Re: [Quantlib-dev] boostify QL

[Dima <dim...@go...>]

I'm not sure whether we should switch to boost's date library. Also, I 
haven't seen how signals could potentially
replace observer/observables. However, I definitely think that a 
boostification is the way to go. And the usage
of advanced classes like the Loki ones. As a first step, I'd really 
suggest to replace the distribution functions with
the one in boost. This is I think easy to do and would be the first 
boostification step.


Ferdinando Ametrano schrieb:
> On Fri, Nov 20, 2009 at 8:15 AM, Nicolai Lassesen <nla...@de...> wrote:
>   
>> I would be happy to help boostify QL. How would you go about doing it? Use the
>> Boost date class and give up Quantlib date?
>>     
>
> 1) replace as much QuantLib:Date implementation as possible using
> Boost, preserving backward compatibility and Excel date number
> compatibility
> 2) extend discrete (integer) Date to continuous (decimal) Date, again
> preserving backward compatibility and Excel date number compatibility
> 3) finally if the QuantLib wrapper layer is thin enough support me in
> lobbying for getting rid of QuantLib::Date in a backward incompatible
> QuantLib 2.0   :-)
>
> Similar approaches could be used for math (especially distributions),
> random numbers, and any other area where Boost and QuantLib overlap.
>
> The black-belt developer might even try to replace QuantLib
> Observer/Observable with Boost signals/slots, and maybe replace the
> other patterns with Loki
>
> Rest assured we'll pay due credit even if you just remove code
> resulting in few source files with your name in it :-)
>
> ciao -- Nando
>
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