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Polter
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Ideas about new open source quanfin project

October 3rd, 2011, 5:42 pm

outrun, for a collection of open-source licenses' summaries (comparative from the p.o.v. of the Boost project), see http://www.crystalclearsoftware.com/cgi ... st_License
 
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Cuchulainn
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Ideas about new open source quanfin project

October 3rd, 2011, 6:33 pm

Quotemakes sense. I can see a good majority of people will use it if they can snap-in what they need and it avoids a lot of the tedious non prop stuff. That's a key requirement, I would say. QuoteAgree in terms of interfaces: I am all for open source; interfaces can be contributed by anyone, but need to be tightly controlled. Would design that bit first before getting carried away in terms of the more exotic stuff.There should a cenrtral repository. It is not rocket science anymore (OMG and COM have it before). Some missionary work will be needed because this is not used a lot in QD as far as I can see.What about defining interfaces using IDL? Then each language could have its own bindings.
Last edited by Cuchulainn on October 2nd, 2011, 10:00 pm, edited 1 time in total.
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Polter
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Ideas about new open source quanfin project

October 3rd, 2011, 6:51 pm

QuoteOriginally posted by: outrunQuoteOriginally posted by: Polteroutrun, for a collection of open-source licenses' summaries (comparative from the p.o.v. of the Boost project), see http://www.crystalclearsoftware.com/cgi ... enseThat's a great overview!Also the requirements and objective, nice to see the process that led to the choice for boost. Afaics, there is hardly any difference between boost and MIT. I'll have to did them up again. One thing I notices is the "official OSI" approval (which should be obvious)Boost / MITWhat's your view? Are these two the best candidates?Yes!QuoteAccording to the list other common licenses have irritating clauses (not allowed to sell derived products, forcing shipment of copyright notices with binaries, or even copies of the source code)Precisely, that's why (I think the underlying goals in that document are a match). BTW, BSL-1.0 is OSI Approved, http://www.opensource.org/licenses/BSL-1.0
 
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renorm
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Ideas about new open source quanfin project

October 3rd, 2011, 10:00 pm

It is nice to see that we are moving forward.I am more or less close to finishing the draft implementation and the writeup explaining the design, but right now there are some other pressing issues at work that must be attended first. I probably need 1 or 2 weekends to finish everything and post it online.outrun, check your PM.
 
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renorm
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Ideas about new open source quanfin project

October 3rd, 2011, 10:19 pm

I am guessing that GPL is no go. If so, we need quadratures similar to those found in GSL. I couldn't find anything non-GPL yet.
 
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Polter
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Ideas about new open source quanfin project

October 3rd, 2011, 10:24 pm

How about ripping the code (legally & subject to copyright & license, of course) from those -- http://quantlib.sourcearchive.com/docum ... ature.html ?IANAL, so an obvious question is: is mixing BSD-licensed ("Modified BSD License") QuantLib code in a BSL-licensed project legit?
 
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renorm
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Ideas about new open source quanfin project

October 3rd, 2011, 11:43 pm

Salvaging code from QL is an option, but I prefer a standalone library maintained by someone else. Reinventing the wheel is unproductive and hurts quality. I am all for licensing that permits commercial use, as long as it doesn't hurt the quality. At the end quality wins over quantity. And lets not forget, that commercial use is a very long shot.
 
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Polter
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Ideas about new open source quanfin project

October 4th, 2011, 12:14 am

To an extent, I think you're making a good point (it's counterproductive not to use already existing components -- that's why I'm completely fine with dependence on Boost, BTW).On the other hand, one can argue that the entire project basically constitutes "reinventing QuantLib." Admittedly, the reply to this would be the difference in design goals (more lightweight, loosely coupled). Perhaps this reply could be applied to numerics layer as well -- now that you mention how hard it is to find one, I find it not entirely inconceivable that a demand for open-source (as opposed to free-software/GPL) numerical integration library could even be far greater than that for yet-another-quantfin-lib (YAQL -- hey, did I just find another name for the project? :>) -- just think of the applications (numerical integration is everywhere)! Hence, a numerics library with a nonrestrictive, commercial-friendly open-source license (like BSL) is a valid goal. On the third hand (...), the numerics layer is arguably not the sole goal of the project at hand (but perhaps it's fundamental enough to warrant special treatment?) and so the interest (and, consequently, no. of contributors) could suffer. I don't suppose we can afford (in terms of our collective time) a clean room reverse engineering of GSL routines?Alternatively, there might be something on http://netlib.org/ and there's also public-domain QUADPACK (http://en.wikipedia.org/wiki/QUADPACK) (which raises questions in regards to PD-code).Incidentally, some good news: a dlib C++ library (http://dlib.net/) has some interesting parts, e.g., http://dlib.net/optimization.html and is BSL-licensed (http://dlib.net/license.html). Let's hope others chime in.
Last edited by Polter on October 3rd, 2011, 10:00 pm, edited 1 time in total.
 
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Polter
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Ideas about new open source quanfin project

October 4th, 2011, 12:29 am

Just for reference:http://netlib.org/cgi-bin/search.pl?que ... ry=gams/H2*// H2. Quadrature (numerical evaluation of definite integrals) in the Guide to Available Mathematical Software (GAMS) Problem TaxonomyCaveats apply: "The legal status of the code is not entirely clear. Some programs are clearly in the public domain (for example, SLATEC). However, no license terms or terms of use are stated for many programs." // http://en.wikipedia.org/wiki/Netlib#History
Last edited by Polter on October 3rd, 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 4th, 2011, 2:34 am

QuoteOriginally posted by: renormSalvaging code from QL is an option, but I prefer a standalone library maintained by someone else. Reinventing the wheel is unproductive and hurts quality. I am all for licensing that permits commercial use, as long as it doesn't hurt the quality. At the end quality wins over quantity. And lets not forget, that commercial use is a very long shot.I remember some years ago that Boost Vault had a bunch of quadrature methods.What about this approach by @bojan?http://www.bnikolic.co.uk/nqm/1dinteg/gausslobatto.html
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