About MidPointCDSEngine
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Hi,
I'm really new to quant-finance and the whole programming thing. So please pardon me for any stupid questions. I'm reviewing the CDS example provided and noticed that for pricing engine, midpointcdsengine is used. However, I can't find this engine in reference manual. Could you please kindly let me know why? Many many thanks. Best Regards, Carol ------------------------------------------------------------------------------ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hello! I am also a newbie of Quantlib and i am just enjoying stuyding this fancy library. Although I am a newbie i feel curious about your question and i want to find the answer with you As you said, i also couldnt find midpointcdsengie. but i can find midpointcdoengine in reference manual. i failed to find a history of reference manual why midpointcdsengine is not described. But i hope that it is helpful for you (and me) that there is CDO class is related to CDS. ( http://www.quantlib.org/reference/class_quant_lib_1_1_c_d_o.html ) Thank you for all gurus of quantlib, 2015. 11. 22. 오후 4:06에 "Carol Monroe" <[hidden email]>님이 작성:
------------------------------------------------------------------------------ Go from Idea to Many App Stores Faster with Intel(R) XDK Give your users amazing mobile app experiences with Intel(R) XDK. Use one codebase in this all-in-one HTML5 development environment. Design, debug & build mobile apps & 2D/3D high-impact games for multiple OSs. http://pubads.g.doubleclick.net/gampad/clk?id=254741551&iu=/4140 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hello Carol, Ive just found out the old reference manual of quantlib that decribes midpointcdsengine (the version 1.1-1) ( quantlib.sourcearchive.com/documentation/1.1-1/classQuantLib_1_1MidPointCdsEngine.html ) Now i am diving into reference history ( quantlib.org/reference/history.html ) Sorry for my poor knowledge. But i am very exciting now in quantlib world. it is a kind of masterpieces! Thank you for all developers and contributers! Best regards, 2015. 11. 23. 오후 1:12에 "Jae Hyeon Yoo" <[hidden email]>님이 작성:
------------------------------------------------------------------------------ Go from Idea to Many App Stores Faster with Intel(R) XDK Give your users amazing mobile app experiences with Intel(R) XDK. Use one codebase in this all-in-one HTML5 development environment. Design, debug & build mobile apps & 2D/3D high-impact games for multiple OSs. http://pubads.g.doubleclick.net/gampad/clk?id=254741551&iu=/4140 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hello Carol and Jae Hyeon Yoo,
the reference is generated by doxygen, which only includes classes that have a special comment block (typically /*! ... */ or //! ...) before their declaration. This is because in the configuration Docs/quantlib.doxy we have HIDE_UNDOC_CLASSES = YES If you set this option to NO and regenerate the docs you will see the MidPointCdsEngine (and other classes without doxygen - commentblock). Probably the option was changed from NO to YES somewhere between 1.1 and now. Both options make sense. Most probably Luigi can shed some light on why "YES" is chosen. And as Wikipedia (correctly) says "The resistance to documentation among developers is well known and needs no emphasis." (https://en.wikipedia.org/wiki/Software_documentation) :-) Best regards Peter On 23 November 2015 at 05:29, Jae Hyeon Yoo <[hidden email]> wrote: > Hello Carol, > > Ive just found out the old reference manual of quantlib that decribes > midpointcdsengine (the version 1.1-1) > > ( > quantlib.sourcearchive.com/documentation/1.1-1/classQuantLib_1_1MidPointCdsEngine.html > ) > > Now i am diving into reference history ( quantlib.org/reference/history.html > ) > > Sorry for my poor knowledge. But i am very exciting now in quantlib world. > it is a kind of masterpieces! Thank you for all developers and contributers! > > Best regards, > Jae Hyeon Yoo > > 2015. 11. 23. 오후 1:12에 "Jae Hyeon Yoo" <[hidden email]>님이 작성: > >> Hello! I am also a newbie of Quantlib and i am just enjoying stuyding this >> fancy library. >> >> Although I am a newbie i feel curious about your question and i want to >> find the answer with you >> >> As you said, i also couldnt find midpointcdsengie. but i can find >> midpointcdoengine in reference manual. >> >> i failed to find a history of reference manual why midpointcdsengine is >> not described. But i hope that it is helpful for you (and me) that there is >> CDO class is related to CDS. >> >> ( http://www.quantlib.org/reference/class_quant_lib_1_1_c_d_o.html ) >> >> Thank you for all gurus of quantlib, >> Best regards, >> Jae Hyeon Yoo >> >> 2015. 11. 22. 오후 4:06에 "Carol Monroe" <[hidden email]>님이 작성: >>> >>> Hi, >>> >>> I'm really new to quant-finance and the whole programming thing. So >>> please pardon me for any stupid questions. >>> >>> I'm reviewing the CDS example provided and noticed that for pricing >>> engine, midpointcdsengine is used. >>> >>> However, I can't find this engine in reference manual. Could you please >>> kindly let me know why? >>> >>> Many many thanks. >>> >>> Best Regards, >>> Carol >>> >>> >>> >>> ------------------------------------------------------------------------------ >>> >>> _______________________________________________ >>> QuantLib-users mailing list >>> [hidden email] >>> https://lists.sourceforge.net/lists/listinfo/quantlib-users >>> > > ------------------------------------------------------------------------------ > Go from Idea to Many App Stores Faster with Intel(R) XDK > Give your users amazing mobile app experiences with Intel(R) XDK. > Use one codebase in this all-in-one HTML5 development environment. > Design, debug & build mobile apps & 2D/3D high-impact games for multiple > OSs. > http://pubads.g.doubleclick.net/gampad/clk?id=254741551&iu=/4140 > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > ------------------------------------------------------------------------------ Go from Idea to Many App Stores Faster with Intel(R) XDK Give your users amazing mobile app experiences with Intel(R) XDK. Use one codebase in this all-in-one HTML5 development environment. Design, debug & build mobile apps & 2D/3D high-impact games for multiple OSs. http://pubads.g.doubleclick.net/gampad/clk?id=254741551&iu=/4140 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hello, it's been a while, but I'm guessing that "YES" was chosen to avoid adding to the docs internal classes such as those in namespace details. It probably doesn't make a lot of difference. The real fix would be to add some documentation where missing... Luigi On Mon, Nov 23, 2015 at 7:49 PM Peter Caspers <[hidden email]> wrote: Hello Carol and Jae Hyeon Yoo, -- <http://leanpub.com/implementingquantlib> ------------------------------------------------------------------------------ _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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