hi everyone. i'm reviving an old post on wilmott.Cuchulainn asked if someone had created an UML class diagram of the QL products, one year ago.there had been no positive replies, then.but, what now ? anyone knows where to find this on the internet ?it would be helpful to "vizualise" how everything interrelates.thank you

I've given up asking _anyone_ do they have a decent UML design document.

QuoteOriginally posted by: CuchulainnI've given up asking _anyone_ do they have a decent UML design document.I've a few diagrams in my draft (Edouard, it's at <http://sites.google.com/site/luigiballabio/qlbook> if you didn't come across it.)But UML never took off, often for technical difficulties. For instance, just to begin with: what tool do you use? If you're in a company, everybody uses the same. In an open-source project, you would have to find a cross-platform tool (not easy) and possibly a free one, too, since not all contributors might afford a commercial one (even less easy.) Moreover, you want to keep code and UML synchronized; which means that either the UML tool must produce the diagrams from the code (difficult) or if you write any part of the UML, you must keep it under version control together with the code.Now, if you know a UML tool that plays nicely with version control (which means, for instance, that it must save the diagrams in a text format so that the diffs make sense and it's possible to merge changes) please tell me. But until now, this has been the real showstopper for me.Luigi

hello luigi.thank you for you reply (in no time, clear, and constructive as always).i'm actually coming across the Chapter 2, building the interest-rate swap implementation you detail. for my part, i don't know any nice free, multi platform and powerful UML tool.other wilmotters will probably have suggestions. i hope so !

QuoteBut UML never took off, often for technical difficulties. For instance, just to begin with: what tool do you use? If you're in a company, everybody uses the same. In an open-source project, you would have to find a cross-platform tool (not easy) and possibly a free one, too, since not all contributors might afford a commercial one (even less easy.) Moreover, you want to keep code and UML synchronized; which means that either the UML tool must produce the diagrams from the code (difficult) or if you write any part of the UML, you must keep it under version control together with the code.The idea of synch code and diagrams is a Fata Morgana, and unattainable. Believe me, it's a Greek drama. The only winners are CASE tool vendorsFred Brooks ("Mythical Man Month") talks about a small, critical subset of the documentation that describes the architecture. A benevolent but strict chief designer (per subsystem?) might be a start. It's not so much a UML yes/no question, more a design issue.We use MS Visio. @edStarUML Have not tried it but is open source. Personally, I find CASE tools boring.

Here a Brooks-like minimalist document from the pre-UML days ~ 1995 (it's not finance but the point is the architecture). BTW it took UML almost 10 years to get used to the idea of context diagram (an ooold and useful concept):requirements doc

I found this but no documentation for latest versions but still usefulhttp://quantlib.sourcearchive.com/http://quantlib.sourcearchive.com/docum ... aSwap.html Doxygen can be used to generate from source anyway

I personally don't use the Doxygen documentation because it's useless. The software architecture is too hard for the Doxyen documentation. I can get better understanding by:1. Running the examples and trace out how the results are calculated2. Run the C# QuantNetNote that you'll have much better coding support in Visual Studio on a C# project. You can ask VS to draw you a UML diagram, reference hierarchy etc. QuantNet is very close to QuantLib, so learning QuantNet is highly recommended. Your project takes less time to compile....In QuantLib, the most important sections to understand:1. TermStrucutre2. PricingEngineYou'll need to understand how a yield-curve is bootstrapped like log-linear. You'll also need to learn how to specify a pricing engine.

Well, I find Doxygen generated (especially along with graphviz) docs useful in understanding the class hierarchy and collaborators. There won't be examples for everything. Docs tells you exactly which objects are needed to write you own examples given you have some knowledge in finance. I haven't tried QuantNet but will explore later.

QuoteOriginally posted by: studentttI personally don't use the Doxygen documentation because it's useless. The software architecture is too hard for the Doxyen documentation. I can get better understanding by:1. Running the examples and trace out how the results are calculated2. Run the C# QuantNet3. Read Implementing QuantLib. The ebook version is on Leanpub.I agree, the Doxygen documentation only starts to be useful as a reference after you've found your way around the library...