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ludinski
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Joined: January 9th, 2009, 8:54 am

Please we need to start documenting QuantLib!

October 28th, 2010, 6:37 pm

QuoteOriginally posted by: pnrodriguezEither someone will have the bright idea (and/or time) to write a book on how to use and extend QuantLib or we all need to start donating $$$.Cuchulainn you have a mission...
 
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Cuchulainn
Posts: 23029
Joined: July 16th, 2004, 7:38 am

Please we need to start documenting QuantLib!

October 28th, 2010, 7:03 pm

QuoteOriginally posted by: ludinskiQuoteOriginally posted by: pnrodriguezEither someone will have the bright idea (and/or time) to write a book on how to use and extend QuantLib or we all need to start donating $$$.Cuchulainn you have a mission...We will even print it for you and let you get on with the real work. I await your call.
 
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jikan
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Joined: April 9th, 2008, 10:07 am

Please we need to start documenting QuantLib!

October 28th, 2010, 7:21 pm

This book about QuantLib it's an idea. I'm going to think about it.
 
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ludinski
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Joined: January 9th, 2009, 8:54 am

Please we need to start documenting QuantLib!

October 28th, 2010, 7:27 pm

QuoteOriginally posted by: jikanThis book about QuantLib it's an idea. I'm going to think about it.Off course it s a good idea! That s why i wrote this post in the first place I guess the best way would be to write it with one of the quantlib contributors...
 
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Cuchulainn
Posts: 23029
Joined: July 16th, 2004, 7:38 am

Please we need to start documenting QuantLib!

October 31st, 2010, 8:44 pm

QuoteOriginally posted by: jikanThis book about QuantLib it's an idea. I'm going to think about it.Would you be interested in particpating?
 
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Cuchulainn
Posts: 23029
Joined: July 16th, 2004, 7:38 am

Please we need to start documenting QuantLib!

November 1st, 2010, 1:35 pm

Exemplum: documenting PDE/FDM1. Reduce the cognitive distance between FD algo and code.2. Document in UML how the different parts tie in together.3. Describe how each part is created, what the assumptions are.4. Document which/whose method you have implemented.About 5 pages is more than enough for one PDE/FDM. It's about [30, 70] manhours?
Last edited by Cuchulainn on October 31st, 2010, 11:00 pm, edited 1 time in total.
 
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Cuchulainn
Posts: 23029
Joined: July 16th, 2004, 7:38 am

Please we need to start documenting QuantLib!

November 1st, 2010, 2:39 pm

QuoteOriginally posted by: outrunQuoteOriginally posted by: CuchulainnExemplum: documenting PDE/FDM1. Reduce the cognitive distance between FD algo and code.2. Document in UML how the different parts tie in together.3. Describe how each part is created, what the assumptions are.4. Document which/whose method you have implemented.About 5 pages is more than enough for one PDE/FDM. It's about [30, 70] manhours?that would be for a co-developer audience (FD algo, UML-wall). What about doc's for users? something hands-onSomething like: "Ok, I've followed the download instructions: let's price an American Heston then... !". Example code snippets, numerical results tables, plotsIf the book has a title "Practical pricing of derivatives with QL (floppy inside: with 388 C++ examples)" I might buy it I agree with all, except the floppy part. Not even a CD but a personalised keyedit: Docunmentation example
Last edited by Cuchulainn on October 31st, 2010, 11:00 pm, edited 1 time in total.
 
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renorm
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Joined: February 11th, 2010, 10:20 pm

Please we need to start documenting QuantLib!

November 1st, 2010, 9:07 pm

Where is the code?
 
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Cuchulainn
Posts: 23029
Joined: July 16th, 2004, 7:38 am

Please we need to start documenting QuantLib!

November 2nd, 2010, 6:20 am

QuoteOriginally posted by: renormWhere is the code?The authors.
 
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renorm
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Joined: February 11th, 2010, 10:20 pm

Please we need to start documenting QuantLib!

November 2nd, 2010, 8:28 pm

QuantLib has graphical class hierarchy. Not UML, but still very helpful. It is clickable and allows easy navigation up and down inheritance trees. All class members are clickable too. I think it is really neat.
 
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renorm
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Joined: February 11th, 2010, 10:20 pm

Please we need to start documenting QuantLib!

November 3rd, 2010, 6:55 am

There is this List all members button. It was my best ever since I started using QuantLib. Clicking it reveals all class members, including those inherited from the parent classes. Very useful in figuring out how each class cooked up. What we need is a detailed tutorial for beginners, something like Sams Teach Yourself C++in 24 Hours. How about "Datasim's Teach Yourself QuantLib in 24 Hours"?
 
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Cuchulainn
Posts: 23029
Joined: July 16th, 2004, 7:38 am

Please we need to start documenting QuantLib!

November 3rd, 2010, 8:12 am

There is a directory in QL called testsuites which looks pretty complete; it is console-based. One could make a wrapper to test it using data sets, a bit of GUI and so on.For example, some C++/C++ shim or a CCW to call GUI from native C++. Who is the target group? QuoteQuantLib in 24 HoursCoupled with audio/video?
Last edited by Cuchulainn on November 2nd, 2010, 11:00 pm, edited 1 time in total.