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Hi guys,
anybody has anything to add to this report?
Marco
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Dear QuantLib user,
it is with great pleasure that I will report the conclusions of
the First QuantLib Conference in Milan, held on October 20th, 2002.
There were participants from the major European countries.
The meeting started with a visit to the facilities of RiskMap,
the major sponsor of QuantLib, where coffee and water were served.
Soon afterwards the discussion begun in a single session with
all the participants very active in the debate. Here's
a list of the major conclusions.
+Changes to the Web Site
* Improve documentation, maybe add a web-log where web-surfer can leave
their remarks
* Update the "to do" list
* Draw a road map of future works
+Importance of Unit Testing
The idea is to certify the quality of QuantLib using a unit-test framework.
The tests would also serve as concrete examples on how the library should
be used.
QuantLib would be defined by what is tested, all the major features should
be tested. In this way it will also be possible to maintain the
synchronization
of QuantLib with QuantLib.NET.
All the tests done in python will be moved to corresponding tests
written in C++.
+Changes to the Library
* Improve the documentation
* Move to the Instrument/pricing engine framework
* Refactor of the Finite-Difference framework merging with
the Tree/Lattice framework
* Develop a framework for stochastic processes
* Build basic Bond classes
In particular the last point, build basic Bond classes, needs volunteers.
Afterwards, the meeting moved to a more mundane venue where pizza was
eventually served.
Distinghishing himself for his class the representative of the Helvetic
QuantLib
community asked for a Martini Bianco to drink with his pizza. The other
developers
enjoyed their pizza with a beer.
Later in the evening the chief architect of QuantLib astonished everybody
winning the competition of eating the biggest(they say size doesn't matter)
slice of cake.
The evening ended late at night after many more discussion about life, the
universe, everything and, of course, QuantLib.
Marco Marchioro, Milan, October 21st, 2002.
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