Re: [Quantlib-dev] Roadmap to QuantLib 1.0

[Piter D. <pit...@ma...>]

Luigi,

I would a more powerful cash flow generation for Bonds (and other cash flow
instruments). This is something I could help you guys.

Regards.


---- Mensagem Original ----
From: "Luigi Ballabio" <lui...@gm...>
To: "QuantLib developers" <qua...@li...>
Sent: Ter, Novembro 7, 2006 9:48 am
Subject: [Quantlib-dev] Roadmap to QuantLib 1.0


Hi all,
	now that 0.3.14 is out, I'd like to float around a couple of ideas on
how to get to a 1.0 release during 2007. Feel free to throw in your
comments.

First: next release will complete the implementation of the Libor market
model we're developing with Mark Joshi.  I'd use this occasion to leave
the 0.3 series and go to 0.4.0. This one might act as a stable release
until 1.0 comes out (which means that depending on request and on the
number of bugs we find, we might think of getting out a bug-fix only
0.4.1 based on the 0.4.0 branch.)

Second: After a stable 0.4.0 is out, I'd grab the chance to make any
non-backward-compatible change we might need before 1.0 (I can think of
a few.)  I'd also switch the repository to Subversion, which would make
it easier to move stuff around.  The resulting release would be a
candidate for 1.0---I'm open to suggestions as to whether to call it
0.9.0 or 1.0b1, i.e., as to which version number would possibly lure
more people into downloading it and trying it out.

Shortly thereafter, I would put out the actual 1.0 release.

Thoughts?

	Luigi


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