[Quantlib-dev] QuantLib goals

[Ferdinando A. <fer...@am...>]

Hi everybody,

welcome to all the new subscribers.

I would like to receive feedback about the goals selected for QuantLib 1.0
I want to strip the goals down to an acceptable minimum in order to have as 
soon as possible a release that can be used by end-user.

Let's start with few selected issues.

1 Platforms to be supported (OS + compiler)
We already support Windows32 + Borland 5.5 and MacOS + CodeWarrior.
Bernd is working on GNU/Linux + gcc (anyone willing to help?)
Windows 32 + Visual Studio is supported, but the resulting lib doesn't work 
correctly: the american_with_dividends.py test fails. Any help on this area 
is welcome since Visual Studio is almost a de facto standard in Win32

2 Executable implementations
This is very important since to have many executable implementation will 
enlarge the user base.
2.1 porting to the Microsoft application world (VB and Excel): to do (as 
COM or Excel add-in)
2.2 Matlab extension: to do
2.3 Python module: done

3  Generic Tools
3.1 date/time module: half done. Luigi is working to a date schedule class. 
This should go hand in hand with a payment schedule class
3.2 one-dimensional solver: done
3.3 one-dimensional optimizer: to do. This may use the interface of the 
one-dimensional solver
3.4 multi-dimensional solver and optimizer: to do
3.5 PDE module: done
3.6 statistical module: done
3.7 Montecarlo module: Marco is working on that

4 Financial Tools
It is very important to receive as soon as possible feedback on the 
Instrument interface (Include/instrument.h), since that is the base class.
We designed a tentative Stock financial instrument 
(Include\Instruments\stock.h).
We will propose shortly deposit, FRA, futures, swaps financial instrument 
interface

Any takers?
Comments?

ciao -- Nando