Re: [Quantlib-dev] Warming up for 0.3.5

[Luigi B. <lui...@fa...>]

On 2004.02.16 10:25, Ferdinando Ametrano wrote:
> At 10:27 AM 2/13/2004, Luigi Ballabio wrote:
>>         it'd be nice to roll out release 0.3.5 sometime during March
> It's ok with me. I would go for a freeze in late February or early  
> March, with target release date late March.

Hi all,
	it might be time for a quick check.

>> What is the status?
> Few tests fail with Borland because of some 0/0 in the code.
> The same (?) tests fail with Visual C++ if _controlfp(_EM_INEXACT,  
> _MCW_EM ) is enforced (see  
> http://www.wilmott.com/messageview.cfm?catid=10&threadid=9481)
> I think we should solve this issue.

Hmm. Tricky. One should run the tests in the debugger until he finds  
the division by zero. But I'm not sure that I have the time to do it  
right now. Unless someone volunteers to tackle it, it's going to be  
fixed in the release after this one.

What I would do in any case is add a list of known bugs to the  
distribution.

> There are 3 open bugs:  
> http://sourceforge.net/tracker/?group_id=12740&atid=112740
> The last one it's easy to fix, the first two are open since April and  
> September 2002 :(

Ditto. Known bugs---except for the Veteran Day thing which is small  
enough.

> There are also 2 feature requests  
> (http://sourceforge.net/tracker/?group_id=12740&atid=362740): the  
> first one will stay open for a long time, what about the second one?

Well, what can I say? The mere thought of automatically replacing  
double with Real throughout fill me with dread :)

Were I to do it, at least I would use the occasion to go through the  
class interfaces and check whether a given double should be replaced  
with a generic Real or a more specific Rate, DiscountFactor, Spread,  
Volatility (do we have this one?) or whatever. Then I could set loose  
an automatic replace on the remaining doubles (those inside method and  
function bodies.)

But this takes time too, so it would probably be done best bit by bit.  
Needless to say, it wouldn't be done for this release :)

> Last but not least the multi-dimensional Monte Carlo simulation  
> framework should probably be labelled as beta for the time being, at  
> least until it is proven to work with Brownian Bridge + low  
> discrepancy sequences

Ok for me.

Thoughts? Any other issue? When should we create the 0.3.5 branch?

Later,
	Luigi