Home » Archived » OFMP » JQuantLib released
| JQuantLib released [message #10805] |
Mon, 30 June 2008 12:50  |
Eclipse User |
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Originally posted by: rgomes1997.yahoo.co.uk
Hi,
I'd like to announce the release of JQuantLib 0.1.0-RC1, our first release.
At the moment, it implements the bare minimum which is:
* Date, Calendar and IMM support;
* Trading calendars for the most important markets;
* Support for generic financial instruments;
* Support for generic pricing engines;
* Support for generic term structures;
* Support for generic 1D and 2D interpolations;
* European Options with Black-Scholes implemented;
Thanks
-- Richard Gomes
http://www.jquantlib.org/index.php/User:RichardGomes
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| Re: JQuantLib released [message #12042 is a reply to message #10805] |
Sat, 30 August 2008 13:14  |
| Eclipse User |
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Hi,
I have not met or talked to Steve Colebourne from JSR-310 lately, but as
we were both mentioned by the JCP in JDJ a few days ago, I may also get
in touch with him again soon.
What I noticed in your framework is not so much related to JSR-275 yet,
nor does it cover the actual Money or Currency either (only tags numbers
or prices) but I saw plenty of Date and Calendar related ideas and
libraries especially for the financial sector of course.
Now this could be a little too sophisticated in the eyes of them, but I
would seriously try to get in touch with them, too.
You use other JSRs anyway like the Annotation enhancements, so if it was
suitable for them, using JSR-310 over time might profit both.
P.s.: I believe, they also use Maven 2 somewhere already ;-)
Werner
Richard Gomes wrote:
> Hi,
>
> I'd like to announce the release of JQuantLib 0.1.0-RC1, our first release.
>
> At the moment, it implements the bare minimum which is:
>
> * Date, Calendar and IMM support;
> * Trading calendars for the most important markets;
> * Support for generic financial instruments;
> * Support for generic pricing engines;
> * Support for generic term structures;
> * Support for generic 1D and 2D interpolations;
> * European Options with Black-Scholes implemented;
> Thanks
>
> -- Richard Gomes
> http://www.jquantlib.org/index.php/User:RichardGomes
>
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| Re: JQuantLib released [message #12143 is a reply to message #12042] |
Wed, 15 October 2008 20:05 |
| Eclipse User |
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Originally posted by: rgomes1997.yahoo.co.uk
Hi Werner,
Again... I'm sorry for long delay.
I need to remember to check my news reader. :/
JSR-310:
JQuantLib has an 'internal provider' which implements date related
functionalities. When we implement OSGi bundles, it will be possible to
have other providers. An immediate candidate would be one which uses
JSR-310.
JSR-275:
JQuantLib will [probably] never adopt it
The reason is performance. Please have a look at the following articles:
http://www.jquantlib.org/index.php/DeveloperCorner
http://www.jquantlib.org/index.php/DesignFloatPointErrors
http://www.jquantlib.org/index.php/DesignTypeChecking
They talk mainly about performance but also present our commitment with
strong type checking and correctness.
Cheers :)
-- Richard Gomes
Werner Keil wrote:
> Hi,
>
> I have not met or talked to Steve Colebourne from JSR-310 lately, but as
> we were both mentioned by the JCP in JDJ a few days ago, I may also get
> in touch with him again soon.
>
> What I noticed in your framework is not so much related to JSR-275 yet,
> nor does it cover the actual Money or Currency either (only tags numbers
> or prices) but I saw plenty of Date and Calendar related ideas and
> libraries especially for the financial sector of course.
>
> Now this could be a little too sophisticated in the eyes of them, but I
> would seriously try to get in touch with them, too.
>
> You use other JSRs anyway like the Annotation enhancements, so if it was
> suitable for them, using JSR-310 over time might profit both.
>
> P.s.: I believe, they also use Maven 2 somewhere already ;-)
>
> Werner
>
> Richard Gomes wrote:
>> Hi,
>>
>> I'd like to announce the release of JQuantLib 0.1.0-RC1, our first
>> release.
>>
>> At the moment, it implements the bare minimum which is:
>>
>> * Date, Calendar and IMM support;
>> * Trading calendars for the most important markets;
>> * Support for generic financial instruments;
>> * Support for generic pricing engines;
>> * Support for generic term structures;
>> * Support for generic 1D and 2D interpolations;
>> * European Options with Black-Scholes implemented;
>> Thanks
>>
>> -- Richard Gomes
>> http://www.jquantlib.org/index.php/User:RichardGomes
>>
--
Richard Gomes
http://wiki.jquantlib.org/index.php/RichardGomes
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| Re: JQuantLib released [message #569561 is a reply to message #10805] |
Sat, 30 August 2008 13:14 |
| Eclipse User |
|
|
|
Hi,
I have not met or talked to Steve Colebourne from JSR-310 lately, but as
we were both mentioned by the JCP in JDJ a few days ago, I may also get
in touch with him again soon.
What I noticed in your framework is not so much related to JSR-275 yet,
nor does it cover the actual Money or Currency either (only tags numbers
or prices) but I saw plenty of Date and Calendar related ideas and
libraries especially for the financial sector of course.
Now this could be a little too sophisticated in the eyes of them, but I
would seriously try to get in touch with them, too.
You use other JSRs anyway like the Annotation enhancements, so if it was
suitable for them, using JSR-310 over time might profit both.
P.s.: I believe, they also use Maven 2 somewhere already ;-)
Werner
Richard Gomes wrote:
> Hi,
>
> I'd like to announce the release of JQuantLib 0.1.0-RC1, our first release.
>
> At the moment, it implements the bare minimum which is:
>
> * Date, Calendar and IMM support;
> * Trading calendars for the most important markets;
> * Support for generic financial instruments;
> * Support for generic pricing engines;
> * Support for generic term structures;
> * Support for generic 1D and 2D interpolations;
> * European Options with Black-Scholes implemented;
> Thanks
>
> -- Richard Gomes
> http://www.jquantlib.org/index.php/User:RichardGomes
>
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| Re: JQuantLib released [message #569733 is a reply to message #12042] |
Wed, 15 October 2008 20:05 |
| Eclipse User |
|
|
|
Hi Werner,
Again... I'm sorry for long delay.
I need to remember to check my news reader. :/
JSR-310:
JQuantLib has an 'internal provider' which implements date related
functionalities. When we implement OSGi bundles, it will be possible to
have other providers. An immediate candidate would be one which uses
JSR-310.
JSR-275:
JQuantLib will [probably] never adopt it
The reason is performance. Please have a look at the following articles:
http://www.jquantlib.org/index.php/DeveloperCorner
http://www.jquantlib.org/index.php/DesignFloatPointErrors
http://www.jquantlib.org/index.php/DesignTypeChecking
They talk mainly about performance but also present our commitment with
strong type checking and correctness.
Cheers :)
-- Richard Gomes
Werner Keil wrote:
> Hi,
>
> I have not met or talked to Steve Colebourne from JSR-310 lately, but as
> we were both mentioned by the JCP in JDJ a few days ago, I may also get
> in touch with him again soon.
>
> What I noticed in your framework is not so much related to JSR-275 yet,
> nor does it cover the actual Money or Currency either (only tags numbers
> or prices) but I saw plenty of Date and Calendar related ideas and
> libraries especially for the financial sector of course.
>
> Now this could be a little too sophisticated in the eyes of them, but I
> would seriously try to get in touch with them, too.
>
> You use other JSRs anyway like the Annotation enhancements, so if it was
> suitable for them, using JSR-310 over time might profit both.
>
> P.s.: I believe, they also use Maven 2 somewhere already ;-)
>
> Werner
>
> Richard Gomes wrote:
>> Hi,
>>
>> I'd like to announce the release of JQuantLib 0.1.0-RC1, our first
>> release.
>>
>> At the moment, it implements the bare minimum which is:
>>
>> * Date, Calendar and IMM support;
>> * Trading calendars for the most important markets;
>> * Support for generic financial instruments;
>> * Support for generic pricing engines;
>> * Support for generic term structures;
>> * Support for generic 1D and 2D interpolations;
>> * European Options with Black-Scholes implemented;
>> Thanks
>>
>> -- Richard Gomes
>> http://www.jquantlib.org/index.php/User:RichardGomes
>>
--
Richard Gomes
http://wiki.jquantlib.org/index.php/RichardGomes
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