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

[Philipp R. <rob...@gm...>]

I use QL-SWIG. works reliably. JNI doesn't incur a performance hit if used carefully. May need to learn SWIG to expose QL methods that aren't yet exposed. 

Robert Philipp
Synapse Financial Engineering
703.623.4063 (mobile)
703.537.0119 (fax)

rob...@Sy...
www.synapsefe.com

On Jan 19, 2011, at 2:59 PM, Q Boiler <q.b...@ya...> wrote:

> 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
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