quantlib-dev — Discussion of QuantLib development

RE: [Quantlib-dev] Unresolved Externals

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

At 12:26 PM 7/2/03 +0200, Andre Louw wrote:
>I did a CVS update of both projects directly after each other, so I would
>assume I have the latest source.
>
>I'm still worried that I might have an old version of something lying around
>- please confirm that deleting all QuantLib.so*, _QuantLib.so, QuantLib.py,
>QuantLib.pyc files should do the trick?

It should. Maybe a
$ locate QuantLib | grep /usr
would round up some more suspects... also, when you've located your 
(hopefully unique) libQuantLib.so,
$ nm /usr/local/lib/libQuantLib.so | grep blackVarianceImpl
(or wherever it's installed if not /usr/local/lib) should tell you whether 
the missing external is actually defined.

Later,
         Luigi

RE: [Quantlib-dev] Unresolved Externals

[Andre L. <An...@de...>]

> >I have now done the following:
> >
> >         1) "make clean" on QuantLib
> >         2) "python setup.py clean" on QuantLib-SWIG/Python
> >         3) rm -rf `locate QuantLib.so` - this also removed 
> "_QuantLib.so"
> >         4) rm -rf `locate QuantLib.py`
> >
> >         5) "make install" on QuantLib
> >         6) "python setup.py wrap & install" on QuantLib-SWIG/Python
> >
> >alas, I still get the same unresolved:
> >
> > >> ImportError: 
> /usr/lib/python2.2/site-packages/QuantLib/_QuantLib.so:
> >undefined symbol:
> > >> 
> _ZNK8QuantLib28BlackVolatilityTermStructure17blackVarianceImplEddb
> >
> >Any other suggestions?
> 
> Were QuantLib and QuantLib-SWIG both the latest version from CVS?
> 

Luigi,

I did a CVS update of both projects directly after each other, so I would
assume I have the latest source.

I'm still worried that I might have an old version of something lying around
- please confirm that deleting all QuantLib.so*, _QuantLib.so, QuantLib.py,
QuantLib.pyc files should do the trick?

Andre

Re: [Quantlib-dev] Unresolved Externals

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

At 11:36 AM 7/2/03 +0200, Andre Louw wrote:
>I have now done the following:
>
>         1) "make clean" on QuantLib
>         2) "python setup.py clean" on QuantLib-SWIG/Python
>         3) rm -rf `locate QuantLib.so` - this also removed "_QuantLib.so"
>         4) rm -rf `locate QuantLib.py`
>
>         5) "make install" on QuantLib
>         6) "python setup.py wrap & install" on QuantLib-SWIG/Python
>
>alas, I still get the same unresolved:
>
> >> ImportError: /usr/lib/python2.2/site-packages/QuantLib/_QuantLib.so:
>undefined symbol:
> >> _ZNK8QuantLib28BlackVolatilityTermStructure17blackVarianceImplEddb
>
>Any other suggestions?

Were QuantLib and QuantLib-SWIG both the latest version from CVS?

Later,
         Luigi

[Quantlib-dev] Unresolved Externals

[Andre L. <An...@de...>]

Hi,

I have now done the following:

	1) "make clean" on QuantLib
	2) "python setup.py clean" on QuantLib-SWIG/Python
	3) rm -rf `locate QuantLib.so` - this also removed "_QuantLib.so"
	4) rm -rf `locate QuantLib.py`

	5) "make install" on QuantLib
	6) "python setup.py wrap & install" on QuantLib-SWIG/Python

alas, I still get the same unresolved:

>> ImportError: /usr/lib/python2.2/site-packages/QuantLib/_QuantLib.so:
undefined symbol: 
>> _ZNK8QuantLib28BlackVolatilityTermStructure17blackVarianceImplEddb

Any other suggestions?

Andre

Re: [Quantlib-dev] Unresolved external

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

At 12:38 PM 7/1/03 +0200, Andre Louw wrote:
>Under RedHat I'm getting the following error as soon as I import QuantLib
>using python:
>
> >> ImportError: /usr/lib/python2.2/site-packages/QuantLib/_QuantLib.so:
>undefined symbol:
> >> _ZNK8QuantLib28BlackVolatilityTermStructure17blackVarianceImplEddb
>
>This does not occur when running one of the examples.
>
>I did a CVS update, but nothing has been updated since my last checkout. Any
>suggestions, fixes?

Maybe the QuantLib-Python module got out of synch with the C++ library on 
your machine? May you try and rebuild it? ("it" being the Python module)
Or maybe you ended up with multiple versions lying around? May you try a 
"locate QuantLib.py" to check it?

Later,
         Luigi

[Quantlib-dev] Unresolved external

[Andre L. <An...@de...>]

Hi,

Under RedHat I'm getting the following error as soon as I import QuantLib
using python:

>> ImportError: /usr/lib/python2.2/site-packages/QuantLib/_QuantLib.so:
undefined symbol:
>> _ZNK8QuantLib28BlackVolatilityTermStructure17blackVarianceImplEddb

This does not occur when running one of the examples.

I did a CVS update, but nothing has been updated since my last checkout. Any
suggestions, fixes?

Thanx

Andre

[Quantlib-dev] Spam filtering for @quantlib.org

[Jens T. <Je...@Th...>]

Hi all,

messages through your quantlib email address are now send through spam
filters and an email sanitizer. An email sent to me from Yahoo with the
subject "ADV: Buy this and make $$$ fast" results in these headers added to
the email:

  X-Spam-Flag: YES
  X-Spam-Level: *****

You can use your email client to filter eg. on 

  X-Spam-Flag: YES

which gets set with a spam score of 5 points. You can adjust this to eg. 3
points by triggering on

  X-Spam-Level: ***


Should you have any problems with this ask here or contact me directly.


Jens.

[Quantlib-dev] [ quantlib-Bugs-759518 ] wrong/no longer active doc. link for needed add-in

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

Bugs item #759518, was opened at 2003-06-23 15:21
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=759518&group_id=12740

Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: wrong/no longer active doc. link for needed add-in

Initial Comment:
To create LaTex documentation one is directed to get:

LaTeX Fancy Header 
(http://toocool.calpoly.edu/latex/fancy_header.html)

that link does not seem to work.

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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=112740&aid=759518&group_id=12740

Re: [Quantlib-dev] Configure

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

At 01:04 PM 6/13/03 +0200, Andre Louw wrote:
>Running autoconf version 2.57 on configure.ac gives the following error:
>
>"configure.ac:29: error: possibly undefined macro: AC_PROG_LIBTOOL"
>
>Solution please?

Andre,
         assuming you have reasonably recent automake and libtool, try:

autoreconf --force --install

(I never remember whether I should run first autoconf, automake, aclocal... 
but somehow, autoreconf seems to know)

Let me know if this works.

Later,
         Luigi

[Quantlib-dev] Configure

[Andre L. <An...@de...>]

Hi,

Running autoconf version 2.57 on configure.ac gives the following error:

"configure.ac:29: error: possibly undefined macro: AC_PROG_LIBTOOL"

Solution please?

Thanx
Andre


 
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[Quantlib-dev] Preparing for 0.3.2

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

Hi all,
	a few tarballs are available at http://quantlib.org/gm/ for you to play 
with. Should any problems appear, fixes can be made on cvs on the branch 
tagged "R000302f0-branch". Ditto for updating changelogs, todos and such.

Bye,
	Luigi

[Quantlib-dev] Using Intel compiler with QuantLib

[Marco M. <Mar...@ri...>]

Hi,
using the Intel compiler with Visual Studio to build QuantLib on my machine I
modified the QuantLib.dsp and added the configuration

"QuantLib - Win32 Intel OnTheEdgeRelease"

Since somebody else could be interested in the Intel compiler I decided to
commit my QuantLib.dsp on the CVS.

Marco Marchioro

Re: [Quantlib-dev] Problem with random seed

[<enr...@ri...>]

for ql-users subscribers: this is a follow-up to a discussion going on
on ql-dev... It could be of broader interest so nando suggested to
switch. here we go:

>>>>> "Nando" == Ferdinando Ametrano <fer...@am...> writes:

    Nando> Hi Enrico
    >> The Mersenne-Twister inventors released a mersenne-twister
    >> variant suitable for parallel montecarlo applications, anyway
    >> its code is GPL so, unfortunately, impossible to include in
    >> QL. I can't remember the authors' site URL (again, a google
    >> search should lead you there).
    Nando> are you sure? I've just checked
    Nando> http://www.math.keio.ac.jp/matumoto/emt.html and since
    Nando> april 2001 the code of MT is licensed under BSD. Besides I
    Nando> miss the variant for parallel Monte Carlo. Any direction is
    Nando> appreciated

Yes, MT is BSD, but their dynamic creation code is LGPL. Please see
the content of the package at

http://www.math.h.kyoto-u.ac.jp/~matumoto/RAND/DC/dc.html

    Nando> PS this thread started here on quantlib-dev and it might be
    Nando> too late to switch to quantlib-users. anyway whenever
    Nando> possible I would appreciate if such discussion would happen
    Nando> on quantlib-users since i do trust a larger audience could
    Nando> contribute useful suggestions. Let's keep quantlib-dev as
    Nando> back-channel for discussion we don't want to be public, as
    Nando> confessing ignorance or difficulties with stochastic
    Nando> calculus ;-)

ok, this isn't related to stochastic calculus so i think i can
crosspost ;-)

ciao ciao
enrico

-- 
Enrico Sirola <enr...@ri...>
gpg public key available from www.keyserver.net, Key ID 0x377FE07F
Key fingerprint = B446 7332 ED55 BC68 5FE8  DE0F 98DF EC86 377F E07F

Re: [Quantlib-dev] Why I hate CVS tags

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

>>I was way more sensitive on the quantlib.hpp inclusion in the test suite, 
>>since to include quantlib.hpp is what is suggested to end user, and that 
>>should be tested in my opinion.
>
>Ok, write a test case for that :) I'm not sure I understand what it would 
>be supposed to test, though (that quantlib.hpp exists? That the files it 
>includes exist?)
It should be tested that quantlib.hpp includes all (necessary) QuantLib 
headers, and that the inclusion order does work. Minor issues, I agree, if 
compared to the compile time implication


------------
ciao -- Nando

Re: [Quantlib-dev] Why I hate CVS tags

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

At 10:38 AM 5/16/03 +0200, Ferdinando Ametrano wrote:
>That said I think the $Id$ tag is worth the extra compile time, but since 
>I try to be pragmatic too I won't even argue with you on the subject, 
>knowing I would lose ;-)
>Let's say that I can live without CVS tags.

But you *won't* be living without tags! It's not like you don't get them if 
you don't put the thing into the file! (wow, I just wrote a triple 
negative) Ever tried doing "cvs status" on a file? You're even using 
WinCVS---it shows you the tags right there in the directory listing...

>I was way more sensitive on the quantlib.hpp inclusion in the test suite, 
>since to include quantlib.hpp is what is suggested to end user, and that 
>should be tested in my opinion.

Ok, write a test case for that :) I'm not sure I understand what it would 
be supposed to test, though (that quantlib.hpp exists? That the files it 
includes exist?)

>But you didn't asked my opinion on that ;-)

Ouch...

Later,
         Luigi

Re: [Quantlib-dev] Why I hate CVS tags

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

At 05:34 PM 5/15/2003 +0200, Luigi Ballabio wrote:
>         annoyed as I am, I'll try and be pragmatic. So, let's compare 
> figures:
>[...]
>In my case, a/b << 1. Big time.
that a/b ratio is relevant only to those actively contributing to the CVS, 
that is you and me. a/b << 1 for me too.

That said I think the $Id$ tag is worth the extra compile time, but since I 
try to be pragmatic too I won't even argue with you on the subject, knowing 
I would lose ;-)
Let's say that I can live without CVS tags.

I was way more sensitive on the quantlib.hpp inclusion in the test suite, 
since to include quantlib.hpp is what is suggested to end user, and that 
should be tested in my opinion. But you didn't asked my opinion on that ;-)


------------
ciao -- Nando

[Quantlib-dev] Why I hate CVS tags

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

Hi all,
	annoyed as I am, I'll try and be pragmatic. So, let's compare figures:

a) How often did you actually look at the $Id$ cvs tag inside a source
    file? And how much time did you save by not doing "cvs status" instead?

b) How often having cvs tags into a file caused it to be touched upon
    committing it, thus tricking the makefile or the IDE into recompiling
    it again next time? (the file, and all dependent files, and all the
    examples and part of the test-suite...)
    How much time have you lost this way?

In my case, a/b << 1. Big time. So I say, down with $Id$ tags and stuff!
(hear, hear!) Let's remove the suckers, recompile the whole thing for the 
last unneeded time, drink and be merry! (hear, hear!)

Thoughts?

Bye,
	Luigi

Re: [Quantlib-dev] Problem with random seed

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

Hi Enrico

>The Mersenne-Twister inventors released a mersenne-twister variant
>suitable for parallel montecarlo applications, anyway its code is GPL
>so, unfortunately, impossible to include in QL. I can't remember the
>authors' site URL (again, a google search should lead you there).
are you sure? I've just checked 
http://www.math.keio.ac.jp/matumoto/emt.html and since april 2001 the code 
of MT is licensed under BSD. Besides I miss the variant for parallel Monte 
Carlo. Any direction is appreciated


------------
ciao -- Nando

PS this thread started here on quantlib-dev and it might be too late to 
switch to quantlib-users. anyway whenever possible I would appreciate if 
such discussion would happen on quantlib-users since i do trust a larger 
audience could contribute useful suggestions. Let's keep quantlib-dev as 
back-channel for discussion we don't want to be public, as confessing 
ignorance or difficulties with stochastic calculus ;-)

Re: [Quantlib-dev] Problem with random seed

[<enr...@ri...>]

>>>>> "Gigi" == Luigi Ballabio <lui...@fa...> writes:

    >> - use high-resolution performance counters
    >> (QueryPerformanceCounter) - use GUIDs (eg. CoCreateGuid) to get
    >> some 128 unique bits - use a master RNG to deliver seeds (use a
    >> different alg. here) - get a seed only once, and reseed with
    >> (++seed)

    Gigi> Another quick one:

    Gigi> - Use a global RNG, instead of creating one each time you
    Gigi> call MonteCarloPath.  Write another function to reinitialize
    Gigi> it with a given seed if one wants to do so.

    Gigi> This would also make your simulations more akin to what's
    Gigi> usually done---i.e., create a RNG, and make paths by using
    Gigi> successive draws from that one RNG. I don't think there's
    Gigi> many people around reinitializing the generator for each
    Gigi> path.

The problem of using different independent RNG is typical in parallel
montecarlo applications, and using two different RNG algorithms (one
for generating seeds and one for generating paths) is a known
solution. One known approach is the "Lagged Fibonacci" method (try a
search with google and you'll find some implementations), anyway you
don't get generators with a huge period (I think something like 10E4 -
10E5) for the paths. 
On the other side, using only one generator for generating all the
paths could not scale in the number of paths, anyway you could use a
very high period RNG (the mersenne-twister, which have a huge
period would probably fit financial applications needs).

The Mersenne-Twister inventors released a mersenne-twister variant
suitable for parallel montecarlo applications, anyway its code is GPL
so, unfortunately, impossible to include in QL. I can't remember the
authors' site URL (again, a google search should lead you there).

I hope this helps,
Enrico

-- 
Enrico Sirola <enr...@ri...>
"Random generators should noy be chosen at random" - D. Knuth

RE: [Quantlib-dev] Problem with random seed

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

At 12:21 AM 5/15/03 +0200, Jens Thiel wrote:
>Some quick ideas here:
>
>- use high-resolution performance counters (QueryPerformanceCounter)
>- use GUIDs (eg. CoCreateGuid) to get some 128 unique bits
>- use a master RNG to deliver seeds (use a different alg. here)
>- get a seed only once, and reseed with (++seed)

Another quick one:

- Use a global RNG, instead of creating one each time you call MonteCarloPath.
   Write another function to reinitialize it with a given seed if one wants to
   do so.

This would also make your simulations more akin to what's usually 
done---i.e., create a RNG, and make paths by using successive draws from 
that one RNG. I don't think there's many people around reinitializing the 
generator for each path.

Bye,
         Luigi

RE: [Quantlib-dev] Problem with random seed

[Jens T. <Je...@Th...>]

Hi,

Some quick ideas here:

- use high-resolution performance counters (QueryPerformanceCounter)
- use GUIDs (eg. CoCreateGuid) to get some 128 unique bits
- use a master RNG to deliver seeds (use a different alg. here)
- get a seed only once, and reseed with (++seed)

The last one may be the most portable and efficient...

Jens.

-----Original Message-----
From: qua...@li...
[mailto:qua...@li...] On Behalf Of Niels =
Elken
S=F8nderby
Sent: Wednesday, May 14, 2003 10:49 PM
To: QuantLib-dev
Subject: [Quantlib-dev] Problem with random seed


Hi again

There is a small problem with the random number generator. When a Rng is
constructed, it initialises the generator with a seed based on the =
current
time. However, (at least in VC++) the resolution of the timer is only =
one
second. This means that the same sequence of random numbers will be
generated.

Normally, this is not a problem, as e.g. the PathGenerator next() method
will not be reseeded with the same seed. But the problems shows, when
PathGenerator is called repeatedly from an external program.

My particular program is in the QuantLibMma extension, where the =
following
code will give 5 identical paths.

model =3D BlackScholesModel[100, 0.10, 0.01, 0.15];
Table[MonteCarloPath[model, 1, 20], {5}]

Does anyone know how to solve this problem? Is there a seed with a =
higher
resolution the QL_TIME?

Cheers... Niels






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Quantlib-dev mailing list
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[Quantlib-dev] Problem with random seed

[<ni...@bi...>]

Hi again

There is a small problem with the random number generator. When a Rng is
constructed, it initialises the generator with a seed based on the current
time. However, (at least in VC++) the resolution of the timer is only one
second. This means that the same sequence of random numbers will be
generated.

Normally, this is not a problem, as e.g. the PathGenerator next() method
will not be reseeded with the same seed. But the problems shows, when
PathGenerator is called repeatedly from an external program.

My particular program is in the QuantLibMma extension, where the following
code will give 5 identical paths.

model = BlackScholesModel[100, 0.10, 0.01, 0.15];
Table[MonteCarloPath[model, 1, 20], {5}]

Does anyone know how to solve this problem? Is there a seed with a higher
resolution the QL_TIME?

Cheers... Niels

[Quantlib-dev] QuantLibMma license

[<ni...@bi...>]

Hi Ferdinando

> I missed the announcement. Was it my fault, or it just wasn't distribute?
It wasn't distributed in the first try. I had used a different e-mail, and
was
rejected because of "Post by non-member to a members-only list". Should
be fixed now.

> #if QL_HEX_VERSION < 0x000302a1
I should definitely add this check together with an instruction on the web
page, so people trying to compile don't get ugly surprises.

> Since you adopted the QuantLib licence I would propose you to put
> QuantLibMma into a new module of the general QuantLib CVS repository at
If the project develops to a bit more than the present "proof-of-concept"
stage,
I will probably do this. Also if someone wants to contribute significant
amounts
of code, this will probably be the easiest. For now, I'll just let the
SourceSafe/CVS/versioncontrol be my local harddrive. (Also consider as I'm
only with a modem-connection, making uploads through CVS a bit clumsy.)

Cheers... Niels

----- Original Message -----
From: "Ferdinando Ametrano" <fer...@am...>
To: "Niels Elken Sønderby" <ma...@ni...>
Cc: "QuantLib-dev" <qua...@li...>; "Luigi Ballabio"
<lui...@fa...>
Sent: Wednesday, May 14, 2003 12:28 PM
Subject: Re: QuantLibMma license


> Hi Niels
>
> >as announced on the QuantLib user mailing list, I just released a first
> >limited version of QuantLib for Mathematica.
> I missed the announcement. Was it my fault, or it just wasn't distribute?
>
> >I have simply used the QuantLib license as I prefer a BSD style license.
As
> >a consequence I have copied the text from
> >the QuantLib C++ sources, modified it slightly and used it in my own
> >.m-files and .cpp-files. This text includes your e-mail-address.
> >I would like to ask you to have a look at this text, and also the
> >License.txt and tell me if everything is fine with you.
> Ok, you can also substitute my address with yours
>
> >Obviously, also any suggestions for improvements concerning the license
or
> >the QuantLibMma package in general will be highly appreciated.
> On a medium/long term strategy I think that QuantLibMma maintainance could
> be demanding, especially if you don't synch it with the current Quantlib
> CVS code.
> Which version of QuantLib have you used for QuantLibMma?
> I suggest you add a check somewhere in the main header file as in:
> #if QL_HEX_VERSION < 0x000302a1
>      #error using an old version of QuantLib, please update
> #endif
>
> Since you adopted the QuantLib licence I would propose you to put
> QuantLibMma into a new module of the general QuantLib CVS repository at
> (quantlib.org) SourceForge: this would allow everybody to follow any
> intermediate development between QuantLibMma releases.
> QuantLib-Python, QuantLib-Ruby, etc are also there at SourceForge.
> Should you go with (quantlib.org) SourceForge you could just use the
> verbatim text of the QuantLib license
>
> I will also add you email address to the quantlib-dev mailing list (in CC
> here): it is a message for back-channel communication between the most
> active QuantLib developers
>
> As for the packaging I cannot comment, since I'm not a Mathematica user.
>
> Anyone has additional/different suggestions/comments? Luigi?
>
> ------------
> ciao -- Nando
>

[Quantlib-dev] Problem with random seed

[<ma...@ni...>]

Hi again

There is a small problem with the random number generator. When a Rng is
constructed, it initialises the generator with a seed based on the current
time. However, (at least in VC++) the resolution of the timer is only one
second. This means that the same sequence of random numbers will be
generated.

Normally, this is not a problem, as e.g. the PathGenerator next() method
will not be reseeded with the same seed. But the problems shows, when
PathGenerator is called repeatedly from an external program.

My particular program is in the QuantLibMma extension, where the following
code will give 5 identical paths.

model = BlackScholesModel[100, 0.10, 0.01, 0.15];
Table[MonteCarloPath[model, 1, 20], {5}]

Does anyone know how to solve this problem? Is there a seed with a higher
resolution the QL_TIME?

Cheers... Niels

[Quantlib-dev] Re: QuantLibMma license

[<ma...@ni...>]

> I missed the announcement. Was it my fault, or it just wasn't distribute?
It wasn't distributed in the first try. I had used a different e-mail, and
was
rejected because of "Post by non-member to a members-only list". Should
be fixed now.

> #if QL_HEX_VERSION < 0x000302a1
I should definitely add this check together with an instruction on the web
page, so people trying to compile don't get ugly surprises.

> Since you adopted the QuantLib licence I would propose you to put
> QuantLibMma into a new module of the general QuantLib CVS repository at
If the project develops to a bit more than the present "proof-of-concept"
stage,
I will probably do this. Also if someone wants to contribute significant
amounts
of code, this will probably be the easiest. For now, I'll just let the
SourceSafe/CVS/versioncontrol be my local harddrive. (Also consider as I'm
only with a modem-connection, making uploads through CVS a bit clumsy.)

Cheers... Niels

----- Original Message -----
From: "Ferdinando Ametrano" <fer...@am...>
To: "Niels Elken Sønderby" <ma...@ni...>
Cc: "QuantLib-dev" <qua...@li...>; "Luigi Ballabio"
<lui...@fa...>
Sent: Wednesday, May 14, 2003 12:28 PM
Subject: Re: QuantLibMma license


> Hi Niels
>
> >as announced on the QuantLib user mailing list, I just released a first
> >limited version of QuantLib for Mathematica.
> I missed the announcement. Was it my fault, or it just wasn't distribute?
>
> >I have simply used the QuantLib license as I prefer a BSD style license.
As
> >a consequence I have copied the text from
> >the QuantLib C++ sources, modified it slightly and used it in my own
> >.m-files and .cpp-files. This text includes your e-mail-address.
> >I would like to ask you to have a look at this text, and also the
> >License.txt and tell me if everything is fine with you.
> Ok, you can also substitute my address with yours
>
> >Obviously, also any suggestions for improvements concerning the license
or
> >the QuantLibMma package in general will be highly appreciated.
> On a medium/long term strategy I think that QuantLibMma maintainance could
> be demanding, especially if you don't synch it with the current Quantlib
> CVS code.
> Which version of QuantLib have you used for QuantLibMma?
> I suggest you add a check somewhere in the main header file as in:
> #if QL_HEX_VERSION < 0x000302a1
>      #error using an old version of QuantLib, please update
> #endif
>
> Since you adopted the QuantLib licence I would propose you to put
> QuantLibMma into a new module of the general QuantLib CVS repository at
> (quantlib.org) SourceForge: this would allow everybody to follow any
> intermediate development between QuantLibMma releases.
> QuantLib-Python, QuantLib-Ruby, etc are also there at SourceForge.
> Should you go with (quantlib.org) SourceForge you could just use the
> verbatim text of the QuantLib license
>
> I will also add you email address to the quantlib-dev mailing list (in CC
> here): it is a message for back-channel communication between the most
> active QuantLib developers
>
> As for the packaging I cannot comment, since I'm not a Mathematica user.
>
> Anyone has additional/different suggestions/comments? Luigi?
>
> ------------
> ciao -- Nando
>