QuantLib 1.3 released

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QuantLib 1.3 released

Luigi Ballabio
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

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Re: QuantLib 1.3 released

Dirk Eddelbuettel

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

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Re: QuantLib 1.3 released

Luigi Ballabio
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



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<https://twitter.com/lballabio>

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Re: QuantLib 1.3 released

Dirk Eddelbuettel

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

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Re: QuantLib 1.3 released

Luigi Ballabio
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


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Re: QuantLib 1.3 released

Dirk Eddelbuettel

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

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