quanthas-devel — Quanthas mailing list for developers

[Quanthas-devel] New files for Calendar, DayCounter, Tests etc.

[Simon C. <cou...@gm...>]

Just added some more code to the git repository for Calendars, DayCounters
etc.  Also introduced
a Tests directory that uses the HUnit haskell test framework to start unit
testing of code.

Simon

[Quanthas-devel] Design question on haskell cafe

[Simon C. <cou...@gm...>]

I've been involved in a short discussion about Quanthas on the haskell cafe
mailing list, after I posted there asking for help on a particular
programming problem.  The following is a reply I posted to someone asking
why we were looking to port Quantlib to haskell rather than create our own
idiomatic haskell QF library.  I'd welcome any comments or suggestions about
it (the posting and the design).

Regards

Simon

---

About the design question that you raise.  The aim is to create a version of
Quantlib in haskell in the sense that what is available in Quantlib is
available in the Haskell version - for example, to create pricing engines
and apply them to products.  No-one currently involved on the project -
certainly not me - is such an expert on quantitative finance that we could
do this from scratch.  In fact, I hope to learn a lot about this subject as
a result of doing the project.

In addition, since Quantlib has already a large user base that is used to
the way components are composed together to get things done, I thought it
would be useful to allow similar components to be composed (functionally, of
course) in a similar way to allow knowledge about the one to be used with
the other.

Quantlib, therefore, provides a knowledge-base and reference architecture
for the new haskell project. My (naive) idea, at the beginning, for all
these reasons, was to follow and be guided by, but not faithfully recreate
or replicate, the structure of the C++ code.  I'm open to new ideas about
design, and anyone who wishes to contribute is more than welcome to join the
project!