quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] [Quantlib-users] Which wiki?

[Joseph W. <jo...@gn...>]

=E5=9C=A8 Friday 13 July 2007 10:26:43=EF=BC=8CLuigi Ballabio =E5=86=99=E9=
=81=93=EF=BC=9A

I've also been slow.  I've started working in New York City, and there has=
=20
been a lot of slowness due to moving up here.  In particular, the machine=20
that I was developing QuantLib with is still in Texas, and stopped working.=
 =20
I've waiting for a new desktop to show up here.

> Also, I would keep this wiki not publicly writable: write access
> would be given freely to those who are willing to contribute. It might
> be a minor road block; however, the point of such a wiki would not just
> be to remain spam-free, but that the code snippets actually work.
> Signing up for contributing is a way to show that one takes
> responsibility for that.

That makes sense.

The wikiversity page was cut and paste from the QuantLib GNA wiki, and alot=
 of=20
it doesn't make any sense.  One problem that I've run into wiki's is to hav=
e=20
markers that distinguish between "levels of reliability" (i.e. what is a=20
draft and what has been reviewed).  Having two wikis (one open and unreliab=
le=20
and the other one closed and reliable) makes sense. =20

> 1) The "Add your name to QuantLib/Developer pool" link at the top of the
> page is kind of misleading. We welcome people willing to contribute, but
> one's chances to do so are not going to increase by getting an account
> on Wikiversity and adding one's name to a wiki page whose existence the
> QuantLib administrators were not aware of.

I'll change that this evening. =20

> 2) in which way exactly has the Globewide Network Academy "committed
> significant resources to the development of this library"?

That statement got cut and paste from the GNA wiki, and I'll get rid of it=
=20
this evening.  It sort of made sense when it was on the GNA wiki since=20
hosting a wiki is non-trivial and while the wiki was on a machine that GNA=
=20
bought and paid for, putting the label there made some sense. =20

Right now, I'm trying (without much success) to fold GNA work into the over=
all=20
Wikiversity effort, and if wikiversity supports the wiki, that statement=20
doesn't make any sense at all, since part of the purpose of moving things=20
into the wikiversity is so I don't end up spending a lot of time fighting=20
spammers. :-( :-( :-(

There is a general problem with open projects that the advantage of wikis i=
s=20
that the barrier to getting something useful done starts low, but as an=20
organization progresses it has more structure and more structure makes it=20
more difficult for newbies to participate.  I'm sort of running into that=20
problem with wikiversity since to figure what to do, I'm having to spend ti=
me=20
thinking about politics and management, and I'd really like to minimize the=
=20
time needed to do that.

=2D-=20
=2D------------------------------------------------------------------------=
=2D-----
Joseph Wang Ph.D. - jo...@gn... =20
Code Janitor - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner

[Quantlib-dev] callable bonds

[Allen K. <zho...@gm...>]

Hi: I built a CallableFixedRateBond and would eventually like to make a
contribution to QuantLib. Was wondering if we can we take callability to be
a **feature** of a FixedRateBond, rather than developing a new class
CallableFixedRateBond (construction of a FixedRateBond without the engine
would resort to the original discounted cashflow NPV calculation).  If the
notion of a Quantlib::FixedRateBond can be expanded to include embedded
optionality, class names also become shorter (they are getting long=85..), =
e.g.
TreeFixedRateBondEngine versus TreeCallableFixedRateBondEngine. I remember
seeing this on the discussion thread a while back. If I know the preferred
architecture in advance, I can make some adjustments to class names now.
Thanks.

Re: [Quantlib-dev] Missing in inaction

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

Hi all,

add that Eric and I will be on holiday too, probably with limited
Internet connection.
QL admins holiday week... :-)

ciao -- Nando

On 7/13/07, Luigi Ballabio <lui...@gm...> wrote:
>
> Hi all,
>         not that I answer promptly to posts anyway.
> However, I'll be away for a week without an internet connection. I'll be
> back Monday 23rd.
>
> Later,
>         Luigi
>
>
> --
>
> Harrison's Postulate:
> For every action, there is an equal and opposite criticism.
>
>
>
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[Quantlib-dev] Missing in inaction

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

Hi all,
	not that I answer promptly to posts anyway.
However, I'll be away for a week without an internet connection. I'll be
back Monday 23rd.

Later,
	Luigi


-- 

Harrison's Postulate: 
For every action, there is an equal and opposite criticism. 

Re: [Quantlib-dev] [Quantlib-users] Which wiki?

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

On Fri, 2007-06-15 at 09:23 -0500, Joseph Wang wrote:
> I'd like to change the README.txt file in the QuantLib distribution to point 
> to installation instructions on a wiki, but I'm not sure which wiki to use.  
> 
> wiki.quantlib.org points to a wiki at the GNA site, but it was mentioned that 
> we are trying to move things to the wiki sourceforge site which doesn't seem 
> to be public right now.

Joe,
	first of all, apologies for the delay.

Ideally, I'd keep both wikis. On the one hand, I'd use the one at
SourceForge to provide some kind of QuantLib cookbook, namely, a
collection of code snippets showing how to perform common and less
common tasks (and to anyone who's listening, drop me a line if you're
interested in contributing.) Installation instructions for different
platforms would go there as well, at which point we could modify the
README. Also, I would keep this wiki not publicly writable: write access
would be given freely to those who are willing to contribute. It might
be a minor road block; however, the point of such a wiki would not just
be to remain spam-free, but that the code snippets actually work.
Signing up for contributing is a way to show that one takes
responsibility for that.

On the other hand, we can also keep the wiki you started. It might be
some kind of forum for general quantitative- and numerical-finance
discussion. I'm still a bit doubtful about the redundancy with the
mailing lists (for instance, I'd prefer technical questions and
discussions about the code and design of QuantLib to be on the
quantlib-dev mailing list, as the latter is the forum of choice for
that) but the tie with Wikiversity might be appealing to the academic
community. 


Speaking of Wikiversity:

> I've already 
> started some quantlib pages at http://en.wikiversity.org/wiki/QuantLib .

I've had a look at the front page. A couple of questions:

1) The "Add your name to QuantLib/Developer pool" link at the top of the
page is kind of misleading. We welcome people willing to contribute, but
one's chances to do so are not going to increase by getting an account
on Wikiversity and adding one's name to a wiki page whose existence the
QuantLib administrators were not aware of.

2) in which way exactly has the Globewide Network Academy "committed
significant resources to the development of this library"?

Later,
	Luigi


-- 

Barker's Proof: 
Proofreading is more effective after publication. 

[Quantlib-dev] what about EIBTI idiom ?

[DU V. DE V. F. G. P. <fra...@ca...>]

Hi all,


I don't want to diminish my fault (sorry again folks). However, the fact =
that this bug has been made possible by a default argument remind me the =
following verse:=20

Explicit is better than implicit.=20
(The Zen of Python, by Tim Peters)

IMHO default parameters can help to save typing but can also form nasty =
traps in that they provide quite realistic wrong values and thus hard to =
detect bugs. (In this case I have been quite lucky that this bug show =
up). I would even dare to say that sometimes they might even reduce code =
explicitness.
Any thoughts ?=20
Fran=E7ois



-----Original Message-----
From: qua...@li... =
[mailto:qua...@li...] On Behalf Of Luigi =
Ballabio
Sent: Thursday, July 12, 2007 1:44 PM
To: Ferdinando Ametrano
Cc: qua...@li...; fd...@us...
Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:[11869] =
trunk/QuantLib

On Thu, 2007-07-12 at 13:01 +0200, Ferdinando Ametrano wrote:
> Your change broke 3 test suites (asset swap, bonds, and convertible
> bonds)

Probably this change:

<http://quantlib.svn.sourceforge.net/viewvc/quantlib/trunk/QuantLib/ql/in=
struments/bond.cpp?r1=3D11869&r2=3D11868&pathrev=3D11869>

It seems that one of the two settlementDate() calls got lost...

Luigi


--=20

Zawinski's Law:=20
Every program attempts to expand until it can read mail. Those=20
programs which cannot so expand are replaced by ones which can.=20



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Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11869] trunk/QuantLib

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

On Thu, 2007-07-12 at 13:01 +0200, Ferdinando Ametrano wrote:
> Your change broke 3 test suites (asset swap, bonds, and convertible
> bonds): please revert it or fix it.

And while François fixes this, it wouldn't be bad if someone fixed the
digital-coupon one, too...

Luigi


-- 

A child of five would understand this. Send someone to fetch a child of
five. 
-- Groucho Marx 

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11869] trunk/QuantLib

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

On Thu, 2007-07-12 at 13:01 +0200, Ferdinando Ametrano wrote:
> Your change broke 3 test suites (asset swap, bonds, and convertible
> bonds)

Probably this change:

<http://quantlib.svn.sourceforge.net/viewvc/quantlib/trunk/QuantLib/ql/instruments/bond.cpp?r1=11869&r2=11868&pathrev=11869>

It seems that one of the two settlementDate() calls got lost...

Luigi


-- 

Zawinski's Law: 
Every program attempts to expand until it can read mail. Those 
programs which cannot so expand are replaced by ones which can. 

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11869] trunk/QuantLib

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

Hi Fran=E7ois,

On 7/11/07, fd...@us... <fd...@us...> wrote:
> Revision: 11869
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=3D11869&view=
=3Drev
> Author:   fdv1
> Date:     2007-07-11 09:28:06 -0700 (Wed, 11 Jul 2007)
>
> Log Message:
> -----------
> CashFlows::npv signature changed to avoid useless dynamic memory allocati=
on.
> As a general rule I think that it might be a good practice to dereference=
 pointers or Handles as early as possible so we can use plain reference lat=
er on. This would save indirections and remove the need to store objects sy=
stematically in the heap.

well, actually when it comes to general rules I'm more sensitive to
the one that defines as mandatory to update your working copy and run
successfully the test suite before committing to the trunk :-)

Your change broke 3 test suites (asset swap, bonds, and convertible
bonds): please revert it or fix it.

thank you

ciao -- Nando

[Quantlib-dev] Broken test-suite

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

Hi all,
	the test-suite is badly broken---to the point that one can hardly
verify that one's changes are not introducing new errors.
Was it one of the last commits? Can everyone that made changes recently
have a look into it?

Thanks,
	Luigi


-- 

Poets have been mysteriously silent on the subject of cheese. 
-- Gilbert K. Chesterton 

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11869] trunk/QuantLib

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

On Wed, 2007-07-11 at 09:28 -0700, fd...@us... wrote:
> Revision: 11869
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=11869&view=rev
> Author:   fdv1
> Date:     2007-07-11 09:28:06 -0700 (Wed, 11 Jul 2007)
> 
> Log Message:
> -----------
> CashFlows::npv signature changed to avoid useless dynamic memory
> allocation. 
> As a general rule I think that it might be a good practice to
> dereference pointers or Handles as early as possible so we can use
> plain reference later on. This would save indirections and remove the
> need to store objects systematically in the heap.

Well, most objects will have to be on the heap anyway since that's the
only way to store them as data members and keep polymorphic behavior.
But you're right, we can use references when we pass them as function
arguments. However, we'll have to find a less clumsy syntax than
*handle.currentLink(). Let me look into it...

Later,
	Luigi


-- 

Every solution breeds new problems. 
-- unknown 

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11763] trunk/QuantLib/ql/index.hpp

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

On Mon, 2007-07-09 at 21:35 +0200, Ferdinando Ametrano wrote:
> On 7/2/07, Luigi Ballabio <lui...@gm...> wrote:
> > > +        void addFixings(const std::vector<Date>& dates,
> > > +                        const std::vector<Real>& values);
> > >          template <class DateIterator, class ValueIterator>
> > >          void addFixings(DateIterator dBegin, DateIterator dEnd,
> > >                          ValueIterator vBegin) {
> >
> > Did we really need it? We could use the method taking iterators.
> 
> the implementation of addFixings(const std::vector<Date>&, const
> std::vector<Real>&) is actually just performing a size check and then
> calls the iterator version.

Yes, but the problem is that after having taken some pains to write the
function in a general way, we go and lose a lot of generality for the
purpose of the check. Why not addFixings(vector<pair<Date,Real> >), or
map<Date,Real>, or TimeSeries<Real>? You're basically forcing the user
to choose your preferred container in order to have the additional
check. Or if not "forcing", at least "strongly suggesting." I'd leave
him (or her) more freedom.

Sure, the check is useful, but it can be performed at the application
level when one instantiates the actual types whose iterators will be
used. 

Later,
	Luigi


-- 

All parts should go together without forcing. You must remember that 
the parts you are reassembling were disassembled by you. Therefore, if 
you can't get them together again, there must be a reason. By all 
means, do not use a hammer. 
-- IBM maintenance manual, 1925 

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11763] trunk/QuantLib/ql/index.hpp

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

On 7/2/07, Luigi Ballabio <lui...@gm...> wrote:
> > +        void addFixings(const std::vector<Date>& dates,
> > +                        const std::vector<Real>& values);
> >          template <class DateIterator, class ValueIterator>
> >          void addFixings(DateIterator dBegin, DateIterator dEnd,
> >                          ValueIterator vBegin) {
>
> Did we really need it? We could use the method taking iterators.

the implementation of addFixings(const std::vector<Date>&, const
std::vector<Real>&) is actually just performing a size check and then
calls the iterator version.
I provided this a tiny wrapper because 99% of problems we've been
having with Indexes were about adding fixings using vectors of
different sizes, and in some instance such problems were hard to
detect (e.g. when values was shorter then dates)

ciao -- Nando

[Quantlib-dev] [ quantlib-Bugs-1670981 ] test for libboost_unit_test_framworkXXX

[SourceForge.net <no...@so...>]

Bugs item #1670981, was opened at 2007-02-28 16:22
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1670981&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Fixed
Priority: 5
Private: No
Submitted By: Alan King (kingaj12)
>Assigned to: Luigi Ballabio (lballabio)
Summary: test for libboost_unit_test_framworkXXX

Initial Comment:
"configure --enable-benchmark" tests for existence of libboost_unit_test_framworkXXX for some flavors of XXX but not all.  

Workaround is to edit configure, locate the line that tests for unit_test_framework and add a line that looks for the boost flavor we built (static).  

----------------------------------------------------------------------

>Comment By: Luigi Ballabio (lballabio)
Date: 2007-07-09 11:47

Message:
Logged In: YES 
user_id=75450
Originator: NO

This was fixed in the SVN repository and will appear in next version.
Thanks,
    Luigi


----------------------------------------------------------------------

Comment By: Simon Barner (barner)
Date: 2007-07-09 09:40

Message:
Logged In: YES 
user_id=182864
Originator: NO

Please see this patch:
http://sourceforge.net/tracker/index.php?func=detail&aid=1750191&group_id=12740&atid=312740

----------------------------------------------------------------------

You can respond by visiting: 
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[Quantlib-dev] [ quantlib-Bugs-1729804 ] Fatal error LNK1104

[SourceForge.net <no...@so...>]

Bugs item #1729804, was opened at 2007-06-02 06:43
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1729804&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
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Category: None
Group: None
>Status: Closed
>Resolution: Invalid
Priority: 5
Private: No
Submitted By: Miles Athea (milesa)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Fatal error LNK1104

Initial Comment:
------ Build started: Project: testsuite, Configuration: Debug Win32 ------

LINK : fatal error LNK1104: cannot open file 'libboost_unit_test_framework-vc71-mt-sgd-
1_34.lib'

----------------------------------------------------------------------

>Comment By: Luigi Ballabio (lballabio)
Date: 2007-07-09 11:45

Message:
Logged In: YES 
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Originator: NO

Either you didn't compile the relevant Boost library or you didn't add it
to your library path.
See <http://quantlib.org/faq.shtml#Building%20QuantLib3>.

The mentioned patch does not apply, since it was only relevant to dynamic
libraries on Linux.


----------------------------------------------------------------------

Comment By: Simon Barner (barner)
Date: 2007-07-09 09:39

Message:
Logged In: YES 
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Originator: NO

Please see this patch:
http://sourceforge.net/tracker/index.php?func=detail&aid=1750191&group_id=12740&atid=312740

----------------------------------------------------------------------

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[Quantlib-dev] [ quantlib-Bugs-1686600 ] LINK : fatal error LNK1104: cannot open file 'libboost_unit_

[SourceForge.net <no...@so...>]

Bugs item #1686600, was opened at 2007-03-23 10:48
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1686600&group_id=12740

Please note that this message will contain a full copy of the comment thread,
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Category: None
Group: None
>Status: Closed
>Resolution: Invalid
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Luigi Ballabio (lballabio)
Summary: LINK : fatal error LNK1104: cannot open file 'libboost_unit_

Initial Comment:
Any idea why this link error occurred in the first place.

Thank you

----------------------------------------------------------------------

>Comment By: Luigi Ballabio (lballabio)
Date: 2007-07-09 11:45

Message:
Logged In: YES 
user_id=75450
Originator: NO

Either you didn't compile the relevant Boost library or you didn't add it
to your library path.
See <http://quantlib.org/faq.shtml#Building%20QuantLib3>.

The mentioned patch does not apply, since it was only relevant to dynamic
libraries on Linux.


----------------------------------------------------------------------

Comment By: Simon Barner (barner)
Date: 2007-07-09 09:40

Message:
Logged In: YES 
user_id=182864
Originator: NO

Please see this patch:
http://sourceforge.net/tracker/index.php?func=detail&aid=1750191&group_id=12740&atid=312740

----------------------------------------------------------------------

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[Quantlib-dev] [ quantlib-Patches-1750191 ] Fix build with boost-1.34.0

[SourceForge.net <no...@so...>]

Patches item #1750191, was opened at 2007-07-09 09:38
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=1750191&group_id=12740

Please note that this message will contain a full copy of the comment thread,
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Category: None
Group: None
>Status: Closed
>Resolution: Rejected
Priority: 5
Private: No
Submitted By: Simon Barner (barner)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Fix build with boost-1.34.0

Initial Comment:
Fix build with boost 1.34.0: The Boost unit test framework shared library no longer contains main(), so 
set the right #defines.

Reference: 
http://lists.boost.org/boost-users/2007/04/27361.php


----------------------------------------------------------------------

>Comment By: Luigi Ballabio (lballabio)
Date: 2007-07-09 11:41

Message:
Logged In: YES 
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Originator: NO

Thanks for the patch. However, the issue was already fixed in QuantLib
0.8.1.

Luigi


----------------------------------------------------------------------

Comment By: Simon Barner (barner)
Date: 2007-07-09 09:38

Message:
Logged In: YES 
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Originator: YES

File Added: patch-test-suite_quantlibtestsuite.cpp

----------------------------------------------------------------------

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[Quantlib-dev] [ quantlib-Bugs-1670981 ] test for libboost_unit_test_framworkXXX

[SourceForge.net <no...@so...>]

Bugs item #1670981, was opened at 2007-02-28 16:22
Message generated for change (Comment added) made by barner
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1670981&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Alan King (kingaj12)
Assigned to: Nobody/Anonymous (nobody)
Summary: test for libboost_unit_test_framworkXXX

Initial Comment:
"configure --enable-benchmark" tests for existence of libboost_unit_test_framworkXXX for some flavors of XXX but not all.  

Workaround is to edit configure, locate the line that tests for unit_test_framework and add a line that looks for the boost flavor we built (static).  

----------------------------------------------------------------------

Comment By: Simon Barner (barner)
Date: 2007-07-09 09:40

Message:
Logged In: YES 
user_id=182864
Originator: NO

Please see this patch:
http://sourceforge.net/tracker/index.php?func=detail&aid=1750191&group_id=12740&atid=312740

----------------------------------------------------------------------

You can respond by visiting: 
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[Quantlib-dev] [ quantlib-Bugs-1686600 ] LINK : fatal error LNK1104: cannot open file 'libboost_unit_

[SourceForge.net <no...@so...>]

Bugs item #1686600, was opened at 2007-03-23 10:48
Message generated for change (Comment added) made by barner
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1686600&group_id=12740

Please note that this message will contain a full copy of the comment thread,
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: LINK : fatal error LNK1104: cannot open file 'libboost_unit_

Initial Comment:
Any idea why this link error occurred in the first place.

Thank you

----------------------------------------------------------------------

Comment By: Simon Barner (barner)
Date: 2007-07-09 09:40

Message:
Logged In: YES 
user_id=182864
Originator: NO

Please see this patch:
http://sourceforge.net/tracker/index.php?func=detail&aid=1750191&group_id=12740&atid=312740

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1686600&group_id=12740

[Quantlib-dev] [ quantlib-Bugs-1729804 ] Fatal error LNK1104

[SourceForge.net <no...@so...>]

Bugs item #1729804, was opened at 2007-06-02 06:43
Message generated for change (Comment added) made by barner
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1729804&group_id=12740

Please note that this message will contain a full copy of the comment thread,
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Miles Athea (milesa)
Assigned to: Nobody/Anonymous (nobody)
Summary: Fatal error LNK1104

Initial Comment:
------ Build started: Project: testsuite, Configuration: Debug Win32 ------

LINK : fatal error LNK1104: cannot open file 'libboost_unit_test_framework-vc71-mt-sgd-
1_34.lib'

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Comment By: Simon Barner (barner)
Date: 2007-07-09 09:39

Message:
Logged In: YES 
user_id=182864
Originator: NO

Please see this patch:
http://sourceforge.net/tracker/index.php?func=detail&aid=1750191&group_id=12740&atid=312740

----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=1729804&group_id=12740

[Quantlib-dev] [ quantlib-Patches-1750191 ] Fix build with boost-1.34.0

[SourceForge.net <no...@so...>]

Patches item #1750191, was opened at 2007-07-09 09:38
Message generated for change (Comment added) made by barner
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=1750191&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Simon Barner (barner)
Assigned to: Nobody/Anonymous (nobody)
Summary: Fix build with boost-1.34.0

Initial Comment:
Fix build with boost 1.34.0: The Boost unit test framework shared library no longer contains main(), so 
set the right #defines.

Reference: 
http://lists.boost.org/boost-users/2007/04/27361.php


----------------------------------------------------------------------

>Comment By: Simon Barner (barner)
Date: 2007-07-09 09:38

Message:
Logged In: YES 
user_id=182864
Originator: YES

File Added: patch-test-suite_quantlibtestsuite.cpp

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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=1750191&group_id=12740

[Quantlib-dev] [ quantlib-Patches-1750191 ] Fix build with boost-1.34.0

[SourceForge.net <no...@so...>]

Patches item #1750191, was opened at 2007-07-09 09:38
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=1750191&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Simon Barner (barner)
Assigned to: Nobody/Anonymous (nobody)
Summary: Fix build with boost-1.34.0

Initial Comment:
Fix build with boost 1.34.0: The Boost unit test framework shared library no longer contains main(), so 
set the right #defines.

Reference: 
http://lists.boost.org/boost-users/2007/04/27361.php


----------------------------------------------------------------------

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=1750191&group_id=12740

Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib: [11763] trunk/QuantLib/ql/index.hpp

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

On Sun, 2007-07-01 at 09:47 -0700, na...@us... wrote:
> Revision: 11763
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=11763&view=rev
> Author:   nando
> Date:     2007-07-01 09:47:02 -0700 (Sun, 01 Jul 2007)
> 
> Log Message:
> -----------
> addFixings std::vector safe (size checked) specialization
> @@ -63,6 +63,12 @@
>          /*! the dates passed as arguments must be the actual calendar
>              dates of the fixings; no settlement days must be used.
>          */
> +        void addFixings(const std::vector<Date>& dates,
> +                        const std::vector<Real>& values);
> +        //! stores historical fixings at the given dates
> +        /*! the dates passed as arguments must be the actual calendar
> +            dates of the fixings; no settlement days must be used.
> +        */
>          template <class DateIterator, class ValueIterator>
>          void addFixings(DateIterator dBegin, DateIterator dEnd,
>                          ValueIterator vBegin) {

Did we really need it? We could use the method taking iterators.

Luigi


-- 

This gubblick contains many nonsklarkish English flutzpahs, but the 
overall pluggandisp can be glorked from context. 
-- David Moser 

Re: [Quantlib-dev] Proposed change to Convertible Bond model

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

On Thu, 2007-06-28 at 17:46 +0000, John Maiden wrote:
> Luigi-
> 
>       Version 0.8.0, the version that was on SourceForge a couple of weeks ago.

Ok, I just wanted to figure out the way you can produce a patch.
If you have diff installed on your system, uncompress the original
tarball besides your modified one (with a different name, of course,)
run

diff -r -b -C 3 QuantLib-0.8.0 QuantLib-0.8.0-modified > ql.diff

(or whatever your directory names are) and send me the generated
ql.diff.  If you don't have diff, just send me the modified files and
I'll try and figure out the changes.

Later,
	Luigi


-- 

I've finally learned what `upward compatible' means. It means we 
get to keep all our old mistakes. 
-- Dennie van Tassel 

Re: [Quantlib-dev] Proposed change to Convertible Bond model

[John M. <jwm...@ya...>]

Luigi-

      Version 0.8.0, the version that was on SourceForge a couple of weeks ago.