quantlib-dev — Discussion of QuantLib development

[Quantlib-dev] Problem with Visual Studio 2005

[<fre...@gm...>]

Hello everyone,

I get a fatal error from Visual Studio 2005 with sources in
QuantLib-0.8.1.zip. Anyone else?

Regards,
Fr=E9d=E9ric Degraeve

ps :
http://downloads.sourceforge.net/quantlib/QuantLib-0.8.1.zip?modtime=3D1180=
971486&big_mirror=3D1

Re: [Quantlib-dev] Trinomial Tree

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

Ok, here are the files. I've also gone ahead and
created new TF Lattice, BlackScholes Lattice, and
Trinomial Convertible Engine files. At the moment they
don't work (for some reason the program does not pass
the arguments of the Convertible Bond to the
Convertible Engine), but I'm sure that can be fixed
easily. I've also included a sample version that tests
the new convertible engine. All the files contain
comments on the changes.

Regards,

                 John Maiden


 
____________________________________________________________________________________
Food fight? Enjoy some healthy debate 
in the Yahoo! Answers Food & Drink Q&A.
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Re: [Quantlib-dev] Trinomial Tree

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

On Jun 4, 2007, at 8:12 PM, John Maiden wrote:
> I'm trying to post the .cpp, but it's longer than 80 lines. Is there a 
> place I
> can post it without problem?

John,
	don't worry, just zip the .hpp and the .cpp together and attach the 
archive. We'll copy the relevant lines ourselves if we had to review 
them.

Thanks,
	Luigi

Re: [Quantlib-dev] Trinomial Tree

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

I'm trying to post the .cpp, but it's longer than 80 lines. Is there a place I
can post it without problem?

[Quantlib-dev] Trinomial Tree

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

I'm working towards creating a trinomial tree convertible engine for the
convertible bond class. As a first step I've added to the trinomial tree class.
I've tried to reformat the Trinomial tree class into a simpler class like the
Binomial Tree class. Since I'd like to use the trinomial tree of Kamrad-Ritchken
(which is a first order approximation of Boyle, http://www.sitmo.com/eq/441),
I've created two derived classes from the new Trinomial tree class, RejebTree
(from the original code by Sadruddin Rejeb), and KamradRitchken. Input would be
appreciated.

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
 Copyright (C) 2005 StatPro Italia srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <qua...@li...>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

/*! \file NewTrinomialTree.hpp
    \brief Trinomial tree class
*/

#ifndef trinomial_tree_hpp
#define trinomial_tree_hpp

#include <ql/stochasticprocess.hpp>
#include <ql/methods/lattices/tree.hpp>
#include <ql/timegrid.hpp>

namespace QuantLib {

    //! Recombining trinomial tree class
    /*! This class defines a recombining trinomial tree approximating a
        1-D stochastic process.
        \warning The diffusion term of the SDE must be independent of the
                 underlying process.

        \ingroup lattices
    */

	template <class T>
    class NewTrinomialTree : public Tree<T> {
	  protected:
        class Branching;
      public:
        enum Branches { branches = 3 };
        NewTrinomialTree(const boost::shared_ptr<StochasticProcess1D>& process,
                      const TimeGrid& timeGrid,
                      bool isPositive = false);
        Real dx(Size i) const { return dx_[i]; }
        const TimeGrid& timeGrid() const { return timeGrid_; }

        Size size(Size i) const;
        Real underlying(Size i, Size index) const;
        Size descendant(Size i, Size index, Size branch) const;
        Real probability(Size i, Size index, Size branch) const;

      protected:
        std::vector<Branching> branchings_;
        Real x0_;
        std::vector<Real> dx_;
        TimeGrid timeGrid_;

      protected:
        /* Branching scheme for a trinomial node.  Each node has three
           descendants, with the middle branch linked to the node
           which is closest to the expectation of the variable. */
        class Branching {
          public:
            Branching();
            Size descendant(Size index, Size branch) const;
            Real probability(Size index, Size branch) const;
            Size size() const;
            Integer jMin() const;
            Integer jMax() const;
            void add(Integer k, Real p1, Real p2, Real p3);
          private:
            std::vector<Integer> k_;
            std::vector<std::vector<Real> > probs_;
            Integer kMin_, jMin_, kMax_, jMax_;
        };
    };

	class RejebTree : public NewTrinomialTree<RejebTree> {
		public:
			RejebTree(const boost::shared_ptr<StochasticProcess1D>& process,
				const TimeGrid& timeGrid, bool isPositive = false);

	};

	class KamradRitchken : public NewTrinomialTree<KamradRitchken> {
		public:
			KamradRitchken(const boost::shared_ptr<StochasticProcess1D>& process,
				const TimeGrid& timeGrid, Real lambda = std::sqrt(2.0), bool isPositive =
false);
		private:
			Real lambda_;
	};

    // inline definitions

	template <class T>
    inline Size NewTrinomialTree<T>::size(Size i) const {
        return i==0 ? 1 : branchings_[i-1].size();
    }

	template <class T>
    inline Real NewTrinomialTree<T>::underlying(Size i, Size index) const {
        if (i==0)
            return x0_;
        else
            return x0_ + (branchings_[i-1].jMin() +
                          static_cast<Real>(index))*dx(i);
    }

	template <class T>
    inline Size NewTrinomialTree<T>::descendant(Size i, Size index,
                                          Size branch) const {
        return branchings_[i].descendant(index, branch);
    }

	template <class T>
    inline Real NewTrinomialTree<T>::probability(Size i, Size j, Size b) const {
        return branchings_[i].probability(j, b);
    }

	template <class T>
    inline NewTrinomialTree<T>::Branching::Branching()
    : probs_(3), kMin_(QL_MAX_INTEGER), jMin_(QL_MAX_INTEGER),
                 kMax_(QL_MIN_INTEGER), jMax_(QL_MIN_INTEGER) {}

	template <class T>
    inline Size NewTrinomialTree<T>::Branching::descendant(Size index,
                                                     Size branch) const {
        return k_[index] - jMin_ - 1 + branch;
    }

	template <class T>
    inline Real NewTrinomialTree<T>::Branching::probability(Size index,
                                                      Size branch) const {
        return probs_[branch][index];
    }

	template <class T>
    inline Size NewTrinomialTree<T>::Branching::size() const {
        return jMax_ - jMin_ + 1;
    }

	template <class T>
    inline Integer NewTrinomialTree<T>::Branching::jMin() const {
        return jMin_;
    }

	template <class T>
    inline Integer NewTrinomialTree<T>::Branching::jMax() const {
        return jMax_;
    }

	template <class T>
    inline void NewTrinomialTree<T>::Branching::add(Integer k,
                                              Real p1, Real p2, Real p3) {
        // store
        k_.push_back(k);
        probs_[0].push_back(p1);
        probs_[1].push_back(p2);
        probs_[2].push_back(p3);
        // maintain invariants
        kMin_ = std::min(kMin_, k);
        jMin_ = kMin_ - 1;
        kMax_ = std::max(kMax_, k);
        jMax_ = kMax_ + 1;
    }

}


#endif

Re: [Quantlib-dev] optimizers

[alglib <sha...@ya...>]

Hello!

BFGS stands for "Broyden-Fletcher-Goldfarb-Shanno". It is algorithm name,
not license name.

Original FORTRAN implementation of the L-BFGS algorithm was "freely
available for educational or commercial purposes". As far as I can see it is
compatible with BSD. I am not a lawyer but common sense tells me it is
compatible.

I've put some restrictions on the use of the translated code (which were
discussed above), but if you wish, you can use it under BSD (QuantLib uses
BSD, isn't it?). You have a nice project and I would be glag to help you.


Ferdinando Ametrano wrote:
> 
> Hi Sergey,
> 
> I'm not familiar with BFGS (and/or L-BFGS) and I can't find it in my
> personal authoritative reference:
> http://www.gnu.org/licenses/license-list.html
> 
> It would be very nice to have ALGLIB not only open source, but also
> free software as in http://www.gnu.org/philosophy/free-sw.html
> 
> In any case I can't see QuantLib depending on any software which is
> not free and/or not compatible with the GNU GPL
> 
> ciao -- Nando
> 
> 

-- 
View this message in context: http://www.nabble.com/optimizers-tf3805081.html#a10948442
Sent from the quantlib-dev mailing list archive at Nabble.com.

Re: [Quantlib-dev] optimizers

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

Hi Sergey,

I'm not familiar with BFGS (and/or L-BFGS) and I can't find it in my
personal authoritative reference:
http://www.gnu.org/licenses/license-list.html

It would be very nice to have ALGLIB not only open source, but also
free software as in http://www.gnu.org/philosophy/free-sw.html

In any case I can't see QuantLib depending on any software which is
not free and/or not compatible with the GNU GPL

ciao -- Nando

On 6/3/07, alglib <sha...@ya...> wrote:
>
> Hello!
>
> I've noticed your thread while checking indexing of alglib.net by Google.
>
> As the author of the ALGLIB project I can inform you that these terms of use
> are going to change to less restrictive and more clear open-source license.
> I just haven't decided yet what license best suits needs of programming
> community. As for you and your project, you can use BFGS (and/or L-BFGS)
> source code under BSD license (without any additional requirements).
>
> Best regards, Sergey Bochkanov.
> --
> View this message in context: http://www.nabble.com/optimizers-tf3805081.html#a10935893
> Sent from the quantlib-dev mailing list archive at Nabble.com.
>
>
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
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>

[Quantlib-dev] test-suite in debug mode

[Mark j. <mar...@gm...>]

A friend is claiming that the testsuite is failing for the market
models in the 0.8 release in debug mode. Is anyone aware of this
problem?

mark


-- 
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

Re: [Quantlib-dev] optimizers

[alglib <sha...@ya...>]

Hello!

I've noticed your thread while checking indexing of alglib.net by Google.

As the author of the ALGLIB project I can inform you that these terms of use
are going to change to less restrictive and more clear open-source license.
I just haven't decided yet what license best suits needs of programming
community. As for you and your project, you can use BFGS (and/or L-BFGS)
source code under BSD license (without any additional requirements).

Best regards, Sergey Bochkanov.
-- 
View this message in context: http://www.nabble.com/optimizers-tf3805081.html#a10935893
Sent from the quantlib-dev mailing list archive at Nabble.com.

Re: [Quantlib-dev] Help with generating correlated multipath

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

On May 29, 2007, at 5:46 PM, Apollo Wong wrote:
> =A0In version 0.3.4 I can use the=20
> QuantLib::MonteCarlo::MultipathGenerator(&drifts, &covariance,=20
> timelength, timestep, sggenerator) to do the job
>
> =A0How do I do the same in version 0.4.0?

Hi Apollo,
	apologies for the delay.  In 0.4.0 and above, the covariance=20
information--or rather the correlation--must be included in the=20
StochasticProcess passed to the generator.  If you have N correlated=20
processes, you can create a StochasticProcessArray as

boost::shared_ptr<StochasticProcess> processArray(
     new StochasticProcessArray(processes, correlation));

and the multi-path generator as

MultiPathGenerator mpg(processArray, TimeGrid(timelength, timesteps),=20
gsgenerator);

after which mpg.next() will give you a correlated multipath for the=20
underlyings. Note that unlike in previous versions (in which the=20
multipath contained the variations between nodes) the multipath will=20
contain the actual values of the underlying at the different nodes.

Hope this helps,
	Luigi

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

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

Bugs item #1729804, was opened at 2007-06-02 16:43
Message generated for change (Tracker Item Submitted) made by Item Submitter
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,
not just the latest update.
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'

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

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

[Quantlib-dev] QuantLibXL/ObjectHandler 0.8.0 Released

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

Eric,

Hi. How are you?

Some time ago I did a Business252 daycounter to QuantLib and you told me it
would not be so easy to integrate it to QuantLibXL due to design of both
(QuantLibXL and my class).
Where you able to do that? I lost the thread where you explained the issues
about this integration and there is sometime I don´t check the project.
Is there something I could help?

Regards,

---- Mensagem Original ----
From: "eric ehlers" <eri...@gm...>
To:
qua...@li..., qua...@li...
Sent: Sex, Junho 1, 2007 9:40 am
Subject: [Quantlib-users] QuantLibXL/ObjectHandler 0.8.0 Released

QuantLibXL and ObjectHandler version 0.8.0 have been
released and are available for download:
http://sourceforge.net/project/showfiles.php?group_id=12740

Re: [Quantlib-dev] QuantLib/SOAP: a SOAP interface to QuantLib

[Toyin A. <toy...@ho...>]

Hi Anwar,

You have to be careful about how you do this because there are some elements 
within quantLib that are based on static structures/objects and thus under a 
client/server framework, this would break down (ie, Currency class, Calendar 
classes with the inclusion/exclusion of user defined holidays etc... ).

Also, you have to somehow be able to serialize Quantlib objects to a XML 
stream. As you know, the QuantLib object model is vast, and unless you want 
to expose only a small part of the framework as a web service, this will 
take some time. You could, I guess, start off from the QuantLibXL framework 
instead.

Our current v2.0.6 (CapeTools Quantools) libraries are very similar to 
quantLib's wrapper frameworks (java and .NET) in that SWIG is used to 
generate the wrappings. The problem with these wrappers is that the 
underlying financial data is STILL stored within the c++ layer and thus the 
.NET/java objects cannot be serialized.

Within our v2.0.6 library, when you create an object, you are returned a 
string key which is a pointer to memory (very similar to QuantLibXL).

Well this is crapp for client/server, web services, remoting or GRID 
computing environments.

The core library needs to be stateless.

What if you want to view the details of one of the parameters passed to the 
created object?
What if you want to change one of the parameters passed to an object?

Any type of distributed system requires the objects to be serializable 
(unless you are using .NET Remoting where you aer passing around a proxy).

Having access to a string key pointer doesn't really help.

In fact QuantLib's C#/Java/Phython etc... wrappers suffer from the same 
problem in that once you create an object, you cannot easily set/get the 
properties/parameters passed to the constructor unless this functionality 
was exposed at the c++ level. The data is also tied to the underlying c++ 
library and thus you cannot serialize the objects.

If you try to use Visual Studio's inteliisense or new debugging features, 
you would be at loss as to where the objects that were passed to the 
constructors are stored. You cannot view them directly from .NET/java, you 
would have to debug at the c++ level.

Systems such as FinancialCAD and MBRM do not have this problem because they 
do not use objects at all (at the client level). Basically to build a 
yiledcurve, you pass in very complex structures to a single function and out 
pops out data. The library remains stateless. Not really elegant but it 
works.

Within our new v2.0.7 library, we have devised a new c++ core (with the 
exact API of our original v2.0.6 stateful core library) in which the new 
core library is stateless. Stateless and also multi-threaded. In a nutshell, 
all functions which creates objects internally within the library can 
serialize their state to XML.

We did think about FpML, but from experience, (I worked with guys who were 
part of the FpML commitee and worked for swapswire too) the architecture is 
over the top for what we needed.

We have implemented a FpML library (c++, .NET and java), but we have other 
plans for it.

On top of this new c++ stateless core library, we also have two new 
libraries for each of the platforms (.NET, c++ and java).

An Object library and a Query Library.

>From a java EJB point of view, you can look at the object library as a 
collection of Enitity Beans and the Query library as a collection of 
Stateless Session Beans.

The first library (Objects Library) contains class definitions of all the 
objects that can be created
(currently 800+). For users from an Excel (QuantLibXL) point of view, these 
classes are basically wrappers around the functions that create objects 
internally and return string-keys.

This library has no dependency on the underlying c++ core library and really 
is a way that users can construct financial objects using more traditional 
OOP methods (rather than dealing with string keys that are pointers to 
objects in memory).

Each class contains a constructor, properties that can be set/get by the 
users and the class can serialize itself to a stream (even c++ via boost). 
If the user constructs an object and then changes a parameter via a set 
method afterwards , the set() method will kick off a changed event (c++, 
.NET and java). Thus you can write handlers to catch these events.

The Objects Library is also a perfect candidate to distribute to client 
machines when the architecture is used within a client/server framework 
(more on this below).

The second library (Query library) is the calculation library. These contain 
singleton classes that have
functions that simply execute financial functions. This library depends on 
the object library described above and the new stateless c++ core library.

The Query library takes objects rather than string keys as parameters, the 
objects are then converted to XML and passed to the stateless core c++ layer 
for execution. The Query library does not create objects directly. Only 
executes functions against objects passed to it.

As a result of this, we have two more libraries built on top on the new .NET 
infrastruture.

A .NET remoting library. Thus you can build a client/server solution using 
any combination of TCP/HTTP and SOAP/BINARY. We recommend though, that you 
use a message queue with this also.

A .NET Web Services library.

For both of the new .NET libraries, all 2100+ functions are exposed for 
client/server, web services usage.

Again, the key point in enabling all this is in making the underlying core 
c++ library stateless and to ensure that any objects passed around within a 
remoting or web services solution are serializable.

We are in the last phases of testing. Should be released in a few weeks.

The new infrastructure can also be used within a more traditional rich 
client application setting where the user prefers to play with objects that 
can be serialized. Also, using Visual Studio's intellisense/debugging 
feature against an object is not the same as against a string-key that 
points to memory (or Swig's wrapper objects).

Next steps after this release are,

1) Serialize the objects to a relational database (java, .NET via 
Hibernate/NHibernate).

2) Web services for java

3) A new .NET Windows Communications Framework layer for .NET 3.0 
(microsoft's new remoting/web services layer).

4) A new .NET Windows Presentation Framework layer for .NET 3.0 (microsoft's 
new form based UI architecture).

Bascially, we want to create some windows custom controls that will ease UI 
development.

Best Regards,
CapeTools QuantTools,
www.QuantTools.com
Toyin Akin.

_________________________________________________________________
The next generation of Hotmail is here! http://www.newhotmail.co.uk/

Re: [Quantlib-dev] boostraping a YC in the past

[Bianchetti M. <mar...@ca...>]

Concerning the following version for the calcualtion of historical
correlations on forward rates to be used in the Market Model:

> loop currentDate backward from the latest date to the earliest one
> get fixings from Indexes and set them to your relevant Quotes
> set the EvaluationDate equal to currentDate
> (re-)build RateHelpers and YieldCurve
> calculate forward rates at constant interval (e.g. 6M), not constant
dates

This last point is controversial.
For LMM we need a correlation matrix among forward rates of kind
L(t,S,T), observed at t<S, between dates S<T.

1) So for each past date t'<t-D one would calculate the forward rate
between the *same* dates L(t',S,T), the only difference being the
observation time.=20

Instead:

2) Calculating the forward rates in the past at constant interval
L(t',S',T') with S'=3DS-D and T'=3DT-D amounts to calculate *different*
forward rates, so the financial meaning is poorer in my opinion.

This is also consistent with the discussion given in Brigo & Mercurio,
2nd edition, par. 6.19.1.

Any other opinion ?
Well, probably the best thing to do at the end is to implement both
methods (not much extra work) and go for testing on the market...

Ciao
Marco

> calculate fwd rate differences, and add them to a SequenceStatistics
class
> get correlation from SequenceStatistics

Re: [Quantlib-dev] boostraping a YC in the past

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

Hi Fran=E7ois

my suggestion is:

loop currentDate backward from the latest date to the earliest one
    get fixings from Indexes and set them to your relevant Quotes
    set the EvaluationDate equal to currentDate
    (re-)build RateHelpers and YieldCurve
    calculate forward rates at constant interval (e.g. 6M), not constant da=
tes
    calculate fwd rate differences, and add them to a SequenceStatistics cl=
ass
get correlation from SequenceStatistics

investigate more sophisticated alternatives only when this very basic
approach is working...

ciao -- (your current manager :-) Nando


On 5/31/07, DU VIGNAUD DE VILLEFORT FRANCOIS GASAPRD PHI
<fra...@ca...> wrote:
>
>
>
>
> Hi all,
>
>
>
>
>
> I try to boostrap a YC in the past (to compute a some historical correlat=
ion
> matrix). Ideally I would like to change the evaluation date and use the
> index historical values stored in the corresponding time serie. Yet I hav=
e
> the impression that if one changes the evaluation date YC are bootstraped=
 as
> of this date using the values provided by the quotes (instead of the
> historic fixings). Any idea ?
>
> Fran=E7ois
> -------------------------------------------------------------------------
> This SF.net email is sponsored by DB2 Express
> Download DB2 Express C - the FREE version of DB2 express and take
> control of your XML. No limits. Just data. Click to get it now.
> http://sourceforge.net/powerbar/db2/
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
>

[Quantlib-dev] boostraping a YC in the past

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

Hi all,

=20

=20

I try to boostrap a YC in the past (to compute a some historical =
correlation matrix). Ideally I would like to change the evaluation date =
and use the index historical values stored in the corresponding time =
serie. Yet I have the impression that if one changes the evaluation date =
YC are bootstraped as of this date using the values provided by the =
quotes (instead of the historic fixings). Any idea ?=20

Fran=E7ois

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

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

Does anyone know the purpose of the Soft Callability class? It's defined in
convertiblebond.hpp and implemented in discretizedconvertible.cpp. I'm asking
because as far as I know, call triggers are typically tied to a period of time,
e.g. stock price above 120% for 20 out of 30 days. In its implementation in
QuantLib, it simply acts as a potential additional call at each node, and thus
inflates the overall price of the bond. 

[Quantlib-dev] GramSchmidt

[Mark j. <mar...@gm...>]

OK so I think I've worked out a solution to my optimization problem.
The next issue is that it requires GramSchmidt. Is this in the
library?

best

Mark

-- 
Assoc Prof Mark Joshi
Centre for Actuarial Studies
University of Melbourne
My website is www.markjoshi.com

[Quantlib-dev] Help with generating correlated multipath

[Apollo W. <aw...@gw...>]

_____________________________________________
From: Apollo Wong=20
Sent: Friday, May 18, 2007 11:12 AM
To: 'qua...@li...'
Subject: How to generate correlation multipath


Hi all,
 In version 0.3.4 I can use the
QuantLib::MonteCarlo::MultipathGenerator(&drifts, &covariance,
timelength, timestep, sggenerator) to do the job
 How do I do the same in version 0.4.0?  The interface seems to be
changed significantly.  The onlything I can find about covariance in the
documentation is for covariance(Time t0, const Array &x0, Time dt) which
only give V(xto+dt|xto)  for StochasticProcessArray, which is not what I
was looking for.=20
 Thanks.
 Sample code would be appricated.
Apollo
*************************************************************************=
*********************
This email is being sent to you for your information pursuant to your req=
uest. This information is not warranted=20
as to completeness or accuracy. The views expressed in the message are th=
ose of the individual sender,=20
except where the message states otherwise and the sender is authorized to=
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[Quantlib-dev] ObjectHandler/QuantLibAddin 0.8.0 prerelease files

[eric e. <eri...@gm...>]

Hi All

I've rebuilt the ObjectHandler/QuantLibAddin 0.8.0 prerelease files to
reflect feedback received so far:

 http://quantlib.org/prerelease/oh-qla.html

I'd be grateful for any further testing/feedback you could provide.

Regards,
Eric

Re: [Quantlib-dev] SourceForge SSH down

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

On Tue, 2007-05-29 at 14:52 +0200, eric ehlers wrote:
> It seems that SSH to SourceForge is still out, with no mention of the
> problem on the status page.

They're not famous for updating that page promptly, though.

>   Also looking in the database of support
> requests it doesn't look as if anyone else has reported the problem so
> it may be specific to QuantLib.  I raised a support request, I'll let
> you know if I hear anything.

Ok, thanks.

Later,
	Luigi


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

Better to have an approximate answer to the right question than a 
precise answer to the wrong question. 
-- John Tukey as quoted by John Chambers 

[Quantlib-dev] SourceForge SSH down

[eric e. <eri...@gm...>]

Hello,

It seems that SSH to SourceForge is still out, with no mention of the
problem on the status page.  Also looking in the database of support
requests it doesn't look as if anyone else has reported the problem so
it may be specific to QuantLib.  I raised a support request, I'll let
you know if I hear anything.

Regards,
Eric

---------- Forwarded message ----------
From: SourceForge.net <no...@so...>
Date: May 29, 2007 2:48 PM
Subject: [ alexandria-Support Requests-1727464 ] ssh not working
To: no...@so...


Support Requests item #1727464, was opened at 2007-05-29 14:48
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=200001&aid=1727464&group_id=1

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: Project Shell Services
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Eric Ehlers (ericehlers)
Assigned to: Nobody/Anonymous (nobody)
Summary: ssh not working

Initial Comment:
Hello

Since midday 29 May 2007 members of our project (quantlib) have been
unable to access SourceForge via ssh:

$ ssh eri...@sh...
ssh: connect to host shell.sourceforge.net port 22: Connection refused
$ ssh -l ericehlers quantlib.org
ssh: connect to host quantlib.org port 22: Connection refused

We'd be grateful for your assistance in resolving the problem.

Regards,
Eric

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

You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=200001&aid=1727464&group_id=1

[Quantlib-dev] Sourceforge SSH login

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

Hi all,
	is anybody able to login to shell.sourceforge.net via SSH? The site
status says it's online, but it's refusing my connections since
yesterday night.

Thanks,
	Luigi


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

Matz's Law: 
A conclusion is the place where you got tired of thinking. 

Re: [Quantlib-dev] optimizers

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

I will simplify for sake of clarity, but since we've adopted the BSD
license, nothing but BSD license is compatible with QuantLib. Anything
else would restrict the user freedom.

ciao -- Nando

PS I'm fully aware of GPL being free and being even more effective in
preserving freedom, but let's reserve this issue for another thread
;-)

On 5/28/07, Luigi Ballabio <lui...@gm...> wrote:
>
> On May 28, 2007, at 6:54 PM, Bianchetti Marco wrote:
> >> Though, I'm not absolutely sure that the terms of use are compatible
> >> with those of QL.
> >
> > They look ok, any comment ?
> >
> > --- from http://www.alglib.net/copyrules.php ---
> > 13. When using any kind of the Source Codes, the link to ALGLIB
> > Project is regarded as obligatory. In particular, when distributing
> > the software programs, which use Source Codes, through the Internet,
> > it is obligatory to use the hyperlink to the www.alglib.net at each
> > page of the website, which distributes the software programs.
>
> This looks problematic, especially since the QuantLib download page is
> provided by Sourceforge without any way for us to provide such link.
> Also a bit worrying is:
>
> > 4.  The requirements, set out in this Document, may be altered at any
> > time, without any provisional notification. The visitor shall agree
> > either to act in compliance with the altered requirements, or withdraw
> > from using the data, obtained within the framework of ALGLIB Project.
>
> Later,
>         Luigi
>
>
>
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[Quantlib-dev] SourceForge ssh down?

[eric e. <eri...@gm...>]

Hi All,

Are you able to access SourceForge via ssh?

Since midday yesterday I've been trying without success:

    $ ssh -l ericehlers quantlib.org
    ssh: connect to host quantlib.org port 22: Connection refused

The last time I attempted that command was a week or two ago and it worked OK.

Thanks,
Eric