Experimental :: Commodities

[Boris Skorodumov]

Dear Luigi

I noticed that there is an experimental part in QuantLib 0.9.7 with energy commodities.
Do you have any plans to add more functionality and make it part of the library in near future?
Also, do you have any tests for commodities?

Thank you in advance,
Boris.
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[Luigi Ballabio]

On Fri, 2009-01-23 at 18:35 -0500, Boris Skorodumov wrote:
> I noticed that there is an experimental part in QuantLib 0.9.7 with
> energy commodities.
> Do you have any plans to add more functionality and make it part of
> the library in near future?
> Also, do you have any tests for commodities?

More instruments and tests might be contributed later, but I haven't
received them yet.  As for making it part of the library, it depends on
what you mean by "near future" :)  I don't think I'll look into it for
the next few months, as I'll focus mainly on adding remaining
contributions and clean up the library for release 1.0.

Luigi


--

Do the right thing. It will gratify some people and astonish the rest.
-- Mark Twain



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[Boris Skorodumov]

thank you Luigi  for the clarification, I was just curious about commodities part.

On Tue, Feb 3, 2009 at 11:48 AM, Luigi Ballabio <[hidden email]> wrote:

On Fri, 2009-01-23 at 18:35 -0500, Boris Skorodumov wrote:
> I noticed that there is an experimental part in QuantLib 0.9.7 with
> energy commodities.
> Do you have any plans to add more functionality and make it part of
> the library in near future?
> Also, do you have any tests for commodities?

More instruments and tests might be contributed later, but I haven't
received them yet.  As for making it part of the library, it depends on
what you mean by "near future" :)  I don't think I'll look into it for
the next few months, as I'll focus mainly on adding remaining
contributions and clean up the library for release 1.0.

Luigi


--

Do the right thing. It will gratify some people and astonish the rest.
-- Mark Twain

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build responsive, highly engaging applications that combine the power of local
resources and data with the reach of the web. Download the Adobe AIR SDK and
Ajax docs to start building applications today-http://p.sf.net/sfu/adobe-com
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