Quantlib project

[Andre Louw-2]

Hi,

A bit of background:

I am part of a team of developers based in Johannesburg, South Africa. We
are doing work for a JSE based financial services company with a strong risk
management focus. We recently acquired the European company Cedef which has
given us nice international exposure. We have spent the last 5 years
developing an in-house derivative trading system which has for the last 2
years been running here.

The system was developed under NexTStep/OpenStep (a BSD based fully OO
operating system) using Objective-C. This explains my limited knowledge of
C++ - seeing as I last programmed in it for about 3 months nearly 6 years
ago. The system was developed as a back-office system, and, as such, is
probably one of the strongest in it's field. We have now shifted our focus
to the front-office and have actually spent about 3 months on the beginning
of a library - that is until I came across Quantlib!

I have spent a few days evaluating it and am quite impressed - the model
looks well designed, and, quite similar to what's been germinating in our
minds! I have picked up on a few missing things that is mostly specific to
the S.A market but those are minors.

Just a few questions on the project. What is your policy on taking on new
developers? Who looks after the state/stability/quality assurance/validity
of models/etc... of the project? Have the number of users/developers
increased since the project started?

Thanx for your help so far, and looking forward to becoming part of the
bigger picture!

André Louw
Decillion Pty/Ltd - "Your Risk Is Our Domain"

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[Ferdinando M. Ametrano-2]

Hi André

you wrote:
>What is your policy on taking on new developers?
There isn't a real policy. Actually I've granted cvs write access to
whoever asked me, being confident people are rationale and CVS is good at
reverting unwanted hanges.
This helped to have a huge number of developers listed at
http://sourceforge.net/project/memberlist.php?group_id=12740 even if only
about 8 of them are really active.

A "new developer intoduction" is available at
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quantlib/QuantLib/dev_tools/newdeveloperintro.txt?rev=HEAD&content-type=text/vnd.viewcvs-markup

>  Who looks after the state/stability/quality assurance/validity
>of models/etc... of the project?
The developers themselves, we don't have a formal scientific committee.
There is a Python test suite that is run daily, and almost daily the source
distribution/compilation/test is carried out on different platforms/compilers.

>  Have the number of users/developers increased since the project started?
As far as developers are concerned, please see above.
Users ... well it's hard to say. The library download statistics is
available at
http://sourceforge.net/project/stats/index.php?report=months&group_id=12740,
but I don't know about real users.
I for one use the library in my work, RiskMap uses it in its products.
I've been told by a couple of guys they use QuantLib in their own work,
officially or unofficially, but I'm not allowed to give details.

>I have picked up on a few missing things that is mostly specific to
>the S.A market but those are minors.
please share with us, if you can.

>looking forward to becoming part of the
>bigger picture!
I really hope you will get involved! You're welcome.

ciao -- Nando