Newbie developer q

[Andre Louw-2]

Nando,

I have a few pieces of code I wish to contribute:

        1) Discount Curve TermStructure. This is used to store existing
Discount Factors, typically bootstrapped outside of QuantLib.
        2) loglinear interpolation. Used specifically in above structure.
        3) Extensions to the Period class - allow one to construct from a
string (e.g '1D', '3M' etc...)
        4) Functionality to advance a calendar using a constructed Period.

What's the process now, do I need to post it here first, or can I update CVS
and let you guys check it out?

André Louw
Decillion Limited - "Your Risk Is Our Domain"

Email: [hidden email]
Office: [phone]
Mobile: [phone]
Fax: [phone]

 
-------------------------------------------------------------------------
This e-mail is intended only for the use of the individual or entity named
above and may contain information that is confidential and privileged,
proprietary to the company and protected by law. If you are not the intended
recipient, you are hereby notified that any dissemination, distribution or
copying of this e-mail is strictly prohibited. Opinions, conclusions and
other information in this message that do not relate to the official
business of our company shall be understood as neither given nor endorsed by
it.

[Luigi Ballabio-4]

At 12:29 PM 4/12/02 +0200, Andre Louw wrote:
>I have a few pieces of code I wish to contribute:
>What's the process now, do I need to post it here first, or can I update CVS
>and let you guys check it out?

Nando's answer pending, I would say you can do as I do: namely, once you're
sure that you didn't break anything, just commit them to the CVS.
The way I make relatively sure that I haven't broken things is to compile
the QuantLib-Python extension and run its test suite which is much more
extensive than the C++ tests. Instructions are on the site, methinks.

Nando?

Bye,
         Luigi

[Ferdinando M. Ametrano-2]

Hi Andre

>I have a few pieces of code I wish to contribute:
>
>         1) Discount Curve TermStructure. This is used to store existing
>Discount Factors, typically bootstrapped outside of QuantLib.
>         2) loglinear interpolation. Used specifically in above structure.
>         3) Extensions to the Period class - allow one to construct from a
>string (e.g '1D', '3M' etc...)
>         4) Functionality to advance a calendar using a constructed Period.
thank you very much. These are worthwhile contributions and I think many
users will enjoy

>What's the process now, do I need to post it here first, or can I update CVS
>and let you guys check it out?
The best approach would be to send a patch for general review, anyway
granting you read/write CVS access I've already trusted you: you can commit
your contributions to the CVS.

Were your contribution pervasive I would post them on the mailing list for
general discussion, but this is not the case I guess

Go ahead and commit them

ciao -- Nando