Re: [Quantlib-users] General

[Michael L. <lew...@ya...>]

Michael,

>It's not hard to move code from Java to C++ 

But if some subsystem is designed with 'generic'
(template) programming approach rather than a
traditional OO design, then moving from Java to C++
is likely to involve redesign and not just converting
the code.

In choice of language, interface might be important -
hence having a PERL/RUBY interface to Quantlib would
be great - even some XML definition and SOAP functions
would be good for cross platform. But, why would you
want to write the core of a pricing library in Java?
It seems pointless - since any practical use will
require performance that Java will not be able to
match when compared with the C++.

Rgds

Mike


--- ma...@mi... wrote:
> Luigi,
> 
> It's not hard to move code from Java to C++ and
> conversely so if you find something in my code which
> you like please go ahead and take it.
> 
> It would certainly be good if our respective efforts
> could benefit from each other. 
> 
> I have a fully developed Libor market model which I
> wrote in C++ and which I would be willing to
> contribute to your cause. I might be willing to put
> in some effort once I have overcome my resistance to
> go back to C++ agai. 
> 
> So when you start working on this maybe focus your
> effort on interfacing with data source providers and
> definition of data structures for instruments
> (caps, swaptions, these are needed for model
> calibration). Please let me also know who would be
> the person on your team working on this so I can get
> I touch with him.
> 
> Best of luck and congratulations for your effort,
> 
> Michael
> 
> 
> 
>
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