3D Game App & Earn a Chance To Win $500!
> Tap into the largest installed PC base & get more eyes on your game by
> optimizing for Intel(R) Graphics Technology. Get started today with the
> Intel(R) Software Partner Program. Five $500 cash prizes are up for grabs.
> http://p.sf.net/sfu/intelisp-dev2dev
> _______________________________________________
> Jquant-devel mailing list
> Jquant-devel@...
> https://lists.sourceforge.net/lists/listinfo/jquant-devel
>

> Richard/Neel,
> I have checked-in Bond.java after reviewing and renaming methods to
> match QL097.
>
Thanks Zahid. I'll pick it up your changes.

-Neel

Hi Zahid,

Great job, man!

Thanks a lot! :)

Richard Gomes
M: +44(77)9955-6813
http://tinyurl.com/frgomes
twitter: frgomes

JQuantLib is a library for Quantitative Finance written in Java.
http://www.jquantlib.org/
twitter: jquantlib

On 28/11/10 22:48, JQuantLib Developers wrote:
> Richard/Neel,
> I have checked-in Bond.java after reviewing and renaming methods to
> match QL097.
> I also checked-in FloatingRateBond.java and have enabled
> BondTest-->testCachedFloating(),
> however, calculated and expected price is not matching.
> It required review of USDLibor(and its super: Libor, IborIndex,
> InterestRateIndex,Index) and  BlackIborCouponPricer and its super classes.
>
> I will be working on finding the cause of floating rate bond price break.
>
> Regards
> Zahid
>
>
> On Wed, Nov 24, 2010 at 10:26 PM, JQuantLib Developers<
> jquant-devel@...>  wrote:
>
>> Please remember to sign your messages.
>>
>> Your answer is perfect, anyway :)
>>
>> Thanks
>>
>> Richard Gomes
>> M: +44(77)9955-6813
>> http://tinyurl.com/frgomes
>> twitter: frgomes
>>
>> JQuantLib is a library for Quantitative Finance written in Java.
>> http://www.jquantlib.org/
>> twitter: jquantlib
>>
>> On 24/11/10 02:53, JQuantLib Developers wrote:
>>> Hi Zahid,
>>>
>>>> Currently I am reviewing Bond.java and we should think of renaming
>> methods
>>>> to match QL.0.9.7 to avoid confusion while translating other classes.
>>>>
>>> Thanks for pointing out the 'similar' method. I think our goal is to
>>> make sure that the names match one to one.
>>> So, if you can make the methods in Bond.java mirror the corresponding
>>> functions in the equivalent QL class , that would be great.
>>>
>>>
>> ------------------------------------------------------------------------------
>>> Increase Visibility of Your 3D Game App&   Earn a Chance To Win $500!
>>> Tap into the largest installed PC base&   get more eyes on your game by
>>> optimizing for Intel(R) Graphics Technology. Get started today with the
>>> Intel(R) Software Partner Program. Five $500 cash prizes are up for
>> grabs.
>>> http://p.sf.net/sfu/intelisp-dev2dev
>>> _______________________________________________
>>> Jquant-devel mailing list
>>> Jquant-devel@...
>>> https://lists.sourceforge.net/lists/listinfo/jquant-devel
>>>
>>
>>
>> ------------------------------------------------------------------------------
>> Increase Visibility of Your 3D Game App&  Earn a Chance To Win $500!
>> Tap into the largest installed PC base&  get more eyes on your game by
>> optimizing for Intel(R) Graphics Technology. Get started today with the
>> Intel(R) Software Partner Program. Five $500 cash prizes are up for grabs.
>> http://p.sf.net/sfu/intelisp-dev2dev
>> _______________________________________________
>> Jquant-devel mailing list
>> Jquant-devel@...
>> https://lists.sourceforge.net/lists/listinfo/jquant-devel
>>
> ------------------------------------------------------------------------------
> Increase Visibility of Your 3D Game App&  Earn a Chance To Win $500!
> Tap into the largest installed PC base&  get more eyes on your game by
> optimizing for Intel(R) Graphics Technology. Get started today with the
> Intel(R) Software Partner Program. Five $500 cash prizes are up for grabs.
> http://p.sf.net/sfu/intelisp-dev2dev
> _______________________________________________
> Jquant-devel mailing list
> Jquant-devel@...
> https://lists.sourceforge.net/lists/listinfo/jquant-devel
>