[Riskquantify-devel] Objectives for future RQ development

[Brett H. <br...@hu...>]

OK, I'm trying to put together some objectives for future RQ 
development.

Here is some stuff I've got down so far:

1. metatype building of RQ objects: I want to change RQ so that the C 
code for the objects in the system are constructed from XML schema 
files. This will mean that every object will support a standard set of 
functionality including loading/saving from/to XML and loading/saving 
from/to ODBC (UnixODBC on Unix, Linux and Mac OS/X).

2. More pricing functions: I want to add more pricing functions, 
especially beefing out the numerical support.

3. Enhanced yield curve support: More algorithms for modeling term 
structures in various ways. Eg Hull and White. Calibration of models.

4. Redo FpML support via metatype framework.

5. Start building front end to demonstrate and exercise the Risk 
Quantify library.

6. Get Excel Add-ins and Mathematica support building out-of-the-box. 
Include the Excel Add-in in a binary release.

7. Better developer documentation!!!!

Some general notes:

I want to use expat (http://expat.sourceforge.net/) as the XML parser 
in RQ. The project will be modified so that this will become a 
dependency (much as I hate having dependencies in the project).

I might need to have a development code stream as well as a "stable" 
code stream so that existing users aren't impacted by large changes in 
the code base. I'm not quite sure how to manage this, so would 
appreciate any input.

Cheers, Brett

--
Brett Hutley {MAppFin,CISSP,SANS GCIH}
mailto:br...@hu...
http://hutley.net/brett