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daveangel
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Ideas about new open source quanfin project

October 3rd, 2011, 10:59 am

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: frenchXBy the way as a really noob in programming, for me the best library is the one with the more detailed and clear "help section" (mainly with examples). I love when there are comments in codes to explain what the code is doing.Good remark. I do this by default.are you one of thos blokes who comment their code as followsQuote// incrementing i++i;
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Cuchulainn
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Ideas about new open source quanfin project

October 3rd, 2011, 11:15 am

Quote are you one of thos blokes who comment their code as follows// incrementing i++i;
Last edited by Cuchulainn on October 2nd, 2011, 10:00 pm, edited 1 time in total.
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frenchX
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Ideas about new open source quanfin project

October 3rd, 2011, 11:31 am

You can have the best kick ass code of the world without a clear documentation, an helpful help section (with practical examples) and usefull comments in the code (more than the "incrementing i one ...") no one will use it. Simply that.
Last edited by frenchX on October 2nd, 2011, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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Ideas about new open source quanfin project

October 3rd, 2011, 11:35 am

QuoteOriginally posted by: frenchXYou can have the best kick ass code of the world without a clear documentation, an helpful help section (with practical examples) and usefull comments in the code (more than the "incrementing i one ...") no one will use it. Simply that.Haven't you already just said that? And this is preaching to the choir.QuoteBy the way as a really noob in programming, for me the best library is the one with the more detailed and clear "help section" (mainly with examples). I love when there are comments in codes to explain what the code is doing. ???//Dave was just being ironic, FX
Last edited by Cuchulainn on October 2nd, 2011, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
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frenchX
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Ideas about new open source quanfin project

October 3rd, 2011, 12:33 pm

Yes I know.For the language choice I agree that C++ is the best and I trust you about organizing code (I have read your book "financial engineering" and your wilmott articles about design patterns). A good thing would be (at the final end of your project) to have also a graphic interface to make your code a complete black blox with a nice user interface. I imagine a toolbar in which you can choose the payoff, another one in which you choose the model (SV, local, etc...) and a last one in which you choose the method (MC or PDE). That would be a pricing library.It could be coupled to "calibration" one in which you imput data, you choose your model with the toolbar and go. Moreover it's important to have a bridge between the 2 ones.The motto in my opinion is "Be user friendly".My 2c.
Last edited by frenchX on October 2nd, 2011, 10:00 pm, edited 1 time in total.
 
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Cuchulainn
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Ideas about new open source quanfin project

October 3rd, 2011, 1:08 pm

QuoteA good thing would be (at the final end of your project) to have also a graphic interface to make your code a complete black blox with a nice user interface. UI is possible, but the main concern now is the programming interface between the different modules.
Last edited by Cuchulainn on October 2nd, 2011, 10:00 pm, edited 1 time in total.
Step over the gap, not into it. Watch the space between platform and train.
http://www.datasimfinancial.com
http://www.datasim.nl
 
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SierpinskyJanitor
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Ideas about new open source quanfin project

October 3rd, 2011, 1:09 pm

Totally agree with Dr. French,having Excel as the only GUI doesn´t really scale. I can contribute with a QT cross-platform interface*.* why has Serp been "erased" from the list of initial authors/contributors? Are we discriminating Janitors here?cheers,slightly annoyed Serp
 
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daveangel
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Ideas about new open source quanfin project

October 3rd, 2011, 1:10 pm

QuoteOriginally posted by: CuchulainnQuoteA good thing would be (at the final end of your project) to have also a graphic interface to make your code a complete black blox with a nice user interface. UI is possible, but the main concern now is the programming interface between the different modules.when I first came into this business I had this great idea that we could have a PDE solver and the user specifies boundary values and initial conditions from a UI similar to how a finite element analysis system is designed to work.
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semanticum
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Ideas about new open source quanfin project

October 3rd, 2011, 1:11 pm

QuoteOriginally posted by: frenchXYes I know.For the language choice I agree that C++ is the best and I trust you about organizing code (I have read your book "financial engineering" and your wilmott articles about design patterns). A good thing would be (at the final end of your project) to have also a graphic interface to make your code a complete black blox with a nice user interface. I imagine a toolbar in which you can choose the payoff, another one in which you choose the model (SV, local, etc...) and a last one in which you choose the method (MC or PDE). That would be a pricing library.It could be coupled to "calibration" one in which you imput data, you choose your model with the toolbar and go. Moreover it's important to have a bridge between the 2 ones.The motto in my opinion is "Be user friendly".My 2c.Great idea! Excel should be one of the interfaces, in my humble opinion.Dominik
Last edited by semanticum on October 2nd, 2011, 10:00 pm, edited 1 time in total.
 
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SierpinskyJanitor
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Ideas about new open source quanfin project

October 3rd, 2011, 1:17 pm

If we wanna juicy cool GUIs just give Serp back his credentials please...Also, I am volunteering for Payoff processing in FpML ( ie Contract Serialization )Serp
 
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semanticum
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Ideas about new open source quanfin project

October 3rd, 2011, 1:18 pm

QuoteOriginally posted by: outrunFor gui, we can also do it webbased. Client side web user-interfaces are very powerful now.things like the FLOT javascript plotting libraryAnother cool idea, especially as Google Chrome allows you to run C/C++ code in a native client: Native Client SDKDominik
 
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Polter
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Ideas about new open source quanfin project

October 3rd, 2011, 1:45 pm

QuoteOriginally posted by: outrunFor gui, we can also do it webbased. Client side web user-interfaces are very powerful now.things like the FLOT javascript plotting libraryoutrun, take a look at the Wt C++ Toolkit for Web Applications (C++ & HTML5 & Ajax & more...).See documentation for intro & tutorials.You may also try looking at some examples, e.g., charts
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