SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 6 matches

by fancidev
April 29th, 2012, 11:12 pm
Forum: The Quantitative Finance Code Library Project
Topic: Is this project going anywhere?
Replies: 11
Views: 18895

Is this project going anywhere?

Seems it's been more than 6 months' since the project was started and there has been no material contribution of code whatsoever. All I see is talking, talking, talking...Are we going anywhere?
by fancidev
November 11th, 2011, 10:36 pm
Forum: The Quantitative Finance Code Library Project
Topic: Version 0.0: Prototype
Replies: 56
Views: 20583

Version 0.0: Prototype

Totally agree with you. That is perhaps one of the reason why we choose to create a new library instead of extending QuantLib - the latter is too tightly coupled.
by fancidev
October 11th, 2011, 10:32 pm
Forum: The Quantitative Finance Code Library Project
Topic: The Contribution Process
Replies: 23
Views: 19407

The Contribution Process

Did it occur to anyone to name to library as "Wilmott ..." such as Wilmott quantitative finance library or Wilmott quant toolkit? Or is that no good for trademark reason?btw it would be nice to name the root namespace in the c++ library as wilmott...
by fancidev
October 11th, 2011, 10:26 pm
Forum: The Quantitative Finance Code Library Project
Topic: Idea's for a code repository directory layout
Replies: 18
Views: 17704

Idea's for a code repository directory layout

Apparently IBM's objective is to provide an integrated infrastructure system that can be used in production. They're good at building systems. I guess that's quite different from what qfcl is about...
by fancidev
October 11th, 2011, 10:12 pm
Forum: The Quantitative Finance Code Library Project
Topic: Ideas about new open source quanfin project
Replies: 98
Views: 22057

Ideas about new open source quanfin project

<t>Totally agree!!!QuoteOriginally posted by: outrunGood question.the way I see it is:* it is the responsibility of contributors to suggest *and* create new things that are added to the scope.* we have a set of core C++ libraries that are efficient and work well together. These libraries will contin...
by fancidev
October 11th, 2011, 10:04 pm
Forum: The Quantitative Finance Code Library Project
Topic: Architecture and Design
Replies: 236
Views: 26005

Architecture and Design

<t>Nice one! A few of my thoughts:- in math:rocesses, these classes likely will have some sort of interaction with random number generation, monte-carlo simulation, etc. Would be nice if they can be decoupled clearly or maybe move math:rocesses to some higher level of the library.- fin::instruments,...
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