quantlib-dev Mailing List for QuantLib (Page 224)

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On 2004.03.24 21:10, Dirk Eddelbuettel wrote:
> > 	final tarballs for the 0.3.5 release are available.
> 
> And we'll label them 0.3.5, right?

Right. They're the real thing.

Later,
	Luigi

>
> 	final tarballs for the 0.3.5 release are available at the address 
> <http://quantlib.org/gm>. Thanks to all who contributed to the library 
> since last release.
>
Both the main library and the python wrapper compile and test fine 
under fink.  Those are the only two I have make packages for at the 
moment.  Thanks for the great work.

Mark.

Liguo Song wrote:

> Hi, Luigi,
>
> All the tarballs compiled successfully on my box, except the Guild and 
> the MzScheme tarballs. There has been no work to compile them into 
> RPM's. There 

It should be Guile, not Guild. :)

Liguo

Hi, Luigi,

All the tarballs compiled successfully on my box, except the Guild and 
the MzScheme tarballs. There has been no work to compile them into 
RPM's. There seem to be no interest to urge me to do it. :)

Let me know if anyone has problem compiling them. I will compile the RPM 
packages as soon as the tarballs are finalized. (Is it already?)

Thanks for the wonderful job.

Liguo

 Ballabio wrote:

>
> Hi all,
>     final tarballs for the 0.3.5 release are available at the  address 
> <http://quantlib.org/gm>. Thanks to all who contributed to the  
> library since last release.
>
> Dirk, Liguo, and Mark (welcome aboard): you can work your magic. As  
> usual, packages should be build from these tarballs rather than cvs.
>
> Later,
>     Luigi
>
>
> -------------------------------------------------------
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> _______________________________________________
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On Wed, Mar 24, 2004 at 04:48:36PM +0100, Luigi Ballabio wrote:
> 
> Hi all,
> 	final tarballs for the 0.3.5 release are available at the  
> address <http://quantlib.org/gm>. Thanks to all who contributed to the  
> library since last release.
> 
> Dirk, Liguo, and Mark (welcome aboard): you can work your magic. As  
> usual, packages should be build from these tarballs rather than cvs.

And we'll label them 0.3.5, right?  These tarballs will simply be copied
over and become the release versions, right?

Dirk

-- 
The relationship between the computed price and reality is as yet unknown.  
                                             -- From the pac(8) manual page

>
> ouch! Mark, I beg your pardon: I've subscribed you without 
> introduction. Sorry.

Quite all right.

>
> Well... please join me in welcoming Mark Treiber: he will provide fink 
> packages (http://fink.sourceforge.net/) for QuantLib. Thank you Mark.
>
Since there's a bit of confusion about how fink works I've pasted the 
reply to a question from Luigi below:

> based on some kind of package-definition file? If so, we can put it in 
> the repository so that
> a) running configure inserts the right version number automatically 
> and b) it gets included in the distribution tarball, so that it is 
> ready for you to use. (I already do the same for the RPM definition 
> file.)

Well the package-definition file really is the fink package itself.  
The power with fink is that it not only handles the compilation and 
creation of .debs, it also handles downloading, verifying md5 
checksums, patching and configuring.  The .debs in fink are really only 
meant to manage files locally instead of for distribution.  It many 
ways it more like gentoo than debian.  Except that its more like debian 
when it comes to handling the different packages.  Just like debian has 
stable and unstable trees, fink has the same trees (there are also 
separate trees for 10.3 and 10.2, unfortunately I can't test the 
package for the 10.2 tree) and instead of storing .debs in the trees, 
the fink .info files are stored in the trees.

I've update the .info file that I'm using for QuantLib right now but I 
have to wait until its finally released so that the url and md5 of the 
file at sourceforge match what I have listed.

Mark.

Luigi Ballabio wrote:
>Mark (welcome aboard)

ouch! Mark, I beg your pardon: I've subscribed you without introduction. Sorry.

Well... please join me in welcoming Mark Treiber: he will provide fink 
packages (http://fink.sourceforge.net/) for QuantLib. Thank you Mark.

ciao -- Nando 

Hi all,
	final tarballs for the 0.3.5 release are available at the  
address <http://quantlib.org/gm>. Thanks to all who contributed to the  
library since last release.

Dirk, Liguo, and Mark (welcome aboard): you can work your magic. As  
usual, packages should be build from these tarballs rather than cvs.

Later,
	Luigi

On 2004.03.24 15:48, Dirk Eddelbuettel wrote:
> As a follow-up, QuantLib as well as Quantlib-Python and QuantLib-Ruby
> also built flawlessly on all other architectures and, unless I make a  
> new upload before then, it scheduled to move from Debian 'unstable'  
> to 'testing' in a few days.  We don't have a problem with that, do  
> we?

I guess we don't. But then again, you'll make a new upload in a few  
days :)

> Congrats to all for such a smooth pre-release.

Thanks,
	Luigi

On Tue, Mar 16, 2004 at 07:53:47AM -0600, Dirk Eddelbuettel wrote:
> On Tue, Mar 16, 2004 at 10:24:11AM +0100, Luigi Ballabio wrote:
> > 
> > Hi all,
> > 	I just uploaded tentative tarballs for release 0.3.5 into
> > http://quantlib.org/gm/
> > Please play with them if your computer has a few spare cycles.
> > 
> > Dirk and Liguo: the final tarballs will come later, but can you check  
> > that your Debian/RPM thing works correctly?
> 
> It built flawlessly in my pbuilder(8) chroot, and I'll upload it right now
> version 0.3.4.20040316-1 to Debian.

As a follow-up, QuantLib as well as Quantlib-Python and QuantLib-Ruby also
built flawlessly on all other architectures and, unless I make a new upload
before then, it scheduled to move from Debian 'unstable' to 'testing' in a
few days.  We don't have a problem with that, do we?

Congrats to all for such a smooth pre-release.

Dirk

-- 
The relationship between the computed price and reality is as yet unknown.  
                                             -- From the pac(8) manual page

On 2004.03.09 05:19, Andre Louw wrote:
> I have some deferred and compounded swaps, i.e a number of coupons  
> all paying at some common, future date with interest earned on these
> compounded by each following coupon until the payment date.

Andre,
	I'm not sure I follow. Do you have any formulas?

Later,
	Luigi

Here comes the spec file for QuantLib, which removed the wrong building 
requirement. I am not able to check it into the CVS as the CVS tree is 
not setup properly on my box right now. :(

Thanks for Luigi to point it out for me. :)

Let me know if anyone has problem building or installing the rpm package.

Liguo

Luigi Ballabio wrote:

> On 2004.03.16 18:38, Liguo Song wrote:
>
>> Sorry to be less responsive recently. I just finished my Ph.D. 
>> thesis  defense yesterday. :)
>
>
> Great! How did it go? What was the subject?
>
>
>> I am testing the RPM packaging now. The requirement for automake, 
>> and  doxygen now requires me to upgrade these packages. I will let 
>> you  guys know when I get it through.
>
>
> Automake? You shouldn't need it to build from the distribution...
>
> Later,
>     Luigi
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
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> _______________________________________________
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On 2004.03.16 18:38, Liguo Song wrote:
> Sorry to be less responsive recently. I just finished my Ph.D. thesis  
> defense yesterday. :)

Great! How did it go? What was the subject?

> I am testing the RPM packaging now. The requirement for automake, and  
> doxygen now requires me to upgrade these packages. I will let you  
> guys know when I get it through.

Automake? You shouldn't need it to build from the distribution...

Later,
	Luigi

Hi, guys,

Sorry to be less responsive recently. I just finished my Ph.D. thesis 
defense yesterday. :)

I am testing the RPM packaging now. The requirement for automake, and 
doxygen now requires me to upgrade these packages. I will let you guys 
know when I get it through.

Later.

Liguo

Luigi Ballabio wrote:

>
> Hi all,
>     I just uploaded tentative tarballs for release 0.3.5 into
> http://quantlib.org/gm/
> Please play with them if your computer has a few spare cycles.
>
> Dirk and Liguo: the final tarballs will come later, but can you check  
> that your Debian/RPM thing works correctly?
>
> Thanks,
>     Luigi
>
>
> -------------------------------------------------------
> This SF.Net email is sponsored by: IBM Linux Tutorials
> Free Linux tutorial presented by Daniel Robbins, President and CEO of
> GenToo technologies. Learn everything from fundamentals to system
> administration.http://ads.osdn.com/?ad_id=1470&alloc_id=3638&op=click
> _______________________________________________
> Quantlib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev

On Tue, Mar 16, 2004 at 10:24:11AM +0100, Luigi Ballabio wrote:
> 
> Hi all,
> 	I just uploaded tentative tarballs for release 0.3.5 into
> http://quantlib.org/gm/
> Please play with them if your computer has a few spare cycles.
> 
> Dirk and Liguo: the final tarballs will come later, but can you check  
> that your Debian/RPM thing works correctly?

It built flawlessly in my pbuilder(8) chroot, and I'll upload it right now
version 0.3.4.20040316-1 to Debian.

Dirk

-- 
The relationship between the computed price and reality is as yet unknown.  
                                             -- From the pac(8) manual page

Hi all,
	I just uploaded tentative tarballs for release 0.3.5 into
http://quantlib.org/gm/
Please play with them if your computer has a few spare cycles.

Dirk and Liguo: the final tarballs will come later, but can you check  
that your Debian/RPM thing works correctly?

Thanks,
	Luigi

Bugs item #887769, was opened at 2004-01-30 19:35
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=887769&group_id=12740

Category: None
Group: None
>Status: Closed
>Resolution: Fixed
Priority: 5
Submitted By: Daniele De Francesco (qq7te)
Assigned to: Nobody/Anonymous (nobody)
Summary: Wrong documentation for NewYork calendar

Initial Comment:
I don&#039;t know how big of a deal it is, but I was quite
surprised to find out that although the documentation
states that Veteran&#039;s Day is considered a holiday in
the New York calendar, that is not true in the code. 

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

>Comment By: Luigi Ballabio (lballabio)
Date: 2004-03-15 11:22

Message:
Logged In: YES 
user_id=75450

Fixed. It will be correct in release 0.3.5.

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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=887769&group_id=12740

Hi Dirk

>Ok, so far CVS neophytes like myself, what is the checkout command for a
>branch? RTFmanpage suggests 'cvs -r R000305f0-branch checkout' (given a
>suitable CVSROOT definitiont, cvs login, etc pp)  ?   Would that do?

I suggest you to read http://quantlib.org/cvs.html

In short (anonymous checkout):
export CVSROOT=:pserver:ano...@cv...:/cvsroot/quantlib
cvs login
cvs -z3 co -P -r R000305f0-branch QuantLib

In short (developer checkout):
export CVS...@cv...:/cvsroot/quantlib
export CVS_RSH=ssh
cvs -z3 co -P -r R000305f0-branch QuantLib

and you're done

ciao -- Nando

>>>>> "Dirk" == Dirk Eddelbuettel <ed...@de...> writes:

    Dirk> On Thu, Mar 11, 2004 at 03:12:01PM +0100, Luigi Ballabio
    Dirk> wrote:
    >>  Hi all, I just created a CVS branch for release 0.3.5 with tag
    >> "R000305f0-branch".  Bug-fixes to be applied before release
    >> must be committed on this branch. As usual, new code and
    >> features must go on the trunk and will appear in the release
    >> after 0.3.5.

    Dirk> Ok, so far CVS neophytes like myself, what is the checkout
    Dirk> command for a branch? RTFmanpage suggests 'cvs -r
    Dirk> R000305f0-branch checkout' (given a suitable CVSROOT
    Dirk> definitiont, cvs login, etc pp) ?  Would that do?

I'd suggest cvs co -r <tagname>
cvs -r <stuff> makes checked-out files read only
bye,
e.

-- 
Enrico Sirola <enr...@ri...>

On 2004.03.11 16:29, Dirk Eddelbuettel wrote:
> On Thu, Mar 11, 2004 at 03:12:01PM +0100, Luigi Ballabio wrote:
> > 	I just created a CVS branch for release 0.3.5 with tag
> > "R000305f0-branch".  Bug-fixes to be applied before release must be
> > committed on this branch. As usual, new code and features must go
> > on the trunk and will appear in the release after 0.3.5.
> 
> Ok, so far CVS neophytes like myself, what is the checkout command  
> for a branch? RTFmanpage suggests 'cvs -r R000305f0-branch  
> checkout' (given a suitable CVSROOT definitiont, cvs login, etc  
> pp)  ?   Would that do?

Yes, I guess it would do. Once you'll have the module checked out,  
you'll need to run ./boostrap before starting the usual configure  
mantra.

Oh, and the sources will probably change before release, so don't use  
precious final version numbers for your Debian stuff yet :)

Later,
	Luigi

On Thu, Mar 11, 2004 at 03:12:01PM +0100, Luigi Ballabio wrote:
> 
> Hi all,
> 	I just created a CVS branch for release 0.3.5 with tag  
> "R000305f0-branch".  Bug-fixes to be applied before release must be  
> committed on this branch. As usual, new code and features must go on  
> the trunk and will appear in the release after 0.3.5.

Ok, so far CVS neophytes like myself, what is the checkout command for a
branch? RTFmanpage suggests 'cvs -r R000305f0-branch checkout' (given a
suitable CVSROOT definitiont, cvs login, etc pp)  ?   Would that do?

Being a self-professed empiricist I guess I should just try :)

Dirk

-- 
The relationship between the computed price and reality is as yet unknown.  
                                             -- From the pac(8) manual page

Hi all,
	I just created a CVS branch for release 0.3.5 with tag  
"R000305f0-branch".  Bug-fixes to be applied before release must be  
committed on this branch. As usual, new code and features must go on  
the trunk and will appear in the release after 0.3.5.

Later,
	Luigi

Hi,

I have some deferred and compounded swaps, i.e a number of coupons all 
paying at some common, future date with interest earned on these 
compounded by each following coupon until the payment date. 
Do we have a mechanism whereby this can be catered for?

Andre
Hi,

On 2004.03.08 15:00, Andre Louw wrote:
> I have a query on the way parcoupon calculates it's cashflow.
[ snipped ]
>         3) These discount factors are then applied over the original
> unadjusted period (accrualEndDate-accrualStartDate)
> 
> Point 3 raises the concern that, although the discount factor dates
> have been adjusted, the period over which they are applied has not in  
> turn been adjusted to reflect this, does this make sense?
> 
> Am I missing some market convention, or what?

No, just the comment above the ParCoupon definition :)

/*! \warning This class does not perform any date adjustment,
      i.e., the start and end date passed upon construction
      should be already rolled to a business day.
*/

It was a while ago, but I think we decided for delegating the  
adjustment because a) coupon dates come most often from Schedule  
instances, and the latter take care of the adjustment already; and b)  
the coupon would otherwise need a Calendar instance (since in principle  
the calendar for date adjustment could be different than the calendar  
of the index) and we tried to keep it slim instead.

Later,
	Luigi

Luigi,

I have a query on the way parcoupon calculates it's cashflow.

The way I read it:

        1) The start discount factor date is calculated as a) 
accrualStartDate adjusted by the fixing lag and rolled 'Preceding' (= 
fixingDate) and b) fixingDate adjusted by the settlement lag and rolled 
'Following' (= fixingValueDate)
        2) The end discount factor date is as above but using the 
accrualEndDate as the start point
        3) These discount factors are then applied over the original 
unadjusted period (accrualEndDate-accrualStartDate)

Point 3 raises the concern that, although the discount factor dates have 
been adjusted, the period over which they are applied has not in turn been 
adjusted to reflect this, does this make sense?

Am I missing some market convention, or what?

Andre

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quantlib-dev Mailing List for QuantLib (Page 224)

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