Google Summer of Code

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Google Summer of Code

Alok-15
Hello,

Google has announced its Summer of Code again for this year
http://www.google-melange.com/gsoc/homepage/google/gsoc2012 . And I
was wondering if there are any ideas for QuantLib projects for this
program. I would love to hear from prospective mentors about
challenges that an experienced C++ developer can contribute towards
this effort for 2-3 months over the summer. Please do respond even if
you don't have the time to participate in the program. I'll collect
ideas from the responses and post it onto a handy wiki page for later
use.

p.s. I notice that there is a nice GitHub QuantLib repository at
https://github.com/lballabio/quantlib/commits/master I wonder how far
behind or incomplete it is from the project svn repository at
https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk. The
checkout from svn trunk clocked at 573MB. And I guess that with a few
more MBs I might as well get the whole project history offline from
GitHub instead of running expensive svn checkouts.

best regards,
Alok

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Re: Google Summer of Code

Alok-15
So I've explored the SourceForge project page some more and found the
feature requests page on the tracker. And this entry by
Nobody/Anonymous (nobody) struck me as interesting.

http://sourceforge.net/tracker/?func=detail&aid=1651713&group_id=12740&atid=362740

I would appreciate it very much if someone can elaborate on what sort
of extension would someone be looking for. I do know that RQuantLib
was developed as a Summer of Code project to extend QuantLib to the
R-Project in 2009.

Any ideas/thoughts/advise regarding this would be much appreciated.

best regards,
Alok

On Sun, Feb 19, 2012 at 10:29 PM, Alok <[hidden email]> wrote:

> Hello,
>
> Google has announced its Summer of Code again for this year
> http://www.google-melange.com/gsoc/homepage/google/gsoc2012 . And I
> was wondering if there are any ideas for QuantLib projects for this
> program. I would love to hear from prospective mentors about
> challenges that an experienced C++ developer can contribute towards
> this effort for 2-3 months over the summer. Please do respond even if
> you don't have the time to participate in the program. I'll collect
> ideas from the responses and post it onto a handy wiki page for later
> use.
>
> p.s. I notice that there is a nice GitHub QuantLib repository at
> https://github.com/lballabio/quantlib/commits/master I wonder how far
> behind or incomplete it is from the project svn repository at
> https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk. The
> checkout from svn trunk clocked at 573MB. And I guess that with a few
> more MBs I might as well get the whole project history offline from
> GitHub instead of running expensive svn checkouts.
>
> best regards,
> Alok

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Re: Google Summer of Code

Dirk Eddelbuettel

On 19 February 2012 at 22:58, Alok wrote:
| So I've explored the SourceForge project page some more and found the
| feature requests page on the tracker. And this entry by
| Nobody/Anonymous (nobody) struck me as interesting.
|
| http://sourceforge.net/tracker/?func=detail&aid=1651713&group_id=12740&atid=362740
|
| I would appreciate it very much if someone can elaborate on what sort
| of extension would someone be looking for. I do know that RQuantLib
| was developed as a Summer of Code project to extend QuantLib to the
| R-Project in 2009.

I was about to comment on this (as I was the person suggesting that work and
the mentor -- that project worked out well).  

We could possibly have people work in QL under different umbrella
organisations too.  I know Portland St often provided a home.

The real shortage may be on skilled mentors with a little bit of time. Google
Summer of Code is a nice program, and it could fit for QuantLib Extension
Proposals.

Dirk

 
| Any ideas/thoughts/advise regarding this would be much appreciated.
|
| best regards,
| Alok
|
| On Sun, Feb 19, 2012 at 10:29 PM, Alok <[hidden email]> wrote:
| > Hello,
| >
| > Google has announced its Summer of Code again for this year
| > http://www.google-melange.com/gsoc/homepage/google/gsoc2012 . And I
| > was wondering if there are any ideas for QuantLib projects for this
| > program. I would love to hear from prospective mentors about
| > challenges that an experienced C++ developer can contribute towards
| > this effort for 2-3 months over the summer. Please do respond even if
| > you don't have the time to participate in the program. I'll collect
| > ideas from the responses and post it onto a handy wiki page for later
| > use.
| >
| > p.s. I notice that there is a nice GitHub QuantLib repository at
| > https://github.com/lballabio/quantlib/commits/master I wonder how far
| > behind or incomplete it is from the project svn repository at
| > https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk. The
| > checkout from svn trunk clocked at 573MB. And I guess that with a few
| > more MBs I might as well get the whole project history offline from
| > GitHub instead of running expensive svn checkouts.
| >
| > best regards,
| > Alok
|
| ------------------------------------------------------------------------------
| Virtualization & Cloud Management Using Capacity Planning
| Cloud computing makes use of virtualization - but cloud computing
| also focuses on allowing computing to be delivered as a service.
| http://www.accelacomm.com/jaw/sfnl/114/51521223/
| _______________________________________________
| QuantLib-dev mailing list
| [hidden email]
| https://lists.sourceforge.net/lists/listinfo/quantlib-dev

--
"Outside of a dog, a book is a man's best friend. Inside of a dog, it is too
dark to read." -- Groucho Marx

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Re: Google Summer of Code

Alok-15
On Sun, Feb 19, 2012 at 11:18 PM, Dirk Eddelbuettel <[hidden email]> wrote:

>
> On 19 February 2012 at 22:58, Alok wrote:
> | So I've explored the SourceForge project page some more and found the
> | feature requests page on the tracker. And this entry by
> | Nobody/Anonymous (nobody) struck me as interesting.
> |
> | http://sourceforge.net/tracker/?func=detail&aid=1651713&group_id=12740&atid=362740
> |
> | I would appreciate it very much if someone can elaborate on what sort
> | of extension would someone be looking for. I do know that RQuantLib
> | was developed as a Summer of Code project to extend QuantLib to the
> | R-Project in 2009.
>
> I was about to comment on this (as I was the person suggesting that work and
> the mentor -- that project worked out well).

Would you be interested in mentoring for the Google Summer of Code
again? I see from the RQuantLib page
http://dirk.eddelbuettel.com/code/rquantlib.html that: "There are lots
more financial instruments covered in QuantLib. RQuantLib should grow
to accomodate these. Help in writing the R wrappers would accelerate
the provision of RQuantLib hooks for these."

How is the coverage of RQuantLib now? I am eager for an opportunity in
extending QuantLib for either R or ROOT. What is your view on this?

>
> We could possibly have people work in QL under different umbrella
> organisations too.  I know Portland St often provided a home.
>
> The real shortage may be on skilled mentors with a little bit of time. Google
> Summer of Code is a nice program, and it could fit for QuantLib Extension
> Proposals.
>
> Dirk
>
>
> | Any ideas/thoughts/advise regarding this would be much appreciated.
> |
> | best regards,
> | Alok
> |
> | On Sun, Feb 19, 2012 at 10:29 PM, Alok <[hidden email]> wrote:
> | > Hello,
> | >
> | > Google has announced its Summer of Code again for this year
> | > http://www.google-melange.com/gsoc/homepage/google/gsoc2012 . And I
> | > was wondering if there are any ideas for QuantLib projects for this
> | > program. I would love to hear from prospective mentors about
> | > challenges that an experienced C++ developer can contribute towards
> | > this effort for 2-3 months over the summer. Please do respond even if
> | > you don't have the time to participate in the program. I'll collect
> | > ideas from the responses and post it onto a handy wiki page for later
> | > use.
> | >
> | > p.s. I notice that there is a nice GitHub QuantLib repository at
> | > https://github.com/lballabio/quantlib/commits/master I wonder how far
> | > behind or incomplete it is from the project svn repository at
> | > https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk. The
> | > checkout from svn trunk clocked at 573MB. And I guess that with a few
> | > more MBs I might as well get the whole project history offline from
> | > GitHub instead of running expensive svn checkouts.
> | >
> | > best regards,
> | > Alok
> |
> | ------------------------------------------------------------------------------
> | Virtualization & Cloud Management Using Capacity Planning
> | Cloud computing makes use of virtualization - but cloud computing
> | also focuses on allowing computing to be delivered as a service.
> | http://www.accelacomm.com/jaw/sfnl/114/51521223/
> | _______________________________________________
> | QuantLib-dev mailing list
> | [hidden email]
> | https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>
> --
> "Outside of a dog, a book is a man's best friend. Inside of a dog, it is too
> dark to read." -- Groucho Marx

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Re: Google Summer of Code

Dirk Eddelbuettel

On 20 February 2012 at 00:06, Alok wrote:
| On Sun, Feb 19, 2012 at 11:18 PM, Dirk Eddelbuettel <[hidden email]> wrote:
| >
| > On 19 February 2012 at 22:58, Alok wrote:
| > | So I've explored the SourceForge project page some more and found the
| > | feature requests page on the tracker. And this entry by
| > | Nobody/Anonymous (nobody) struck me as interesting.
| > |
| > | http://sourceforge.net/tracker/?func=detail&aid=1651713&group_id=12740&atid=362740
| > |
| > | I would appreciate it very much if someone can elaborate on what sort
| > | of extension would someone be looking for. I do know that RQuantLib
| > | was developed as a Summer of Code project to extend QuantLib to the
| > | R-Project in 2009.
| >
| > I was about to comment on this (as I was the person suggesting that work and
| > the mentor -- that project worked out well).
|
| Would you be interested in mentoring for the Google Summer of Code
| again? I see from the RQuantLib page
| http://dirk.eddelbuettel.com/code/rquantlib.html that: "There are lots
| more financial instruments covered in QuantLib. RQuantLib should grow
| to accomodate these. Help in writing the R wrappers would accelerate
| the provision of RQuantLib hooks for these."
|
| How is the coverage of RQuantLib now? I am eager for an opportunity in
| extending QuantLib for either R or ROOT. What is your view on this?

I am always looking for people with C++ and R skills to help on RQuantLib.
It is a terrific little project with still too little coverage of QuantLib.

It has spawned off Rcpp (as a generic C++ to R and back wrapping mechanism)
which soaked up most of my (and Romain's) time over the last few years.

If you are interested, and have the skills to work on this, the R Project has
been a steady participant in GSoC. So you could apply there, and we could work
something out for RQuantLib. That said, it may of interest to get QL over
into GSoC in same form too.  

As for ROOT, I can't comment as I only know of it, but have never used it in
any capacity.

Dirk
 
| >
| > We could possibly have people work in QL under different umbrella
| > organisations too.  I know Portland St often provided a home.
| >
| > The real shortage may be on skilled mentors with a little bit of time. Google
| > Summer of Code is a nice program, and it could fit for QuantLib Extension
| > Proposals.
| >
| > Dirk
| >
| >
| > | Any ideas/thoughts/advise regarding this would be much appreciated.
| > |
| > | best regards,
| > | Alok
| > |
| > | On Sun, Feb 19, 2012 at 10:29 PM, Alok <[hidden email]> wrote:
| > | > Hello,
| > | >
| > | > Google has announced its Summer of Code again for this year
| > | > http://www.google-melange.com/gsoc/homepage/google/gsoc2012 . And I
| > | > was wondering if there are any ideas for QuantLib projects for this
| > | > program. I would love to hear from prospective mentors about
| > | > challenges that an experienced C++ developer can contribute towards
| > | > this effort for 2-3 months over the summer. Please do respond even if
| > | > you don't have the time to participate in the program. I'll collect
| > | > ideas from the responses and post it onto a handy wiki page for later
| > | > use.
| > | >
| > | > p.s. I notice that there is a nice GitHub QuantLib repository at
| > | > https://github.com/lballabio/quantlib/commits/master I wonder how far
| > | > behind or incomplete it is from the project svn repository at
| > | > https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk. The
| > | > checkout from svn trunk clocked at 573MB. And I guess that with a few
| > | > more MBs I might as well get the whole project history offline from
| > | > GitHub instead of running expensive svn checkouts.
| > | >
| > | > best regards,
| > | > Alok
| > |
| > | ------------------------------------------------------------------------------
| > | Virtualization & Cloud Management Using Capacity Planning
| > | Cloud computing makes use of virtualization - but cloud computing
| > | also focuses on allowing computing to be delivered as a service.
| > | http://www.accelacomm.com/jaw/sfnl/114/51521223/
| > | _______________________________________________
| > | QuantLib-dev mailing list
| > | [hidden email]
| > | https://lists.sourceforge.net/lists/listinfo/quantlib-dev
| >
| > --
| > "Outside of a dog, a book is a man's best friend. Inside of a dog, it is too
| > dark to read." -- Groucho Marx

--
"Outside of a dog, a book is a man's best friend. Inside of a dog, it is too
dark to read." -- Groucho Marx

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Re: Google Summer of Code

Luigi Ballabio
In reply to this post by Alok-15
On Sun, Feb 19, 2012 at 11:29 PM, Alok <[hidden email]> wrote:
> p.s. I notice that there is a nice GitHub QuantLib repository at
> https://github.com/lballabio/quantlib/commits/master I wonder how far
> behind or incomplete it is from the project svn repository at
> https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk. The
> checkout from svn trunk clocked at 573MB. And I guess that with a few
> more MBs I might as well get the whole project history offline from
> GitHub instead of running expensive svn checkouts.

It's up to date; I have a cron job that pushes from subversion to
github nightly.
Note that the github repository contains only the QuantLib module,
though.  The subversion trunk also includes the SWIG wrappers and all
the modules that make up the QuantLibXL project.

Luigi

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