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
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Cuchulainn on October 31st, 2010, 11:00 pm, edited 1 time in total.