QuoteOriginally posted by: Gmike2000There has to be at least some sort of "note" on the model, describing e.g. input and output of its functions, otherwise it is hard to understand for the end user (the trader) or for other quants. The places that are behind are those where knowledge is not distributed easily and where every quant/trader has to reinvent the wheel, just because he is not aware that some function already exists in the library, or because he has to spend hours going thru other people's chaotic code.If the inputs and outputs are not clear in the actual implementation, then it does not really count as an implementation. I have also noticed that there is a very high correlation between poorly described inputs and outputs in implementation and lack of robustness of the underlying alogorithm. Shoddy work reveals itself clearly and early.