QuoteOriginally posted by: fulmerspotQuoteOriginally posted by: CuchulainnOne modest suggestion in the absence of the written word is to document libraries by screen and audio capture; you can then in 15-30 minutes explain all you need to know with minimum effort, for example using this approachThis taken to its logical conclusion by Verity Stob...http://collaboration.cmc.ec.gc.ca/scien ... 5m.htmThis is going to reduce code reengineering costs by an order of magnitude, right? No more guessing? My project manager will be up in the moon.

Unfortunately (very), renorm has not been here for 2 years ...

QuoteOriginally posted by: outrunQuoteOriginally posted by: renormoutrun,I see your point. It is all about marginal benefit. In general, the marginal return (per time spent) from contributing to mature projects is less compared to working on fresh ideas, unless the said project is something big and famous.I tried to marry QuantLib with multithreading sometime ago. Facing too much rewrite and redesign I had to give up. I figured that it is easier to do it from the scratch and use QuantLib for sanity check.Hey Renorm,I just ran into a bug-fix that you made (a long time ago) at QuantLib for the Ziggurat algorithm. You mentioned that there was a bug in the original paper, for the tail? Can you share a bit more about that? I want to implement it -using the paper- but if the paper is flawed then I would have a problem!Can you share the name of the paper? I'd planned to implement Ziggurat a few times, but never got around to it...

(double)

QuoteOriginally posted by: CuchulainnOn documentation, this by sitmo is very popular. It lets you check A-Z. It is process-driven (how!) while many articles are descriiptive only (the 'what').Question: Let's suppose you don't have/don't want simulated data for OU, i.e. you don't have an exact representation. Then, do you do 1) naive Euler or 2) time-series data?