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From: Luigi B. <bal...@ma...> - 2002-04-12 12:51:22
|
At 02:32 PM 4/12/02 +0200, Andre Louw wrote:
>Is there a specific reason why Saturday is regarded as a businessday in
>johannesburg.cpp? We are actually lucky enough to have Saturday off!
Why, you lazy bunch :)
No particular reason except distraction. I've committed the correction.
Oh, and have a nice weekend...
Luigi
|
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From: Andre L. <An...@de...> - 2002-04-12 12:23:45
|
Hi, Is there a specific reason why Saturday is regarded as a businessday in johannesburg.cpp? We are actually lucky enough to have Saturday off! Andre ------------------------------------------------------------------------- This e-mail is intended only for the use of the individual or entity named above and may contain information that is confidential and privileged, proprietary to the company and protected by law. If you are not the intended recipient, you are hereby notified that any dissemination, distribution or copying of this e-mail is strictly prohibited. Opinions, conclusions and other information in this message that do not relate to the official business of our company shall be understood as neither given nor endorsed by it. |
|
From: Ferdinando A. <fer...@am...> - 2002-04-12 11:48:00
|
At 12:29 PM 4/12/02 +0200, Andre Louw wrote: >What's the process now, do I need to post it here first, or can I update CVS >and let you guys check it out? Andre I've subscribed you to the quantlib-dev mailing list. This is a private mailing list for those who actively contribute to the QuantLib development. Welcome aboard ciao -- Nando PS I've tagged the QuantLib and QuantLib-Python trunk with the "Nando" tag, just in case Andre screw up everything ;-) PS2 Sad: what about your stuff. As soon as they're in I will branch out 0.3.0 |
|
From: Ferdinando A. <fer...@am...> - 2002-04-08 14:32:45
|
Hi all Sad told me he will commit this week some more documentation. After that I would release 0.3.0 As many of you know I do not work for RiskMap anymore, but we are arranging a common press release. I attach a preview: feel free to post here (the DEV list) any feedback. ciao -- Nando |
|
From: <no...@so...> - 2002-04-04 22:11:47
|
Bugs item #538118, was opened at 2002-04-01 17:05 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 Category: None Group: None Status: Closed Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: bug in Knuth uniform rnd gen Initial Comment: In function ranf_arr_cycle should be generated 1009 "random" numbers, but used only 100 of them. Knuth puts -1 on 100th place in array to bound output. ---------------------------------------------------------------------- Comment By: Nobody/Anonymous (nobody) Date: 2002-04-04 14:11 Message: Logged In: NO New 2002 thing is related to ranf_start, he improved initialization algorithm. QUALITY thing is discussed in 3rd edition of Seminumerical Algorithms. He says there that it is good to skip chunk of numbers for programs, which require many random numbers simultaneously (Especially MonteCarlo simulation). ---------------------------------------------------------------------- Comment By: Nobody/Anonymous (nobody) Date: 2002-04-04 14:11 Message: Logged In: NO New 2002 thing is related to ranf_start, he improved initialization algorithm. QUALITY thing is discussed in 3rd edition of Seminumerical Algorithms. He says there that it is good to skip chunk of numbers for programs, which require many random numbers simultaneously (Especially MonteCarlo simulation). ---------------------------------------------------------------------- Comment By: Luigi Ballabio (lballabio) Date: 2002-04-03 02:00 Message: Logged In: YES user_id=75450 Maybe the extract 1009, use 100 thing was added by Knuth afterwards? He speaks of it as a 2002 thing. However, it is fixed in CVS now. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 |
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From: <no...@so...> - 2002-04-04 22:11:19
|
Bugs item #538118, was opened at 2002-04-01 17:05 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 Category: None Group: None Status: Closed Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: bug in Knuth uniform rnd gen Initial Comment: In function ranf_arr_cycle should be generated 1009 "random" numbers, but used only 100 of them. Knuth puts -1 on 100th place in array to bound output. ---------------------------------------------------------------------- Comment By: Nobody/Anonymous (nobody) Date: 2002-04-04 14:11 Message: Logged In: NO New 2002 thing is related to ranf_start, he improved initialization algorithm. QUALITY thing is discussed in 3rd edition of Seminumerical Algorithms. He says there that it is good to skip chunk of numbers for programs, which require many random numbers simultaneously (Especially MonteCarlo simulation). ---------------------------------------------------------------------- Comment By: Luigi Ballabio (lballabio) Date: 2002-04-03 02:00 Message: Logged In: YES user_id=75450 Maybe the extract 1009, use 100 thing was added by Knuth afterwards? He speaks of it as a 2002 thing. However, it is fixed in CVS now. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 |
|
From: <no...@so...> - 2002-04-03 10:00:22
|
Bugs item #538118, was opened at 2002-04-02 03:05 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 Category: None Group: None >Status: Closed Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: bug in Knuth uniform rnd gen Initial Comment: In function ranf_arr_cycle should be generated 1009 "random" numbers, but used only 100 of them. Knuth puts -1 on 100th place in array to bound output. ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2002-04-03 12:00 Message: Logged In: YES user_id=75450 Maybe the extract 1009, use 100 thing was added by Knuth afterwards? He speaks of it as a 2002 thing. However, it is fixed in CVS now. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 |
|
From: <no...@so...> - 2002-04-02 01:05:44
|
Bugs item #538118, was opened at 2002-04-01 17:05 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: bug in Knuth uniform rnd gen Initial Comment: In function ranf_arr_cycle should be generated 1009 "random" numbers, but used only 100 of them. Knuth puts -1 on 100th place in array to bound output. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=538118&group_id=12740 |
|
From: <no...@so...> - 2002-03-23 00:14:21
|
Bugs item #507850, was opened at 2002-01-24 07:19 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740 Category: None Group: None >Status: Closed >Resolution: Works For Me Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: QuantlibPython IV func crashes python Initial Comment: When the impl vol call is made with a value less than or equal to parity (which is often the case for bids in the marketplace), The Quantlibc.so library crashes which crashes my python process as well. This should have some boundary checking and return 0 or -1 if it is outside the boundaries. ---------------------------------------------------------------------- Comment By: Ferdinando Ametrano (nando) Date: 2002-01-26 11:35 Message: Logged In: YES user_id=34616 Hi > >>> opt.impliedVolatility(12, 1e-6, 100) > Traceback (most recent call last): > File "<pyshell#16>", line 1, in ? > opt.impliedVolatility(12, 1e-6, 100) > Exception: root not bracketed: f[0.000100,4.000000] -> [- > 1.01915488254814870000,-0.72995742951797027000] > > I have no idea what the heck the "root not bracketed" means > though. It means that the volatility range of 0.01%-400% could not bracket the requested value of 12 (the message is not clear: I agree) as you can see up to 400% volatility the option value is less than 12 >>> import QuantLib >>> QuantLib.EuropeanOption('Put', 4.0, 15.0, 0.0, 0.0212, 0.06, 1.6).value() 10.981222948151906 >>> QuantLib.EuropeanOption('Put', 4.0, 15.0, 0.0, 0.0212, 0.06, 4.0).value() 11.267654249472969 > This should have some boundary checking and return > 0 or -1 if it is outside the boundaries. It throws a python exception instead The crash under Red Hat 6.2 is the real problem here. We have fixed few bugs that could have solved this problem. Would you mind trying the last CVS snapshot (also downloadable from http://www.quantlib.org/snapshot.html) and report to us? thank you very much ciao - Nando PS What about the QuantLib-Python test suite? Does it run with no problems? ---------------------------------------------------------------------- Comment By: Nobody/Anonymous (nobody) Date: 2002-01-26 06:33 Message: Logged In: NO I see it on RHat 6.2 but not on Win 98 RHat 6.2: Python 2.1.1 (#1, Nov 14 2001, 20:43:53) [GCC egcs-2.91.66 19990314/Linux (egcs-1.1.2 release)] on linux2 Type "copyright", "credits" or "license" for more information. >>> import QuantLib >>> opt = QuantLib.EuropeanOption('Put', 4.0, 15, 0.0 ,0.0212, 0.0602739726027, 1.6) >>> opt.impliedVolatility(12, 1e-6, 100) Segmentation fault Yet Win 98 has >>> opt = QuantLib.EuropeanOption('Put', 4.0, 15, 0.0 ,0.0212, 0.0602739726027, 1.6) >>> opt.impliedVolatility(12, 1e-6, 100) Traceback (most recent call last): File "<pyshell#16>", line 1, in ? opt.impliedVolatility(12, 1e-6, 100) Exception: root not bracketed: f[0.000100,4.000000] -> [- 1.01915488254814870000,-0.72995742951797027000] I have no idea what the heck the "root not bracketed" means though. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=507850&group_id=12740 |
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From: <no...@so...> - 2002-03-22 11:02:14
|
Bugs item #533487, was opened at 2002-03-22 09:25 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533487&group_id=12740 Category: None Group: None >Status: Closed >Resolution: Out of Date Priority: 5 Submitted By: Nobody/Anonymous (nobody) >Assigned to: Ferdinando Ametrano (nando) Summary: hard to invoke method McPricer::value() Initial Comment: It's not a real bug, but I think it should be better to change the prototype of the methods value() of the class McPricer because to call the method McPricer::value(size_t samples) you need to write object_Mc_Pricer.value(size_t(100)); My compiler (the free Borland line compiler) tells me that if I write object_Mc_Pricer.value(100); is ambiguos with McPricer::value(double, size_t); thank you ---------------------------------------------------------------------- Comment By: Ferdinando Ametrano (nando) Date: 2002-03-22 12:01 Message: Logged In: YES user_id=34616 This have been already fixed in the CVS, so the next release has (will have) two different methods: //! add samples until the required tolerance is reached double value(double tolerance, Size maxSample = QL_MAX_INT) const; //! simulate a fixed number of samples double valueWithSamples(Size samples) const; thank you ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533487&group_id=12740 |
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From: <no...@so...> - 2002-03-22 11:01:06
|
Bugs item #533487, was opened at 2002-03-22 09:25 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533487&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: hard to invoke method McPricer::value() Initial Comment: It's not a real bug, but I think it should be better to change the prototype of the methods value() of the class McPricer because to call the method McPricer::value(size_t samples) you need to write object_Mc_Pricer.value(size_t(100)); My compiler (the free Borland line compiler) tells me that if I write object_Mc_Pricer.value(100); is ambiguos with McPricer::value(double, size_t); thank you ---------------------------------------------------------------------- >Comment By: Ferdinando Ametrano (nando) Date: 2002-03-22 12:01 Message: Logged In: YES user_id=34616 This have been already fixed in the CVS, so the next release has (will have) two different methods: //! add samples until the required tolerance is reached double value(double tolerance, Size maxSample = QL_MAX_INT) const; //! simulate a fixed number of samples double valueWithSamples(Size samples) const; thank you ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533487&group_id=12740 |
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From: <no...@so...> - 2002-03-22 08:25:34
|
Bugs item #533487, was opened at 2002-03-22 00:25 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533487&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: hard to invoke method McPricer::value() Initial Comment: It's not a real bug, but I think it should be better to change the prototype of the methods value() of the class McPricer because to call the method McPricer::value(size_t samples) you need to write object_Mc_Pricer.value(size_t(100)); My compiler (the free Borland line compiler) tells me that if I write object_Mc_Pricer.value(100); is ambiguos with McPricer::value(double, size_t); thank you ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533487&group_id=12740 |
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From: <no...@so...> - 2002-03-21 19:21:59
|
Bugs item #533231, was opened at 2002-03-21 19:30 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740 Category: None Group: None >Status: Closed >Resolution: Fixed Priority: 5 Submitted By: Nobody/Anonymous (nobody) >Assigned to: Ferdinando Ametrano (nando) Summary: McBasket antithetic error Initial Comment: In the file MonteCarlo/basketpathpricer.cpp at line 81 the for-cycle for the basketprice2 value is wrong, it is needed a something like the for-cycle for the basketprice. see the attached file (which contains the path for strike error too) bye ---------------------------------------------------------------------- Comment By: Ferdinando Ametrano (nando) Date: 2002-03-21 20:21 Message: Logged In: YES user_id=34616 thank you. We had a similar bug report last week on the mailing list and we have fixed this bug in the CVS ciao -- Nando PS There were no files attached ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740 |
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From: <no...@so...> - 2002-03-21 19:21:25
|
Bugs item #533231, was opened at 2002-03-21 19:30 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: McBasket antithetic error Initial Comment: In the file MonteCarlo/basketpathpricer.cpp at line 81 the for-cycle for the basketprice2 value is wrong, it is needed a something like the for-cycle for the basketprice. see the attached file (which contains the path for strike error too) bye ---------------------------------------------------------------------- >Comment By: Ferdinando Ametrano (nando) Date: 2002-03-21 20:21 Message: Logged In: YES user_id=34616 thank you. We had a similar bug report last week on the mailing list and we have fixed this bug in the CVS ciao -- Nando PS There were no files attached ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740 |
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From: <no...@so...> - 2002-03-21 19:20:37
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Bugs item #533227, was opened at 2002-03-21 19:28 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740 Category: None Group: None >Status: Closed >Resolution: Fixed Priority: 5 Submitted By: Nobody/Anonymous (nobody) >Assigned to: Ferdinando Ametrano (nando) Summary: McBasket strike error Initial Comment: In the file MonteCarlo/basketpathpricer.cpp at the line 48 the constructor of BasketPathPricer forgets to set the variable strike to the value strike_. The strike is the always 0. Just add strike(strike_), to the constructor declaration. ---------------------------------------------------------------------- Comment By: Ferdinando Ametrano (nando) Date: 2002-03-21 20:19 Message: Logged In: YES user_id=34616 thank you. We had a similar bug report on the mailing list and fixed this in the CVS. ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740 |
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From: <no...@so...> - 2002-03-21 19:19:49
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Bugs item #533227, was opened at 2002-03-21 19:28 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: McBasket strike error Initial Comment: In the file MonteCarlo/basketpathpricer.cpp at the line 48 the constructor of BasketPathPricer forgets to set the variable strike to the value strike_. The strike is the always 0. Just add strike(strike_), to the constructor declaration. ---------------------------------------------------------------------- >Comment By: Ferdinando Ametrano (nando) Date: 2002-03-21 20:19 Message: Logged In: YES user_id=34616 thank you. We had a similar bug report on the mailing list and fixed this in the CVS. ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740 |
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From: <no...@so...> - 2002-03-21 18:30:45
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Bugs item #533231, was opened at 2002-03-21 10:30 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: McBasket antithetic error Initial Comment: In the file MonteCarlo/basketpathpricer.cpp at line 81 the for-cycle for the basketprice2 value is wrong, it is needed a something like the for-cycle for the basketprice. see the attached file (which contains the path for strike error too) bye ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533231&group_id=12740 |
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From: <no...@so...> - 2002-03-21 18:28:12
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Bugs item #533227, was opened at 2002-03-21 10:28 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Nobody/Anonymous (nobody) Assigned to: Nobody/Anonymous (nobody) Summary: McBasket strike error Initial Comment: In the file MonteCarlo/basketpathpricer.cpp at the line 48 the constructor of BasketPathPricer forgets to set the variable strike to the value strike_. The strike is the always 0. Just add strike(strike_), to the constructor declaration. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=533227&group_id=12740 |
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From: <no...@so...> - 2002-03-13 09:03:03
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Bugs item #528736, was opened at 2002-03-12 01:04 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=528736&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Gabor Liptak (gliptak) Assigned to: Nobody/Anonymous (nobody) Summary: building QuantLib CVS under Cygwin Initial Comment: As per the INSTALL.txt one should run configure in the directory. But there does not seem to be a configure in the directory: http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quantlib/QuantLib/ When I run autoconf, I get these errors: $ autoconf --version autoconf (GNU Autoconf) 2.52 Written by David J. MacKenzie. ~/QuantLib $ autoconf configure.in:12: error: possibly undefined macro: AM_CONFIG_HEADER configure.in:13: error: possibly undefined macro: AM_INIT_AUTOMAKE configure.in:22: error: possibly undefined macro: AM_PROG_LIBTOOL configure.in:31: error: possibly undefined macro: AM_CONDITIONAL Do I need to have some more cygwin packages installed? Thanks ---------------------------------------------------------------------- >Comment By: Ferdinando Ametrano (nando) Date: 2002-03-13 10:03 Message: Logged In: YES user_id=34616 The INSTALL.TXT is there to be distributed with the official source tarball distribution. In the official source distribution configure is available. If you check out the source code from the CVS then you need the GNU tools that developers use, and which are not required to build QuantLib from tarballs. These are automake, autoconf, libtool, GNU m4, GNU make, and others which might escape me now. They all come with recent GNU/Linux distributions, cygwin included. To begin the build process from a CVS checkout, start with: sh ./bootstrap which will prepare the package for compilation. You can then use ./configure and make in the usual way. these info are available at http://quantlib.org/cvs.html I currently compile QuantLib under cygwin, both tarball and CVS Please let me know if this solves your problem thank you for your feedback ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=528736&group_id=12740 |
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From: <no...@so...> - 2002-03-12 08:23:40
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Feature Requests item #528741, was opened at 2002-03-12 01:28 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528741&group_id=12740 Category: None Group: None >Status: Open Priority: 5 Submitted By: Gabor Liptak (gliptak) Assigned to: Nobody/Anonymous (nobody) Summary: Python 2.2 installer Initial Comment: Please consider providing a Python 2.2 installer too. Thanks ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2002-03-12 09:23 Message: Logged In: YES user_id=75450 It's on the check list for next release. Python 2.2 had not been released at the time of the QuantLib 0.2.1 release. ---------------------------------------------------------------------- Comment By: Ferdinando Ametrano (nando) Date: 2002-03-12 09:21 Message: Logged In: YES user_id=34616 We will consider it. Anyway the source distribution should allow the standard: python setup.py build python setup.py install provided that you have QuantLib installed ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528741&group_id=12740 |
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From: <no...@so...> - 2002-03-12 08:22:31
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Feature Requests item #528741, was opened at 2002-03-12 01:28 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528741&group_id=12740 Category: None Group: None >Status: Closed Priority: 5 Submitted By: Gabor Liptak (gliptak) Assigned to: Nobody/Anonymous (nobody) Summary: Python 2.2 installer Initial Comment: Please consider providing a Python 2.2 installer too. Thanks ---------------------------------------------------------------------- Comment By: Ferdinando Ametrano (nando) Date: 2002-03-12 09:21 Message: Logged In: YES user_id=34616 We will consider it. Anyway the source distribution should allow the standard: python setup.py build python setup.py install provided that you have QuantLib installed ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528741&group_id=12740 |
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From: <no...@so...> - 2002-03-12 08:21:12
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Feature Requests item #528741, was opened at 2002-03-12 01:28 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528741&group_id=12740 Category: None Group: None Status: Open Priority: 5 Submitted By: Gabor Liptak (gliptak) Assigned to: Nobody/Anonymous (nobody) Summary: Python 2.2 installer Initial Comment: Please consider providing a Python 2.2 installer too. Thanks ---------------------------------------------------------------------- >Comment By: Ferdinando Ametrano (nando) Date: 2002-03-12 09:21 Message: Logged In: YES user_id=34616 We will consider it. Anyway the source distribution should allow the standard: python setup.py build python setup.py install provided that you have QuantLib installed ciao -- Nando ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528741&group_id=12740 |
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From: <no...@so...> - 2002-03-12 08:19:35
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Feature Requests item #528758, was opened at 2002-03-12 02:23 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528758&group_id=12740 Category: None Group: None Status: Open Priority: 5 Submitted By: Gabor Liptak (gliptak) Assigned to: Nobody/Anonymous (nobody) Summary: QuantLib.py OptionEngine-s Initial Comment: In QuantLib.py there is a EuropeanEngine defined, but not an AmericanEngine. Is this by design? Thanks ---------------------------------------------------------------------- >Comment By: Luigi Ballabio (lballabio) Date: 2002-03-12 09:19 Message: Logged In: YES user_id=75450 AmericanEngine is not yet implemented in the C++ library. Engines are planned for American, Asians, and all other options since the new Option framework will eventually supersede the current pricers. However, this will take a bit of time. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=362740&aid=528758&group_id=12740 |
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From: <no...@so...> - 2002-03-12 01:19:33
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Bugs item #528757, was opened at 2002-03-12 01:19 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=528757&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Gabor Liptak (gliptak) Assigned to: Nobody/Anonymous (nobody) Summary: 'QuantLib.QuantLib' module has no attrib Initial Comment: running: http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quantlib/QuantLib-Python/QuantLib/test/implied_volatility.py gets: Traceback (most recent call last): File "C:\Python21\Pythonwin\pywin\framework\scriptutils.py", line 301, in RunScript exec codeObject in __main__.__dict__ File "C:\Python21\QuantLib\doc\tests\implied_volatility.py", line 112, in ? print 'testing QuantLib', QuantLib.__version__ AttributeError: 'QuantLib.QuantLib' module has no attribute '__version__' It seems this have been fixed in CVS. ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=528757&group_id=12740 |
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From: <no...@so...> - 2002-03-12 00:25:56
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Bugs item #528740, was opened at 2002-03-12 00:25 You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=528740&group_id=12740 Category: None Group: None Status: Open Resolution: None Priority: 5 Submitted By: Gabor Liptak (gliptak) Assigned to: Nobody/Anonymous (nobody) Summary: installing 0.2.1 under WinX Initial Comment: into directory: C:\Program Files\QuantLib\Docs two of the same file gets installed: QuantLib-0.2.1-docs-refman.pdf refman.pdf Maybe it was meant to be a softlink under other architectures ... ---------------------------------------------------------------------- You can respond by visiting: http://sourceforge.net/tracker/?func=detail&atid=112740&aid=528740&group_id=12740 |
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