Re: [Quantlib-dev] Release?

[<ni...@bi...>]

Hi Ferdinando and others

Sorry for the late reply.

I will deliver my master thesis in less than a month, and after that I'll be
happy to incorporate the code I have developed into the QuantLib CVS. Until
then I'll concentrate on making the report part of the thesis as good as
possible.

As part of the code, I have also made a least-squares Monte Carlo routine,
that I believe is better than the one in americanoption.cpp. It is split up
in a LSMEngine and a PolynomialFit object.

Anyway, I'll check in the code in the CVS, when I have an idle moment.

Ciao... Niels

----- Original Message -----
From: "Ferdinando Ametrano" <na...@am...>
To: <lui...@fa...>
Cc: <ma...@ni...>; "QuantLib-dev" <qua...@li...>
Sent: Friday, October 31, 2003 6:20 PM
Subject: Re: [Quantlib-dev] Release?


Luigi:
>         this looks to me like a good time to branch out 0.3.4---a few
>bugs were fixed (most notably, the library works again with Borland)
>and a few features added.

I would have liked to ask Niels Elken Sønderbys (in CC here) if he would
merge his
SVJD code (http://www.nielses.dk/quantlib/nesquant/) into QuantLib before
the next release. I don't remember if he is already a quantlib-dev
subscriber: if I didn't invite you before Niels, please accept my apologies
and consider this an open invitation.
To add the code should be easy enough, but it would make sense to add a
unit test too.
Of course we might just add SVJD for 0.3.5, especially if the merge+test
take longer than 1 week.
BTW Niels: please consider to actively work on the current CVS, I grant you
we will make it clear what your (master thesis) work consists ;-)

Another thing I would like to have fixed is the broken Borland
documentation. Luigi: I'm sure it will take few minutes of your time ;-)

A 0.3.4 related issue: I would like to remove my personal address
fer...@am... (which I'm going to suspend for a few months due to
excessive spam > 300 messages per day) from the "You should have received a
copy of the license along with this program; if not, please email
fer...@am..." file header. Suggestion about which address could
be used instead? What about qua...@li... ?

>  The current code would nicely qualify as a
>semi-stable, bug-fix release which people could rely on while we go
>ahead and break the world (or start using boost, or flatten namespaces,
>or generally start some new development.)

since you were planning to be backward compatible for one release on
namespace flattening, why don't we do it for 0.3.4?

My 0.2$

ciao -- Nando