quantlib-dev — Discussion of QuantLib development

Re: [Quantlib-dev] QuantLibXL / ObjectHandler 1.0.1 Prerelease Files

[Georgy J. <geo...@gm...>]

As far as I remember some Quantlib functionality (e.g. LMM?) was only
available in Excel through QuantLibXL Framework. So I think those of
Quantlib users, who prefer to use an Excel interface, would be
definitely interested to be able to use the Framework also with a
version 1.01.
--
Georgy

On Thu, Sep 30, 2010 at 9:48 AM, Ferdinando Ametrano <na...@am...> wrote:
> Georgy Jikia wrote:
>> it seems the QuantLibXL Framework is not included in this release, as
>> it was in  0.9.7.
>> Does it mean the Framework will not be supported anymore? Or will it
>> reappear in some future releases?
>
> is it actively maintained by me on the trunk, since that is the
> version I use on daily basis.
> For 0.9.7 and 1.0.1 I suggested not to release it since it is not
> documented and, most of all, it was outdated and I don't have time and
> energy to support on the mailing lists something I don't use
>
> This is a structural problem because 0.9.7 is more than a year old and
> 1.0.x is more than 6 months old. I advocate more frequent releases,
> and I actually do more frequent releases for my daily work.
>
> The current trunk is stable enough for an immediate release, but Luigi
> prefer not to release before VC10 support is added...
> I can commit to share an unofficial QLXL 1.1 release (fremework
> included) next week.
>
> ciao -- Nando
>

[Quantlib-dev] [ quantlib-Patches-3011676 ] calculate mean/variance using a numerically-stable method

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

Patches item #3011676, was opened at 2010-06-05 00:27
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3011676&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Pawel  (pawel3)
Assigned to: Nobody/Anonymous (nobody)
Summary: calculate mean/variance using a numerically-stable method

Initial Comment:
patch to IncrementalStatistics that uses a numerically stable method for calculating mean and variance

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

Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-30 17:43

Message:
A question before I can apply the patch: who owns the copyright of the code
you contributed? Is it you, your employer, your own company...? Posting the
copyright attribution I should use, i.e., something like
    Copyright (C) 2009 Random J. Hacker
or
    Copyright (C) 2009 ACME inc.
would be best.


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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3011676&group_id=12740

[Quantlib-dev] [ quantlib-Patches-3003152 ] Array.hpp extension with a typedef for size_type

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

Patches item #3003152, was opened at 2010-05-18 10:15
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3003152&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Accepted
Priority: 5
Private: No
Submitted By: Kim Tang (kimtang)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Array.hpp extension with a typedef for size_type

Initial Comment:
Hi all,

since class Array is there to model a sequence, it should also provide a size_type to indicate the return_type of the member function size().
This is also often needed to write generic algorithm with sequences as input.



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

Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-30 11:38

Message:
The patch was applied to the code repository.
It will be included in next release.
Thank you.


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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3003152&group_id=12740

Re: [Quantlib-dev] (no subject)

[Simon I. <Sim...@fs...>]

Thanks for the tip. I'll use the QL version.

For later notice... I've just checked and the modified BSD licence (QL)
is compatible with the GPL - according to
http://www.gnu.org/licenses/license-list.html#GPLCompatibleLicenses.



-----Original Message-----
From: Bojan Nikolic [mailto:bo...@bn...] 
Sent: 30 September 2010 09:59
To: Simon Ibbotson
Cc: qua...@li...
Subject: Re: [Quantlib-dev] (no subject)


Hi Simon,

"Simon Ibbotson" <Sim...@fs...> writes:

> I was hoping to use Fractional Fourier Transform to perform the
integral
> (as in Chourdakis '08).
> Are there any issues with linking QuantLib to FFTW (perhaps through a
> late-time binding to avoid licensing problems)?

Since FFTW is released publicly under the GPL I believe it would indeed
create a licensing problem. With GPL I think it does not matter if is
statically or dynamically linked, it still requires the whole of the
program to be licensed under GPL.

There is a simple FFT implementation in:

 ql/experimental/math/fastfouriertransform.hpp

That should probably be enough to get you going and than if find that
speed is a big issue you can look to a specialised library.

Best,
Bojan

-- 
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql



This communication and any attachments contains information which is confidential and may be subject to legal privilege. It is for intended recipients only. If you are not the intended recipient you must not copy, distribute, publish, rely on or otherwise use it without our consent. Some of our communications may contain confidential information which it could be a criminal offence for you to disclose or use without authority. If you have received this email in error please notify pos...@fs... immediately and delete the email from your computer.

The FSA reserves the right to monitor all email communications for compliance with legal, regulatory and professional standards.
This email is not intended to nor should it be taken to create any legal relations or contractual relationships. This email has originated from

The Financial Services Authority (FSA)
25 The North Colonnade,
Canary Wharf,
London
E14 5HS
United Kingdom

Registered as a Limited Company in England and Wales No.1920623.
Registered Office as above

Switchboard: 020 7066 1000
Web Site: http://www.fsa.gov.uk
*****************************************************************

Re: [Quantlib-dev] (no subject)

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

On Thu, 2010-09-30 at 09:58 +0100, Bojan Nikolic wrote:
> > Are there any issues with linking QuantLib to FFTW (perhaps through a
> > late-time binding to avoid licensing problems)?
> 
> Since FFTW is released publicly under the GPL I believe it would indeed
> create a licensing problem. With GPL I think it does not matter if is
> statically or dynamically linked, it still requires the whole of the
> program to be licensed under GPL.

True, but note that GPL only applies to distribution---what happens on
your computer remains on your computer.  What that means is that we
won't be using FFTW directly in QuantLib code, but if the routine
performing the integration is made generic enough that it can take
different FFT implementations, you'll be able to instantiate it with
FFTW in the code you develop. As long as you don't distribute the
resulting program, you'll be ok.

Luigi


-- 

There are no rules of architecture for a castle in the clouds. 
-- Gilbert K. Chesterton 

Re: [Quantlib-dev] (no subject)

[Bojan N. <bo...@bn...>]

"Simon Ibbotson" <Sim...@fs...> writes:

> For later notice... I've just checked and the modified BSD licence (QL)
> is compatible with the GPL - according to
> http://www.gnu.org/licenses/license-list.html#GPLCompatibleLicenses.

Right, but this compatibility works in one direction only, i.e., the
whole program, if distributed, must be licensed under the GPL:

http://www.gnu.org/licenses/gpl-faq.html#WhatDoesCompatMean

Best,
Bojan

-- 
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql

Re: [Quantlib-dev] (no subject)

[Bojan N. <bo...@bn...>]

Hi Simon,

"Simon Ibbotson" <Sim...@fs...> writes:

> I was hoping to use Fractional Fourier Transform to perform the integral
> (as in Chourdakis '08).
> Are there any issues with linking QuantLib to FFTW (perhaps through a
> late-time binding to avoid licensing problems)?

Since FFTW is released publicly under the GPL I believe it would indeed
create a licensing problem. With GPL I think it does not matter if is
statically or dynamically linked, it still requires the whole of the
program to be licensed under GPL.

There is a simple FFT implementation in:

 ql/experimental/math/fastfouriertransform.hpp

That should probably be enough to get you going and than if find that
speed is a big issue you can look to a specialised library.

Best,
Bojan

-- 
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql

Re: [Quantlib-dev] (no subject)

[Simon I. <Sim...@fs...>]

Thanks Bojan,

I was hoping to use Fractional Fourier Transform to perform the integral
(as in Chourdakis '08).
Are there any issues with linking QuantLib to FFTW (perhaps through a
late-time binding to avoid licensing problems)?

Cheers,
Simon

-----Original Message-----
From: Bojan Nikolic [mailto:bo...@bn...] 
Sent: 29 September 2010 19:33
To: Simon Ibbotson
Cc: qua...@li...
Subject: Re: [Quantlib-dev] (no subject)


"Simon Ibbotson" <Sim...@fs...> writes:

> I'm investigating the pricing of CVA via the method outlined in Brigo
> (2009). I've looked through QuantLib and can't find any reference to
> valuation using Fourier Transforms. I'm sure there must be something -
> as the Heston model is well represented in QuantLib - but simply can't
> see where it would fit.

The Heston model lives in 

ql/pricingengines/vanilla/analytichestonengine.hpp

The Fourier integral is evaluated by direct Gauss-Lobatto quadrature.

Best,
Bojan



-- 
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql



This communication and any attachments contains information which is confidential and may be subject to legal privilege. It is for intended recipients only. If you are not the intended recipient you must not copy, distribute, publish, rely on or otherwise use it without our consent. Some of our communications may contain confidential information which it could be a criminal offence for you to disclose or use without authority. If you have received this email in error please notify pos...@fs... immediately and delete the email from your computer.

The FSA reserves the right to monitor all email communications for compliance with legal, regulatory and professional standards.
This email is not intended to nor should it be taken to create any legal relations or contractual relationships. This email has originated from

The Financial Services Authority (FSA)
25 The North Colonnade,
Canary Wharf,
London
E14 5HS
United Kingdom

Registered as a Limited Company in England and Wales No.1920623.
Registered Office as above

Switchboard: 020 7066 1000
Web Site: http://www.fsa.gov.uk
*****************************************************************

Re: [Quantlib-dev] QuantLibXL / ObjectHandler 1.0.1 Prerelease Files

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

Georgy Jikia wrote:
> it seems the QuantLibXL Framework is not included in this release, as
> it was in  0.9.7.
> Does it mean the Framework will not be supported anymore? Or will it
> reappear in some future releases?

is it actively maintained by me on the trunk, since that is the
version I use on daily basis.
For 0.9.7 and 1.0.1 I suggested not to release it since it is not
documented and, most of all, it was outdated and I don't have time and
energy to support on the mailing lists something I don't use

This is a structural problem because 0.9.7 is more than a year old and
1.0.x is more than 6 months old. I advocate more frequent releases,
and I actually do more frequent releases for my daily work.

The current trunk is stable enough for an immediate release, but Luigi
prefer not to release before VC10 support is added...
I can commit to share an unofficial QLXL 1.1 release (fremework
included) next week.

ciao -- Nando

Re: [Quantlib-dev] QuantLibXL / ObjectHandler 1.0.1 Prerelease Files

[Georgy J. <geo...@gm...>]

Hi Eric,

it seems the QuantLibXL Framework is not included in this release, as
it was in  0.9.7.
Does it mean the Framework will not be supported anymore? Or will it
reappear in some future releases?

Best regards,
Georgy

Re: [Quantlib-dev] (no subject)

[Bojan N. <bo...@bn...>]

"Simon Ibbotson" <Sim...@fs...> writes:

> I'm investigating the pricing of CVA via the method outlined in Brigo
> (2009). I've looked through QuantLib and can't find any reference to
> valuation using Fourier Transforms. I'm sure there must be something -
> as the Heston model is well represented in QuantLib - but simply can't
> see where it would fit.

The Heston model lives in 

ql/pricingengines/vanilla/analytichestonengine.hpp

The Fourier integral is evaluated by direct Gauss-Lobatto quadrature.

Best,
Bojan



-- 
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql

[Quantlib-dev] [ quantlib-Patches-3000492 ] Enhancements to TimeSeries class

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

Patches item #3000492, was opened at 2010-05-12 17:02
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3000492&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Slava Mazur (shlagbaum)
Assigned to: Nobody/Anonymous (nobody)
Summary: Enhancements to TimeSeries class

Initial Comment:
I propose the following changes to TimeSeries class:
-- to add an extra template parameter Time with default to Date - this will allow for use of alternative data/time types (e.g. time_t);
-- to add time and value projection iterators so that one would be able to iterate through time and values independently - this feature would allow for treatment of a TimeSeries object as a simple sequence of time and/or value elemnets;
-- to add time and value iterator generating members: begin_time(), end_time(), begin_values(), end_values()

The diff of proposed changes is attached

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

>Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-29 17:00

Message:
Slava,
    unfortunately, redefining TimeSeries as

template <class T, class Time = Date, class Container = std::map<Time, T>
>

is not backward-compatible with the existing declaration; existing client
code instantiating TimeSeries<T, MyContainer> would break. As Time needs to
come before Container in the template parameters, I don't think we'll be
able to apply this change until we start breaking things for a 2.0
release.

However, the iterators you defined would be a welcome addition.  May you
attach a new diff that adds them, but without the Time template parameter?

Thanks,
    Luigi



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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3000492&group_id=12740

[Quantlib-dev] [ quantlib-Patches-3003124 ] Array.hpp extension with a typedef for size_type

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

Patches item #3003124, was opened at 2010-05-18 09:01
Message generated for change (Settings changed) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3003124&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Duplicate
Priority: 5
Private: No
Submitted By: Kim Tang (kimtang)
Assigned to: Nobody/Anonymous (nobody)
Summary: Array.hpp extension with a typedef for size_type

Initial Comment:
Hi all,

since class Array is there to model a sequence, it should also provide a size_type to indicate the return_type of the member function size().
This is also often needed to write generic algorithm with sequences as input.



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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3003124&group_id=12740

[Quantlib-dev] [ quantlib-Patches-3017364 ] Ziggurat Algorithm

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

Patches item #3017364, was opened at 2010-06-17 01:06
Message generated for change (Settings changed) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3017364&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Duplicate
Priority: 5
Private: No
Submitted By: renorm (renorm)
Assigned to: Nobody/Anonymous (nobody)
Summary: Ziggurat Algorithm

Initial Comment:
My implementation of Ziggurat algorithm to generate normal deviates + some changes to MersenneTwisterUniformRng and InverseCumulativeNormal.

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

Comment By: renorm (renorm)
Date: 2010-06-17 09:03

Message:
There was typo as a result of copy&paste. 
line 140 from ziggurat_generator.cpp should read:
flip = k & 0x80; // 8th bit chooses between upper and lower tails.

I attached new zip file.

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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3017364&group_id=12740

[Quantlib-dev] [ quantlib-Patches-3022766 ] BlackDeltaCalculator

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

Patches item #3022766, was opened at 2010-06-29 12:31
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3022766&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Dimathematician (dimathematician)
Assigned to: Luigi Ballabio (lballabio)
Summary: BlackDeltaCalculator

Initial Comment:
Added various functions such as the derivatives of all deltas with respect to strike and volatility

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

>Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-29 15:52

Message:
Dimitri,
    sorry, but I can't make sense of the diffs.  In a nutshell, the
problem is:
- you previously contributed a version A of the files;
- I added it to the repository after some changes (formatting, replacing
const Real& with Real, etc.) so the file in ql/experimental/fx is now a
version B;
- you added new features to your original version A, obtaining a version
C;
- finally, you posted here the diffs between B and C.  But those are (C-A)
- (B-A), i.e., an intertwining of your additions with the formatting and
parameter changes.

Now, due to the changes between A and B, we have that on the one hand, the
diffs cover almost the entire file; and on the other hand, if I were to
apply them, I would just obtain C, thus losing the changes between A and B
entirely.

The best thing would be for you to take B from the repository, add the new
features to it, and post new clean diffs.

Thanks,
    Luigi

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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3022766&group_id=12740

[Quantlib-dev] [ quantlib-Patches-3073920 ] Commodity Unit of Measure Test Cases

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

Patches item #3073920, was opened at 2010-09-23 09:55
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
>Status: Closed
>Resolution: Accepted
Priority: 5
Private: No
Submitted By: manas (manasb)
>Assigned to: Luigi Ballabio (lballabio)
Summary: Commodity Unit of Measure Test Cases

Initial Comment:
Added commodity unit of measure test cases. 
The following files were modified:
quantlibtestsuite.cpp
testsuite_vc9.vcproj 
unitofmeasureconversionmanager.hpp

The following files were added:
commodityunitofmeasure.hpp
commodityunitofmeasure.cpp




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

Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-29 14:56

Message:
The patch was applied to the code repository.
It will be included in next release.
Thank you.


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

Comment By: manas (manasb)
Date: 2010-09-24 10:00

Message:
I own the copyright as i devised them myself. If you have to add copyright,
then please add the following :
Copyright (C) 2010 Manas Bhatt.

I can update the files with copyright information if required. Please let
me know what needs to be done.

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

Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-23 16:29

Message:
A question before I can apply the patch: who owns the copyright of the code
you contributed? Is it you, your employer, your own company...? Posting the
copyright attribution I should use, i.e., something like
    Copyright (C) 2009 Random J. Hacker
or
    Copyright (C) 2009 ACME inc.
would be best.


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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740

[Quantlib-dev] (no subject)

[Simon I. <Sim...@fs...>]

Hi,

 

I'm investigating the pricing of CVA via the method outlined in Brigo
(2009). I've looked through QuantLib and can't find any reference to
valuation using Fourier Transforms. I'm sure there must be something -
as the Heston model is well represented in QuantLib - but simply can't
see where it would fit.

 

Can anyone advise me of where to look?

 

Thanks.

Simon




This communication and any attachments contains information which is confidential and may be subject to legal privilege. It is for intended recipients only. If you are not the intended recipient you must not copy, distribute, publish, rely on or otherwise use it without our consent. Some of our communications may contain confidential information which it could be a criminal offence for you to disclose or use without authority. If you have received this email in error please notify pos...@fs... immediately and delete the email from your computer.

The FSA reserves the right to monitor all email communications for compliance with legal, regulatory and professional standards.
This email is not intended to nor should it be taken to create any legal relations or contractual relationships. This email has originated from

The Financial Services Authority (FSA)
25 The North Colonnade,
Canary Wharf,
London
E14 5HS
United Kingdom

Registered as a Limited Company in England and Wales No.1920623.
Registered Office as above

Switchboard: 020 7066 1000
Web Site: http://www.fsa.gov.uk
*****************************************************************

[Quantlib-dev] Compilation and disk space

[Grześ A. <gan...@gm...>]

Hi,

How much disk space do I need to compile QuantLib (under Linux)? I had
more than 2GB, but it just failed with because I ran out of space... I
just ran make on command line.

Regards,
Grzegorz

Re: [Quantlib-dev] Compiling Quantlib for .NET

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

On Mon, 2010-09-20 at 10:49 +0200, Ahmad Mahomed wrote:
> I have spotted this old thread on Wilmot
> (http://www.wilmott.com/messageview.cfm?catid=10&threadid=36148)
> regarding "Compiling Quantlib to .NET MIL". Are those comments still
> valid? Is it possible to compile Quantlib using the /clr option. I
> have tried this and the the compilation was successful albeit with a
> few warnings. However, I was not able to  use the resultant binary  in
> a C# project? Is this even possible?

Hi Ahmad,
	I don't have experience myself with using QuantLib in .Net.  Maybe
someone else can step in?  (Also, I'd be grateful if you could post the
warnings you got, so we can try and prevent them.)

Luigi


-- 

All generalizations are false, including this one. 
-- Mark Twain 

Re: [Quantlib-dev] Getting started

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

On Tue, 2010-09-28 at 16:31 +0530, animesh saxena wrote:
> If you are comfortable with Linux and command line, no combination is 
> better than vi / g++ compiler

Except emacs/g++.  Sorry, couldn't resist :)

Luigi


-- 

Weiler's Law: 
Nothing is impossible for the man who doesn't have to 
do it himself. 

Re: [Quantlib-dev] Getting started

[animesh s. <ani...@gm...>]

  If you are comfortable with Linux and command line, no combination is 
better than vi / g++ compiler

Since you mentioned unit tests, I would say KDevelop is the best. 
Although I generally work with XCode on Mac.

Other IDE's like Eclipse might be more comfortable, but they are damn slow

On 9/28/10 4:19 PM, Grześ Andruszkiewicz wrote:
> Hi,
>
> I am a PhD student in Financial Maths and I got interested in QuantLib
> project as an opportunity to take a look at some real quant code, and
> potentially contribute.
>
> Could anyone recommend a good IDE for Linux, so that I could  compile,
> navigate the code, run the unit tests etc. easily? I have very limited
> experience with C++ development, I have done a fair bit of Java and C#
> before though.
>
> Cheers,
> Grzegorz
>
> ------------------------------------------------------------------------------
> Start uncovering the many advantages of virtual appliances
> and start using them to simplify application deployment and
> accelerate your shift to cloud computing.
> http://p.sf.net/sfu/novell-sfdev2dev
> _______________________________________________
> QuantLib-dev mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>

-- 
Regards,
Animesh Saxena

(http://quantanalysis.wordpress.com)
Ph: (+91)9920098221

[Quantlib-dev] Getting started

[Grześ A. <gan...@gm...>]

Hi,

I am a PhD student in Financial Maths and I got interested in QuantLib
project as an opportunity to take a look at some real quant code, and
potentially contribute.

Could anyone recommend a good IDE for Linux, so that I could  compile,
navigate the code, run the unit tests etc. easily? I have very limited
experience with C++ development, I have done a fair bit of Java and C#
before though.

Cheers,
Grzegorz

[Quantlib-dev] [ quantlib-Patches-3073920 ] Commodity Unit of Measure Test Cases

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

Patches item #3073920, was opened at 2010-09-23 15:55
Message generated for change (Comment added) made by manasb
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: manas (manasb)
Assigned to: Nobody/Anonymous (nobody)
Summary: Commodity Unit of Measure Test Cases

Initial Comment:
Added commodity unit of measure test cases. 
The following files were modified:
quantlibtestsuite.cpp
testsuite_vc9.vcproj 
unitofmeasureconversionmanager.hpp

The following files were added:
commodityunitofmeasure.hpp
commodityunitofmeasure.cpp




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

Comment By: manas (manasb)
Date: 2010-09-24 16:00

Message:
I own the copyright as i devised them myself. If you have to add copyright,
then please add the following :
Copyright (C) 2010 Manas Bhatt.

I can update the files with copyright information if required. Please let
me know what needs to be done.

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

Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-23 22:29

Message:
A question before I can apply the patch: who owns the copyright of the code
you contributed? Is it you, your employer, your own company...? Posting the
copyright attribution I should use, i.e., something like
    Copyright (C) 2009 Random J. Hacker
or
    Copyright (C) 2009 ACME inc.
would be best.


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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740

[Quantlib-dev] [ quantlib-Patches-3073920 ] Commodity Unit of Measure Test Cases

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

Patches item #3073920, was opened at 2010-09-23 09:55
Message generated for change (Comment added) made by lballabio
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: manas (manasb)
Assigned to: Nobody/Anonymous (nobody)
Summary: Commodity Unit of Measure Test Cases

Initial Comment:
Added commodity unit of measure test cases. 
The following files were modified:
quantlibtestsuite.cpp
testsuite_vc9.vcproj 
unitofmeasureconversionmanager.hpp

The following files were added:
commodityunitofmeasure.hpp
commodityunitofmeasure.cpp




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

Comment By: Luigi Ballabio (lballabio)
Date: 2010-09-23 16:29

Message:
A question before I can apply the patch: who owns the copyright of the code
you contributed? Is it you, your employer, your own company...? Posting the
copyright attribution I should use, i.e., something like
    Copyright (C) 2009 Random J. Hacker
or
    Copyright (C) 2009 ACME inc.
would be best.


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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740

[Quantlib-dev] [ quantlib-Patches-3073920 ] Commodity Unit of Measure Test Cases

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

Patches item #3073920, was opened at 2010-09-23 15:55
Message generated for change (Tracker Item Submitted) made by manasb
You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: manas (manasb)
Assigned to: Nobody/Anonymous (nobody)
Summary: Commodity Unit of Measure Test Cases

Initial Comment:
Added commodity unit of measure test cases. 
The following files were modified:
quantlibtestsuite.cpp
testsuite_vc9.vcproj 
unitofmeasureconversionmanager.hpp

The following files were added:
commodityunitofmeasure.hpp
commodityunitofmeasure.cpp




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

You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3073920&group_id=12740