Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [10219] trunk/QuantLib

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

Hi Luigi and all

I've created the folder structure that I feel will be ok for proper
categorization of all evolvers we're going to develop and which will
be much more than the current 7.

The possible evolvers I would like to see in QuantLib are about 6 (pc,
ipc, euler, capc, cani, and PPR terminal measure) for each of the 6
dynamics (log-normal cot swap rate, log-normal cm swap rate,
log-normal fwd rate, normal cot swap rate, normal cm swap rate, normal
fwd rate)

As a matter of fact the folder reorganization was just the step before
asking for volunteers to implement the next batch of 6 evolvers: ipc
and euler for log-normal coterminal, log-normal constant maturity swap
rates, and normal fwd rates. The task is not hard and given the
current 7 evolvers is mostly copy/paste/adapt (and hopefully test).
Any volunteer would get a lot of credit for not so much work ;-) and
it would be a good chance to get familiar with the current code base.

ciao -- Nando

On 4/18/07, Luigi Ballabio <lui...@gm...> wrote:
> On Wed, 2007-04-18 at 16:02 +0200, Luigi Ballabio wrote:
> > Aren't we going a bit too far? I mean, there's one evolver per subfolder
> > right now---with some subfolders being empty, too. At this point, this
> > much structure looks to me like a burden more than a help---especially
> > since using Doxygen, we can easily generate a reference page where all
> > the evolvers are listed and where it is stated whether each one is
> > normal/lognormal and what rate type they evolve.
>
> Moreover, since there were just 7 evolvers in the folder and since you
> had done a good job in naming them properly, it was hardly any difficult
> to find what one was looking for...
>
> Luigi