quantlib-dev — Discussion of QuantLib development

[Quantlib-dev] [ quantlib-Feature Requests-550253 ] London Calendar changes 2002

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

Feature Requests item #550253, was opened at 2002-04-29 18:40
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

Category: None
Group: None
>Status: Closed
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Ferdinando Ametrano (nando)
Summary: London Calendar changes 2002

Initial Comment:
Change the London Calendar to reflect changes in 
Spring Bank Holiday and day off for 50 years of Queen! 
i.e. Instead of 27 Aug 2002 holiday we have 3 Jun 2002 
followed by an exceptional holiday on 4 Jun 2002.

Great work you guys are doing.

Regards,
Jon Davidson
jd...@mp...

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

Comment By: Ferdinando Ametrano (nando)
Date: 2002-04-30 09:40

Message:
Logged In: YES 
user_id=34616

Jon,

I fixed this in the CVS.
If you want to double check the file is:
http://cvs.sourceforge.net/cgi-
bin/viewcvs.cgi/quantlib/QuantLib/ql/Calendars/london.cpp?
rev=HEAD&content-type=text/vnd.viewcvs-markup

You're now listed in the QuantLib contributors list.
Thank you very much.

ciao -- Nando

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

You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

[Quantlib-dev] [ quantlib-Feature Requests-550253 ] London Calendar changes 2002

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

Feature Requests item #550253, was opened at 2002-04-29 18:40
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

Category: None
Group: None
Status: Open
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Ferdinando Ametrano (nando)
Summary: London Calendar changes 2002

Initial Comment:
Change the London Calendar to reflect changes in 
Spring Bank Holiday and day off for 50 years of Queen! 
i.e. Instead of 27 Aug 2002 holiday we have 3 Jun 2002 
followed by an exceptional holiday on 4 Jun 2002.

Great work you guys are doing.

Regards,
Jon Davidson
jd...@mp...

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

>Comment By: Ferdinando Ametrano (nando)
Date: 2002-04-30 09:40

Message:
Logged In: YES 
user_id=34616

Jon,

I fixed this in the CVS.
If you want to double check the file is:
http://cvs.sourceforge.net/cgi-
bin/viewcvs.cgi/quantlib/QuantLib/ql/Calendars/london.cpp?
rev=HEAD&content-type=text/vnd.viewcvs-markup

You're now listed in the QuantLib contributors list.
Thank you very much.

ciao -- Nando

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

You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

[Quantlib-dev] [ quantlib-Feature Requests-550253 ] London Calendar changes 2002

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

Feature Requests item #550253, was opened at 2002-04-29 18:40
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

Category: None
Group: None
Status: Open
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
>Assigned to: Ferdinando Ametrano (nando)
Summary: London Calendar changes 2002

Initial Comment:
Change the London Calendar to reflect changes in 
Spring Bank Holiday and day off for 50 years of Queen! 
i.e. Instead of 27 Aug 2002 holiday we have 3 Jun 2002 
followed by an exceptional holiday on 4 Jun 2002.

Great work you guys are doing.

Regards,
Jon Davidson
jd...@mp...

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

You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

Re: [Quantlib-dev] Indentation

[Luigi B. <bal...@ma...>]

At 6:58 PM +0200 4/29/02, Andre Louw wrote:
>I need some help. We all have our specific idiosyncrasies, one of mine is
>that I'm hooked on my indentation and general appearance of my source files.

It seems to be a widespread disease here :)

>Unfortunately I'm running into trouble when checking in or out from
>QuantLib's CVS.
>Any file that I worked on that somebody else worked on as well I get
>conflicts, 99% of the time because of
>indentation. Unfortunately this works vice-versa as well.
>I haven't really checked but I'm pretty sure there must be some automated
>way of getting this to work.
>IOW get a common .indent.pro on the CVS server, which all files are
>converted to when checked in,
>and a personal .indent.pro which is used when checking out.

Andre,
	I just checked a fe CVS resources on line. It is possible to 
run a program upon commit and/or update: however, the programs are 
run only after the cvs operation succesfully terminates---one can't 
pipe the cvs incoming/outgoing data through them :(

>Luigi,
>
>I used the indent.pro file you sent me a while ago but I've noticed the
>indent
>option --braces-on-struct-decl-line tends to break c++ files!!!!

Ouch. This is a strange one: shuffling around whitespace shouldn't 
break C++ code...  What exactly happens to the source?

	Luigi

-- 

[Quantlib-dev] Indentation

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

Hi all,

I need some help. We all have our specific idiosyncrasies, one of mine is
that I'm hooked on
my indentation and general appearance of my source files.
Unfortunately I'm running into trouble when checking in or out from
QuantLib's CVS.
Any file that I worked on that somebody else worked on as well I get
conflicts, 99% of the time because of 
indentation. Unfortunately this works vice-versa as well. 
I haven't really checked but I'm pretty sure there must be some automated
way of getting this to work. 
IOW get a common .indent.pro on the CVS server, which all files are
converted to when checked in, 
and a personal .indent.pro which is used when checking out. 

Luigi,

I used the indent.pro file you sent me a while ago but I've noticed the
indent
option --braces-on-struct-decl-line tends to break c++ files!!!!

Any body out there with some experience in this line?

Andre
 
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[Quantlib-dev] [ quantlib-Feature Requests-550253 ] London Calendar changes 2002

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

Feature Requests item #550253, was opened at 2002-04-29 09:40
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

Category: None
Group: None
Status: Open
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: London Calendar changes 2002

Initial Comment:
Change the London Calendar to reflect changes in 
Spring Bank Holiday and day off for 50 years of Queen! 
i.e. Instead of 27 Aug 2002 holiday we have 3 Jun 2002 
followed by an exceptional holiday on 4 Jun 2002.

Great work you guys are doing.

Regards,
Jon Davidson
jd...@mp...

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

You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=362740&aid=550253&group_id=12740

Re: [Quantlib-dev] RE: DiscountCurve

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

At 01:15 PM 4/25/2002 +0200, Andre Louw wrote:
> > I would also like to introduce another change: I would
> > require the user to provide a discount grid starting with the first
>discount
> > equal to 1.00, so that we can assume that the first date is the settlement
>
> > date. I think this would be safer. Here's what I have in mind:
> > [...]
>Agreed, is safer than assuming it matches the input.
done.

ciao -- Nando

[Quantlib-dev] CompoundForward

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

Hi,

I have a bit of a problem with the name compoundforward, essentially it
bootstraps a strip of forwards of some compounding freq to a strip of
discountfactors. These df's it then uses to get back to zeros and
instantaneous forwards, so it seems it is more in the line of a
DiscountStructure?
In fact I have gone as far as inheriting from DiscountStructure and passing
the implementation of zeroYield and forward to it. Haven't checked in yet,
would like to hear yr comments first?

Andre

 
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[Quantlib-dev] RE: DiscountCurve

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

Nando wrote:
> I did a few changes on TermStructures. I also did a few changes to 
> DiscountCurve:
Agree with the changes, thanx.
> In TermStructure zero and forward rates are assumed to be continuous 
> compounded rates: this is probably an error we did in the 
> original design, but unless we fix it everywhere this is the way to go.
Unless I'm missing the boat entirely I don't necesarily think it's an error,

it's more a question of a call that was made. I mean conversions can be made
where
necessary either way, not so? Why fix it if it ain't broke?
> Please let me know if after my patch DiscountCurve still 
> works the way you wanted. I can always roll back my patch if needed.
Works fine.
> I would also like to introduce another change: I would 
> require the user to provide a discount grid starting with the first
discount 
> equal to 1.00, so that we can assume that the first date is the settlement

> date. I think this would be safer. Here's what I have in mind:
> [...]
Agreed, is safer than assuming it matches the input.
 
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Re: [Quantlib-dev] DiscountCurve

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

Hi all

At 09:23 PM 4/24/2002 +0200, Luigi wrote:
>>In TermStructure zero and forward rates are assumed to be continuous 
>>compounded rates: this is probably an error we did in the original 
>>design, but unless we fix it everywhere this is the way to go.
>I agree that the short-time goal is consistency with the present design.
>However, "everywhere" is just PiecewiseFlatForward and the formulas in 
>DiscountCurve and such.
It's more deeper than that. Continuos compounding for zero and 
instantaneous forward rates is assumed in:
ZeroYieldStructure::discountImpl
ZeroYieldStructure::forwardImpl
DiscountStructure::zeroYieldImpl
DiscountStructure::forwardImpl
ForwardRateStructure::discountImpl
ForwardRateStructure::zeroYieldImpl

[btw: I think I spotted a bug in ZeroYieldStructure::forwardImpl: shouldn't 
'r1+t*(r2-r1)/dt' be 'r2+t*(r2-r1)/dt'?  ]

Also should we agree that discrete forwards must have the same compounding 
rule as zeros (see my post to quantlib-users), then tmy proposed 
implementation for TermStructure::forward(Date, Date) assumes continuos 
compounding too

ciao -- Nando

[Quantlib-dev] settlement days

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

Hi all

Luigi wrote:
>>I would also like to introduce another change: I would require the user 
>>to provide a discount grid starting with the first discount equal to 
>>1.00, so that we can assume that the first date is the settlement date. I 
>>think this would be safer.
>I had the same thought when I saw the class, but then I realized that 
>log-linear interpolation already guarantees that the discount at time 0.0 
>is always 1.0.
the main point here is to force the user to declare at which date he wants 
t=0.0, to avoid an implied t=0.0 that doesn't match the input tuple 
{todaysDate, calendar, settlementDays)

>>PS2 I would also remove settlementDays() from the TermStructure 
>>interface. It is not used anywhere in the library and it is misleading 
>>(e.g. it has no relation with the settlement days of the instruments used 
>>to bootstrap the curve).
>>Anyone against this change?
>Not against this change as such. However, either one passes today's date 
>and a number of settlement days or today's date and the settlement date. 
>No, wait a moment. Passing explicitly both today's date and the settlement 
>date could (emphasis on "could") remove the need for passing a calendar to 
>the curve.
>It could also clear up the code in ImpliedTermStructure. Hmm...
>I say go for it.
OK

ciao -- Nando

Re: [Quantlib-dev] DiscountCurve

[Luigi B. <bal...@ma...>]

Hi all,

At 6:56 PM +0200 4/24/02, Ferdinando Ametrano wrote:
>In TermStructure zero and forward rates are assumed to be continuous 
>compounded rates: this is probably an error we did in the original 
>design, but unless we fix it everywhere this is the way to go.

I agree that the short-time goal is consistency with the present design.
However, "everywhere" is just PiecewiseFlatForward and the formulas 
in DiscountCurve and such. I think it's still open for 
discussion---it's release 0.3.0, not 3.0. This was the point of the 
mail I sent this morning: I wanted the people on the list to discuss 
the thing.
Also, I think that the discussion is only on forward rates: as for 
zero yield rates, I think that zeroYield(exerciseDate) must return 
what it does right now for Black-Scholes to work, mustn't it? Or do 
you want to introduce another method called average() or something?


>I would also like to introduce another change: I would require the 
>user to provide a discount grid starting with the first discount 
>equal to 1.00, so that we can assume that the first date is the 
>settlement date. I think this would be safer.

I had the same thought when I saw the class, but then I realized that 
log-linear interpolation already guarantees that the discount at time 
0.0 is always 1.0.


>PS2 I would also remove settlementDays() from the TermStructure 
>interface. It is not used anywhere in the library and it is 
>misleading (e.g. it has no relation with the settlement days of the 
>instruments used to bootstrap the curve).
>Anyone against this change?

Not against this change as such. However, either one passes today's 
date and a number of settlement days or today's date and the 
settlement date. No, wait a moment. Passing explicitly both today's 
date and the settlement date could (emphasis on "could") remove the 
need for passing a calendar to the curve.
It could also clear up the code in ImpliedTermStructure. Hmm...
I say go for it.

Bye,
	Luigi

-- 

[Quantlib-dev] addendum

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

I was wrong with settlementDays(), since ImpliedTermStructure relies on that.
Anyway I would do the little work in ImpliedTermStructure to remove 
settlementDays() nonetheless

ciao -- Nando

[Quantlib-dev] DiscountCurve

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

Hi Andre

I did a few changes on TermStructures. I also did a few changes to 
DiscountCurve:
1) 2 new methods:
            const std::vector<Date>& dates() const;
            const std::vector<Time>& times() const;
2) required sorted dates and decreasing discount factors in the constructor
3) removed forwardImpl and zeroYieldImpl. Now DiscountCurve uses these 
methods as inherited by DiscountStructure

Point 3 is the most important. Taking a look at your implementation of 
forwardImpl and zeroYieldImpl I spotted some inconsistencies with the 
TermStructures interface, mainly the fact that forward(Date, bool) must 
return an annual continuous compounded rate.
In TermStructure zero and forward rates are assumed to be continuous 
compounded rates: this is probably an error we did in the original design, 
but unless we fix it everywhere this is the way to go.

Please let me know if after my patch DiscountCurve still works the way you 
wanted. I can always roll back my patch if needed.

I would also like to introduce another change: I would require the user to 
provide a discount grid starting with the first discount equal to 1.00, so 
that we can assume that the first date is the settlement date. I think this 
would be safer. Here's what I have in mind:
         DiscountCurve::DiscountCurve(const Date & todaysDate,
             const Calendar & calendar, const DayCounter & dayCounter,
             Currency currency, const std::vector < Date > &dates,
             const std::vector < DiscountFactor > &discounts)
         : todaysDate_(todaysDate), settlementDate_(dates_[0]),
           calendar_(calendar), dayCounter_(dayCounter),
           currency_(currency), dates_(dates), discounts_(discounts) {

              QL_REQUIRE(dates.size()>1, "DiscountCurveDiscountCurve :"
                 " too few dates");
              QL_REQUIRE(discounts_[0]==1.0, "DiscountCurveDiscountCurve :"
                 " invalid first discount, not equal to one");
              QL_REQUIRE(todaysDate_<=settlementDate_,
                 "DiscountCurveDiscountCurve :"
                 " today's date greater than settlement date");

              times_.resize(dates.size());
              times_[0]=0.0;

              for(Size i = 1; i < dates.size(); i++) {
                  QL_REQUIRE(dates_[i]>dates_[i-1],
                     "DiscountCurveDiscountCurve : invalid date");
                  QL_REQUIRE(discounts_[i]<=discounts_[i-1],
                     "DiscountCurveDiscountCurve : invalid discount");
                  times_[i] = dayCounter_.yearFraction(settlementDate_,
                     dates_[i]);
              }

             interpolation_ = Handle < DfInterpolation >
                 (new DfInterpolation(times_.begin(), times_.end(),
                 discounts.begin(), true));
       }

I haven't applied this patch because it will change the constructor 
signature, so I will wait for your approval.

thank you for your contribution

ciao -- Nando

PS please note this message is for the quantlib-dev list, not quantlib-users

PS2 I would also remove settlementDays() from the TermStructure interface. 
It is not used anywhere in the library and it is misleading (e.g. it has no 
relation with the settlement days of the instruments used to bootstrap the 
curve).
Anyone against this change?

[Quantlib-dev] 0.3.0 release

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

Hi all

I've created the branch for the 0.3.0 release.
The branch is called R000300f0. Bug fixing and improvements of the 
documentation are welcome on this branch. For general development please 
use the CVS trunk.

I've also uploaded the Win32 files to the "Last Build" page on quantlib.org
I would urge everybody to take a look at the documentation for corrections, 
additions, and general feedback.

In 2 weeks I would like to finalize the 0.3.0 release process.

ciao -- Nando

[Quantlib-dev] [ quantlib-Bugs-545734 ] impliedVolatility when exdivdate==today

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

Bugs item #545734, was opened at 2002-04-18 10:17
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=545734&group_id=12740

Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: impliedVolatility when exdivdate==today

Initial Comment:
FdDividendAmericanOption::impliedVolatility fails, 
printing "out of memory", if the first exdividend date 
is zero, i.e. today.

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

Comment By: Nobody/Anonymous (nobody)
Date: 2002-04-18 10:23

Message:
Logged In: NO 

This is a program that shows the failure. I tried to add it 
as attachment, but that didn't work.

#include <ql/quantlib.hpp>

using namespace QuantLib;
using DayCounters::Actual365;
using QuantLib::Pricers::FdDividendAmericanOption;
using QuantLib::Pricers::FdAmericanOption;


int main(int argc, char* argv[])
{
  try {
    double underlying = 100;
    double strike = 100;      // at the money
    Rate riskFreeRate = 0.0; // 5%
    double volatility = 0.20; // 20%

    Actual365 dayCounter;

    Date today(Day(12), Month(4), Year(2002));
    Date expiration(Day(13), Month(5), Year(2002));

    Time maturity = dayCounter.yearFraction(today, 
expiration);

    std::vector<Time> dividendList;
    dividendList.push_back(2.0);

    double totalDiv = 0.0;
    for (int i=0; i<dividendList.size(); ++i) {
      totalDiv += dividendList[i];
    }
	 
    Spread dividendYield = totalDiv/(underlying*maturity);
       
    Size timeSteps=100, assetSteps = 100;

    FdAmericanOption myAmericanOption(Option::Call, 
underlying, strike,
				      dividendYield, 
riskFreeRate, maturity, volatility,
				      timeSteps, 
assetSteps);

    double myAmericanOptionValue = myAmericanOption.value();

    std::cerr << "maturity=" << maturity
	      << " underlying=" << underlying
	      << " strike=" << strike
	      << " riskFreeRate=" << riskFreeRate
	      << " volatility=" << volatility
	      << " dividendYield=" << dividendYield
	      << " contDiv=" << myAmericanOptionValue
	      << std::endl;

    for (Date exdivdate=expiration; exdivdate>=today; 
exdivdate--) {
      // std::cerr << exdivdate << '\n';
      std::vector<Time> exdivtimeList;
      exdivtimeList.push_back(dayCounter.yearFraction
(today, exdivdate));

      FdDividendAmericanOption myDividendAmericanOption
(Option::Call, underlying, strike,
						
	0.0, riskFreeRate, maturity, volatility,
						
	dividendList, exdivtimeList,
						
	timeSteps, assetSteps);

      double impliedVol = 
myDividendAmericanOption.impliedVolatility
(myAmericanOptionValue);
	
      std::cout << exdivdate << ' ' << 
DoubleFormatter::toString(impliedVol, 6) << std::endl;
    }


    return 0;
  } catch (std::exception& e) {
    std::cout << e.what() << std::endl;
    return 1;
  } catch (...) {
    std::cout << "unknown error" << std::endl;
    return 1;
  }
}


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

You can respond by visiting: 
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[Quantlib-dev] [ quantlib-Bugs-545734 ] impliedVolatility when exdivdate==today

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

Bugs item #545734, was opened at 2002-04-18 10:17
You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=545734&group_id=12740

Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: impliedVolatility when exdivdate==today

Initial Comment:
FdDividendAmericanOption::impliedVolatility fails, 
printing "out of memory", if the first exdividend date 
is zero, i.e. today.

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

You can respond by visiting: 
http://sourceforge.net/tracker/?func=detail&atid=112740&aid=545734&group_id=12740

RE: [Quantlib-dev] CVS problem

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

Nando wrote:
> the first thing to do is to verify you can login at quantlib.org (aka 
> quantlib.sourceforge.net):
> ssh -l andrelouw quantlib.org

I did this, still no luck.
I then checked sourceforge, you need to log into cvs.sourceforge.net as
well.

> Then
> 
> export CVS...@cv...:/cvsroot/quantlib
> export CVS_RSH=ssh
> cvs -z3 co -P QuantLib
> 
> should work
> 

I did this, the cvs update is going now, but it hangs up after checking out
QuantLib/ql/functions/mathf.hpp, ring any bells? I've tried this 3 times
now, each time at the same place!

Any ideas?

Andre
 
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[Quantlib-dev] CVS problem

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

Hi,

I'm trying to connect to CVS via SSH. I get the following error:

setenv CVSROOT and...@cv...:/cvsroot/quantlib
setenv CVS_RSH ssh
cvs -z3 co -P QuantLib
and...@cv...'s password:
Could not chdir to home directory /home/users/a/an/andrelouw: No such file
or directory
/usr/bin/X11/xauth:  error in locking authority file
/home/users/a/an/andrelouw/.Xauthority
cvs [server aborted]: can't chdir(/home/users/a/an/andrelouw): No such file
or directory

Help please!

Andre

 
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[Quantlib-dev] QuantLib bugs on non-i386 platforms

[Dirk E. <ed...@de...>]

forwarded 142200 qua...@li...
forwarded 142430 qua...@li...
forwarded 142431 qua...@li...
tags 142200 + upstream
tags 142430 + upstream
tags 142431 + upstream
quit

Guys

Here are three c++ issues in ql-python and ql-ruby on hppa and ia64. Both
platforms use gcc/g++ 3.0, and both are (IIRC) 64-bit wide.  

You can see the details at 

    http://bugs.debian.org/$NUMBER
eg
    http://bugs.debian.org/142200 

for the first bug and see the full logs of the automated build daemons at

    http://buildd.debian.org/build.php?&pkg=$PACKAGE
eg
    http://buildd.debian.org/build.php?&pkg=quantlib-python

I need help in fixing those and could possibly provide shell access on those
systems to a determined volunteer (Hi Luigi :).

Dirk

-- 
Good judgement comes from experience; experience comes from bad judgement. 
							    -- Fred Brooks

Re: [Quantlib-dev] Indentation?

[Luigi B. <bal...@ma...>]

At 05:43 PM 4/12/02 +0200, Ferdinando Ametrano wrote:
>>So don't start running it in batches :)
>Smile apart you DID know that the paranoid in me was going to run it as 
>periodic batch.

Of course I did.

>The only reason that stopped me so far is how it handle C++ templates. 
>Wasn't indent C-oriented?

It can process C++. It formats templates by putting spaces before and after 
the < and >. It's not very pretty in my opinion, but it doesn't do utterly 
wrong things. So you can be paranoid if you want...

Bye,
         Luigi

Re: [Quantlib-dev] Indentation?

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

>So don't start running it in batches :)
Smile apart you DID know that the paranoid in me was going to run it as 
periodic batch.
You DID notice the frequent ChangeLog update, didn't you ;-)
The only reason that stopped me so far is how it handle C++ templates. 
Wasn't indent C-oriented?

Andre, when/if you have time to find out how to have CVS do the indent job, 
drop us a line.

ciao -- Nando

Re: [Quantlib-dev] Indentation?

[Luigi B. <bal...@ma...>]

At 03:32 PM 4/12/02 +0200, Andre Louw wrote:
>Is there some indent profile available that I can use to
>indent QuantLib stuff that I want to submit to CVS.

Andre: the attached profile should be close enough. But don't bother too much.

Nando: go ahead if you want to put it on the web site, but be aware that 
there are things in our guidelines that indent just won't do AFAIK (e.g., 
you can't put the opening brace of a function definition on the same line 
as its name).
So don't start running it in batches :)

Bye,
         Luigi

[Quantlib-dev] Re: Newbie developer q

[Sadruddin R. <sad...@gm...>]

Hi,

> PS2 Sad: what about your stuff. As soon as they're in I will branch out
0.3.0

Don't worry Nando, I've promised my changes (added documentation + binomial
method applied to stock-option pricing) would be commited by the end of the
week (Sunday).

Have a nice week-end,
Sad

-- 
GMX - Die Kommunikationsplattform im Internet.
http://www.gmx.net

[Quantlib-dev] Indentation?

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

Hi,

My Emacs is setup for 3 spaces indent, plus we use gnu's indent standard on
our other projects. Is there some indent profile available that I can use to
indent QuantLib stuff that I want to submit to CVS. What I thought of doing
was to run indent with my indent.pro after checking out and then running
indent with your indent.pro before checking in again. Sounds like a schlepp,
but what can yu do....

I know there is a way of automating this on the CVS pserver side, but it's
Friday afternoon and I'm tired. Maybe it's allready done, or, we can look at
it some other time?

Andre

 
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