Re: [Quantlib-dev] [Quantlib-users] OFF TOPIC: Book on Term Structure Implementation

[Billy N. <mai...@gm...>]

The reason I am seeking comments on the Quantlib/SWIG approach is speed.

Any comment on the speed of JQuantlib?
I read in their benefits "running at speeds competitive with C++"

For Quantlib, any comment in the speed in real life deployment?
What functions are good for speed benchmark in general, to differentiate good programming practice?

Billy Ng


  -----Original Message-----
  From: Q Boiler [mailto:q.b...@ya...]
  Sent: Thursday, January 20, 2011 4:00 AM
  To: Billy Ng; JQuantLib Developers
  Cc: qua...@li...; qua...@li...
  Subject: Fw: [Quantlib-users] OFF TOPIC: Book on Term Structure Implementation


  Billy,
  forwarding over to the Jquant-dev list.


  JQuantLib may not have Bonds Fully implemented at this point, however:
  You can subscribe to the JQuantLib Mailing List.


  Once you settle on a project, 
  Please feel from to share the requirements on the JQL forum.
  there is a chance that someone may shadow you on this effort.


  Best of Luck and Best Regards,


  | Q. Boiler |  P. (773)-21-QUANT | Blog: http://goo.gl/WxI5p








  ----- Forwarded Message ----
  From: "Johnson, Cedrick W." <ce...@ce...>
  To: qua...@li...
  Sent: Tue, January 18, 2011 8:58:32 PM
  Subject: Re: [Quantlib-users] OFF TOPIC: Book on Term Structure Implementation

  you may want to take a look at JQuantLib:
  http://www.jquantlib.org/index.php/Main_Page

  I see it was updated on jan 17, based on quantlib 0.9.7 so far..

  -c

  On 01/18/2011 12:35 PM, Billy Ng wrote: 
I am a MSc student planning for a project.
This is my first financial project which involves adding in a Term Structure into an existing Package based on J2EE.

Would that be a good approach for a first time project to use the QuantLib-SWIG wrapper approach?
My concern is whether this is a robust approach with a sizable-to-large quantlib user base and active users in this mailing list.
 
Any recommendation for a practical book in Term Structure Implementation such as using LIBOR Forward Model?
Should I start with this book "Interest Rate Models - Theory and Practice, by D. Brigo, F. Mercurio"?

Under QuantLib, any good example for reference?
Is FittedBondCurve.cpp a good start?

Many Thanks

Billy Ng
------------------------------------------------------------------------------
Protect Your Site and Customers from Malware Attacks
Learn about various malware tactics and how to avoid them. Understand 
malware threats, the impact they can have on your business, and how you 
can protect your company and customers by using code signing.
http://p.sf.net/sfu/oracle-sfdevnl
_______________________________________________
QuantLib-users mailing list
Qua...@li...
https://lists.sourceforge.net/lists/listinfo/quantlib-users