QuantLib 1.3 released
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QuantLib is a cross-platform, free/open-source quantitative finance
C++ library for modeling, pricing, trading, and risk management in real-life. Version 1.3 has been released and is available for download at <http://quantlib.org/download.shtml>. Please log any problems you have with this release in the SourceForge bug tracker at <http://sourceforge.net/tracker/?group_id=12740&atid=112740> specifying that you're using QuantLib 1.3. The QuantLib group ------------------------------------------------------------------------------ See everything from the browser to the database with AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds. Start your free trial of AppDynamics Pro today! http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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Congrats on getting 1.3 out -- the release built without a hitch and Debian binaries have been uploaded. So now with 1.3 out of the way ... we have 'open season' for the schedule changes in the R module of QuantLib-SWIG. I presume you want me to create a pull request against the master branch? Dirk -- Dirk Eddelbuettel | [hidden email] | http://dirk.eddelbuettel.com ------------------------------------------------------------------------------ See everything from the browser to the database with AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds. Start your free trial of AppDynamics Pro today! http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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A pull request would be great.
Later, Luigi On Wed, Jul 24, 2013 at 3:46 PM, Dirk Eddelbuettel <[hidden email]> wrote: > > Congrats on getting 1.3 out -- the release built without a hitch and Debian > binaries have been uploaded. > > So now with 1.3 out of the way ... we have 'open season' for the schedule > changes in the R module of QuantLib-SWIG. I presume you want me to create a > pull request against the master branch? > > Dirk > > -- > Dirk Eddelbuettel | [hidden email] | http://dirk.eddelbuettel.com -- <https://implementingquantlib.blogspot.com> <https://twitter.com/lballabio> ------------------------------------------------------------------------------ See everything from the browser to the database with AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds. Start your free trial of AppDynamics Pro today! http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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On 24 July 2013 at 15:50, Luigi Ballabio wrote: | A pull request would be great. Preferably "when it is done" and not in increments? Or in increments? A first working package is in my 'swig-R-package' branch. See https://github.com/eddelbuettel/quantlib/tree/swig-R-package/QuantLib-SWIG/R We now do this: cd QuantLib-SWIG ./autogen.sh # config/* files missing ./configure make -C R # creates QuantLib.cpp, also # creates QuantLib.R which we then move R CMD INSTALL R # standard R behaviour, using standard # R build facilities; I add about four files A use case (from shell script) is cat | R --no-save <<EOF # just invoke R library(QuantLib) # load the new package we now have demo(package="QuantLib") # list what demo files we have (old examples/) demo("fd-option.R") # run one print(head(priceCurve)) # inspect top of priceCurve object EOF There is a lot of small stuff still to be done, but the very basics work. And if Joe has some time maybe we can do some work on the SWIG/R interface. Dirk -- Dirk Eddelbuettel | [hidden email] | http://dirk.eddelbuettel.com ------------------------------------------------------------------------------ See everything from the browser to the database with AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds. Start your free trial of AppDynamics Pro today! http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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On Thu, Jul 25, 2013 at 4:38 AM, Dirk Eddelbuettel <[hidden email]> wrote:
> > Preferably "when it is done" and not in increments? Or in increments? > > A first working package is in my 'swig-R-package' branch. We can do it incrementally. Luigi -- <https://implementingquantlib.blogspot.com> <https://twitter.com/lballabio> ------------------------------------------------------------------------------ See everything from the browser to the database with AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds. Start your free trial of AppDynamics Pro today! http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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On 25 July 2013 at 14:53, Luigi Ballabio wrote: | On Thu, Jul 25, 2013 at 4:38 AM, Dirk Eddelbuettel <[hidden email]> wrote: | > | > Preferably "when it is done" and not in increments? Or in increments? | > | > A first working package is in my 'swig-R-package' branch. | | We can do it incrementally. Nice, I like that. "Commit early, commit often." May make the changesets more manageable. Just sent one off comprising last evenings four commits. Thanks, Dirk -- Dirk Eddelbuettel | [hidden email] | http://dirk.eddelbuettel.com ------------------------------------------------------------------------------ See everything from the browser to the database with AppDynamics Get end-to-end visibility with application monitoring from AppDynamics Isolate bottlenecks and diagnose root cause in seconds. Start your free trial of AppDynamics Pro today! http://pubads.g.doubleclick.net/gampad/clk?id=48808831&iu=/4140/ostg.clktrk _______________________________________________ QuantLib-dev mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-dev |
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