SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by tomodachi
March 27th, 2012, 1:53 am
Forum: The Quantitative Finance Code Library Project
Topic: N00b post
Replies: 8
Views: 16779

N00b post

I haven't been able to figure out how to contribute to this project. I've been looking at MiloRambaldi's contributions and have been learning a lot from himWhy not make it easy to get people to join the project?
by tomodachi
March 27th, 2012, 1:13 am
Forum: Programming and Software Forum
Topic: No function description and argument shown as I type xll UDF in the cell
Replies: 5
Views: 14151

No function description and argument shown as I type xll UDF in the cell

adcockj is right. Ctrl-Shit-A seems to be all you can do.
by tomodachi
March 25th, 2012, 1:00 am
Forum: Programming and Software Forum
Topic: No function description and argument shown as I type xll UDF in the cell
Replies: 5
Views: 14151

No function description and argument shown as I type xll UDF in the cell

<t>Have you tried xll.codeplex.com? It can do that too. They claim to make it possible to create chm help files that integrate into Excel, but I haven't been able to get that working. There seems to be a lot of crap after the install under Sandcastle. Hopefully they can get that working one day. XLW...
by tomodachi
March 16th, 2012, 11:31 am
Forum: The Quantitative Finance Code Library Project
Topic: Requests for micro-help
Replies: 26
Views: 21740

Requests for micro-help

<r>QuoteOriginally posted by: outrunthanks tomodachi, I'll check the FAQ too: good pointer!I don't get your "I'm just glad everyone is back on track and getting along." nor your "Dr Cuch seems to be the onyl one..." (just check the svn to see the activity). I think that's a bit trying to polarizing ...
by tomodachi
March 16th, 2012, 2:52 am
Forum: The Quantitative Finance Code Library Project
Topic: Requests for micro-help
Replies: 26
Views: 21740

Requests for micro-help

<t>QuoteOriginally posted by: outrunCan someone find good docs on the new C++ <random> interface / standard.specifically the* random engine * distributions class interface (constructors, methods). *and*what way's can we combine engines with distribution to generate samples? In boost we have variate_...
by tomodachi
March 14th, 2012, 11:49 pm
Forum: The Quantitative Finance Code Library Project
Topic: Source Code
Replies: 41
Views: 22519

Source Code

<t>QuoteOriginally posted by: SierpinskyJanitorDr. Cuch, 2 blank posts + a copypaster - r u OK? Shall we call an ambulance?I am coming into this late in the game, but I just wanted to give you some honest feedback Mr. SierpinskyJanitor. It was good on you to suggest this project. It seems like somet...
by tomodachi
March 14th, 2012, 11:14 pm
Forum: The Quantitative Finance Code Library Project
Topic: Parallel RNG and distributed MC
Replies: 584
Views: 50183

Parallel RNG and distributed MC

<t>QuoteOriginally posted by: outrunThis paper discusses "order statistics on streams". * Calculating a VAR figure is an order statistics type of problem.* stream processing is a term for single pass processing.Conventionally, order statistics is done by sampling a distribution, aggregating the samp...
by tomodachi
March 13th, 2012, 12:57 pm
Forum: The Quantitative Finance Code Library Project
Topic: Source Code
Replies: 41
Views: 22519

Source Code

<t>Found the sandbox. When I get my confirmation code I will put everything there. That should make things easier for everyone.Ah. Did not know this project had to be C++2003 compatible. You will definitely need boost for that.Are the signals in the MC project only for giving progress updates on the...
by tomodachi
March 12th, 2012, 8:07 pm
Forum: The Quantitative Finance Code Library Project
Topic: Source Code
Replies: 41
Views: 22519

Source Code

<t>Thanks SJ. I don't have VC++ 2008 but I managed to get something running in VC++ 2010. I have added build folders build\vc9 and build\vc10 and added your project.Getting lots of build warnings, but it seems to work.What is the purpose of the signals and slots? If we can get rid of these then we w...
by tomodachi
March 7th, 2012, 10:33 pm
Forum: The Quantitative Finance Code Library Project
Topic: Source Code
Replies: 41
Views: 22519

Source Code

<t>QuoteOriginally posted by: CuchulainnHere are zip files for PDE and MC. At this moment the numerics and design are taking up my time. When more people give feedback we can devote some time to a standard approach. For the moment this is the approach.MC102 = MC101 + a bunch of well-known, improved ...
by tomodachi
March 6th, 2012, 1:35 pm
Forum: The Quantitative Finance Code Library Project
Topic: N00b post
Replies: 8
Views: 16779

N00b post

QuoteOriginally posted by: rmaxHave you checked the Welcome Thread?That is the first thing I looked at. It does not seem very welcoming. It talks about trolling and has a link to qfcl.wilmott.com.Maybe it is just me, but I found that to be confusing.
by tomodachi
March 4th, 2012, 8:24 pm
Forum: The Quantitative Finance Code Library Project
Topic: N00b post
Replies: 8
Views: 16779

N00b post

<t>Maybe I'm not so good at following instructions. I don't see any posts called pde101 or mc102. I was able to download QuantLib and get that running and I guess I was expecting something similar. (But hopefully less overwhelming.) Why are you using zip files posted somewhere in a thread instead of...
by tomodachi
March 3rd, 2012, 2:58 am
Forum: The Quantitative Finance Code Library Project
Topic: N00b post
Replies: 8
Views: 16779

N00b post

<r>This looks interesting to me. I'm having trouble figuring out how to contribute to this project, if I am able.I tried following the links in the top Welcome post. <URL url="http://qfcl.wilmott.com/">http://qfcl.wilmott.com/</URL>. Then I clicked on <URL url="http://qfcl.wilmott.com/p/qfcl/">http:...
by tomodachi
March 3rd, 2012, 2:38 am
Forum: Programming and Software Forum
Topic: Why is STL so good?
Replies: 94
Views: 19827

Why is STL so good?

Is there a like button on Wilmott?
by tomodachi
March 3rd, 2012, 2:36 am
Forum: Programming and Software Forum
Topic: Best way to have real time data in Excel
Replies: 14
Views: 55895

Best way to have real time data in Excel

Great stuff IQuant1. Thanks for posting actual data.
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