RV: KQuantlib [Re: Quantlib design]

[Gilbert Peffer]

Hi guys,
I would like to make a suggestion re Excel/StarOffice and
what-not-spreadsheet-Aps. At my previous job in, we used a very flexible
spreadsheet solution on the trading floor for Excel/Applix,
allowing us to
export functionality as soon as we added it to the quant libraries. The
trick was to get away from the old Addin approach, where you merely make
available functions on the spreadsheet level. The way we did this is to
handle objects rather than functions on the spreadsheet level.
In fact, this
was done using only three addins: An <object-create> addin, a <result>
addin, and an <error> addin.

Although I have implemented this here at my office using only VBA, I
remember that our investment bank solution (allowing proper real-time
response for instance) needed some adjustments at the Applix and Excel
back-end. If any of you guys is very good in office application and API
programming, I wouldn't mind working with that person on a spreadsheet
interface. I totally agree that this is will dramatically increase the
attractiveness of QuantLib to potential testers/users.

Please send me your comments and ideas.

All the best for the New Year

Gilbert

> >
> > > -----Mensaje original-----
> > > De: [hidden email]
> > > [mailto:[hidden email]]En nombre de Marco
> > > Marchioro
> > > Enviado el: 29 December 2000 10:41
> > > Para: [hidden email]; QuantLibUsers
> > > Asunto: Re: [Quantlib-users] KQuantlib [Re: Quantlib design]
> > >
> > >
> > > Dear All,
> > >          I agree with Bernd that the time is not ripe for an
> hard-coded
> > > KQuantLib
> > > and that the spreadsheet interface is by far the most useful at
> > > the moment.
> > > I am also very interested in an Excel porting, therefore let
> me know when
> > > I will be able to use the QuantLib basic functionalities on
> my spreadsheet
> > >
> > > have a nice ending and the happiest new year (century, millennium),
> > >
> > >                  Marco
> > >
> > > At 12:20 00/12/28 +0100, Peter Schmitteckert wrote:
> > > >Dear Bernd,
> > > >
> > > >On Mit, 27 Dez 2000, you wrote:
> > > >[...]
> > > > >Where would an application build on the KDE libraries add
> value at this
> > > > >point? We have python for scripting (other such as perl, java
> > > etc can be
> > > > >added over time leveraging swig) As far as visual working
> with the data
> > > > >is concerned I prefer spread sheets (Excel to be precise and I will
> > > > >contribute the sceleton of an excel interface soon).
> > > Interfaces to matlab,
> > > > >octave, R, etc  are essentially trivial to write which will address
> > > > >another area of use. As far as hardcoded GUI applications are
> > > concerned I
> > > > >can only see a use in the back-office sector, which is
> light years way
> > > > >from where we are now and frankly just looking at our
> sources in their
> > > > >current embryonic state I consider it evident that we have
> much more
> > > > >important  things to worry about at this point that the
> back office.
> > > >I agree, that's why I asked which functionality a KQuantLib
> > > could provide.
> > > >To be specific, which benefits it could provide.
> > > >
> > > > >No, not gui interfaces, but rather spread sheet interfaces
> > > (Excel, Applix,
> > > > >Star office, Gnumeric, Kspread). GUI interfaces in the
> > > classical sense of
> > > > >the word, are IMHO virtually useless with the exception of certain
> > > > >repetetive low level  back-office functions. Spread sheets are
> > > the tools
> > > > >used on the floor and without them we are nothing (as far
> as the reail
> > > > >world is concerned) and with them we have an ideal tool to
> play/test/
> > > > >document functionality.
> > > >Again, I agree. I won't waste my time in writing  a spread like
> > > application.
> > > >I have to excuse that I'm not familiar with financial analysis.
> > > Therefore I
> > > >wonder if there are problems beyond spread applications. And
> that's why
> > > >I'm resisting of getting too deeply involved in QuantLib at the
> > > moment, since
> > > >I want to do my homework in financial analysis first.
> > > >(Note that antiquated programmers like me even prefer awk over
> > > spread sheets,
> > > >and TeX over Word, and still use xterms and console applications).
> > > >
> > > >Best wishes,
> > > >Peter
> > > >
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> > >
> > >
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> > >
>