Re: [QuantLib-svn] SF.net SVN: quantlib: [10219] trunk/QuantLib

[Luigi Ballabio]

On Wed, 2007-04-18 at 06:46 -0700, [hidden email] wrote:
> Revision: 10219
>           http://quantlib.svn.sourceforge.net/quantlib/?rev=10219&view=rev
> Author:   nando
> Date:     2007-04-18 06:46:40 -0700 (Wed, 18 Apr 2007)
>
> Log Message:
> -----------
> evolvers classified in their own folder tree, depending on rate type (fwd, cotswap, cmswap) and dynamic (normal, lognormal)

Aren't we going a bit too far? I mean, there's one evolver per subfolder
right now---with some subfolders being empty, too. At this point, this
much structure looks to me like a burden more than a help---especially
since using Doxygen, we can easily generate a reference page where all
the evolvers are listed and where it is stated whether each one is
normal/lognormal and what rate type they evolve.

Thoughts?
        Luigi


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-- Samuel Johnson



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[Luigi Ballabio]

On Wed, 2007-04-18 at 16:02 +0200, Luigi Ballabio wrote:
> Aren't we going a bit too far? I mean, there's one evolver per subfolder
> right now---with some subfolders being empty, too. At this point, this
> much structure looks to me like a burden more than a help---especially
> since using Doxygen, we can easily generate a reference page where all
> the evolvers are listed and where it is stated whether each one is
> normal/lognormal and what rate type they evolve.

Moreover, since there were just 7 evolvers in the folder and since you
had done a good job in naming them properly, it was hardly any difficult
to find what one was looking for...

Luigi


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Prediction is very difficult, especially if it's about the future.
-- Niels Bohr



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[Ferdinando M. Ametrano-3]

Hi Luigi and all

I've created the folder structure that I feel will be ok for proper
categorization of all evolvers we're going to develop and which will
be much more than the current 7.

The possible evolvers I would like to see in QuantLib are about 6 (pc,
ipc, euler, capc, cani, and PPR terminal measure) for each of the 6
dynamics (log-normal cot swap rate, log-normal cm swap rate,
log-normal fwd rate, normal cot swap rate, normal cm swap rate, normal
fwd rate)

As a matter of fact the folder reorganization was just the step before
asking for volunteers to implement the next batch of 6 evolvers: ipc
and euler for log-normal coterminal, log-normal constant maturity swap
rates, and normal fwd rates. The task is not hard and given the
current 7 evolvers is mostly copy/paste/adapt (and hopefully test).
Any volunteer would get a lot of credit for not so much work ;-) and
it would be a good chance to get familiar with the current code base.

ciao -- Nando

On 4/18/07, Luigi Ballabio <[hidden email]> wrote:

> On Wed, 2007-04-18 at 16:02 +0200, Luigi Ballabio wrote:
> > Aren't we going a bit too far? I mean, there's one evolver per subfolder
> > right now---with some subfolders being empty, too. At this point, this
> > much structure looks to me like a burden more than a help---especially
> > since using Doxygen, we can easily generate a reference page where all
> > the evolvers are listed and where it is stated whether each one is
> > normal/lognormal and what rate type they evolve.
>
> Moreover, since there were just 7 evolvers in the folder and since you
> had done a good job in naming them properly, it was hardly any difficult
> to find what one was looking for...
>
> Luigi

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[Luigi Ballabio]

On Wed, 2007-04-18 at 18:31 +0200, Ferdinando Ametrano wrote:
> I've created the folder structure that I feel will be ok for proper
> categorization of all evolvers we're going to develop and which will
> be much more than the current 7.

Assuming that categorization should be done by means of the folder
structure and not, say, by documentation. I'm not opposing it, I'm just
pointing out it's an assumption. You know I'm picky...

> The possible evolvers I would like to see in QuantLib are about 6 (pc,
> ipc, euler, capc, cani, and PPR terminal measure) for each of the 6
> dynamics (log-normal cot swap rate, log-normal cm swap rate,
> log-normal fwd rate, normal cot swap rate, normal cm swap rate, normal
> fwd rate)

I confess my ignorance here (it's a while since I looked at the
evolvers, and some I haven't seen yet) but can't the 6 evolvers and the
6 dynamics be made orthogonal? Do we really need 36 distinct classes?

> As a matter of fact the folder reorganization was just the step before
> asking for volunteers to implement the next batch of 6 evolvers: ipc
> and euler for log-normal coterminal, log-normal constant maturity swap
> rates, and normal fwd rates. The task is not hard and given the
> current 7 evolvers is mostly copy/paste/adapt (and hopefully test).

Coding these 6 might be ok, but once we get to 13 (or maybe sooner than
that) it might be worthwhile to step back and look at the differences
between the various evolvers to see if anything can be abstracted (and
since the task is mostly copy/paste/adapt, there should be plenty.) In
an ideal world, we might be able to declare specific evolvers as
   Evolver<NormalFwd,IPC>
which would remove the need for categorization altogether.

However, since we're about to branch for the next release and any
further work on the evolvers will likely be done afterwards, do you have
anything against my _temporarily_ reverting the folder structure for
such release?

> Any volunteer would get a lot of credit for not so much work ;-) and
> it would be a good chance to get familiar with the current code base.

True. People, please give a though to this request.

Later,
        Luigi


----------------------------------------

Steinbach's Guideline for Systems Programming:
Never test for an error condition you don't know how to handle.



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[Luigi Ballabio]

On Wed, 2007-04-18 at 16:02 +0200, Luigi Ballabio wrote:
> Aren't we going a bit too far? I mean, there's one evolver per subfolder
> right now---with some subfolders being empty, too. At this point, this
> much structure looks to me like a burden more than a help---especially
> since using Doxygen, we can easily generate a reference page where all
> the evolvers are listed and where it is stated whether each one is
> normal/lognormal and what rate type they evolve.

I just stumbled into another problem with an elaborate folder
structure---"make dist" currently fails to produce the tarball of the
library (tar insists on file paths being no longer than 99 characters.)

Later,
        Luigi


----------------------------------------

Brady's First Law of Problem Solving:
When confronted by a difficult problem, you can solve it more
easily by reducing it to the question, "How would the Lone
Ranger have handled this?"



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[Ferdinando M. Ametrano-3]

On 4/19/07, Luigi Ballabio <[hidden email]> wrote:

> On Wed, 2007-04-18 at 16:02 +0200, Luigi Ballabio wrote:
> > Aren't we going a bit too far? I mean, there's one evolver per subfolder
> > right now---with some subfolders being empty, too. At this point, this
> > much structure looks to me like a burden more than a help---especially
> > since using Doxygen, we can easily generate a reference page where all
> > the evolvers are listed and where it is stated whether each one is
> > normal/lognormal and what rate type they evolve.
>
> I just stumbled into another problem with an elaborate folder
> structure---"make dist" currently fails to produce the tarball of the
> library (tar insists on file paths being no longer than 99 characters.)

ok, this seems a final argument: I've put back all evolver files in
the plain evolver folder.

I've also renamed classes and files using the pattern Normal/LogNormal
+ FwdRate/CotSwapRate/CmSwapRate + Pc/Ipc/Euler + _/Constrained

ciao -- Nando

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[Luigi Ballabio]

On Fri, 2007-04-20 at 23:27 +0200, Ferdinando Ametrano wrote:
> On 4/19/07, Luigi Ballabio <[hidden email]> wrote:
> > I just stumbled into another problem with an elaborate folder
> > structure---"make dist" currently fails to produce the tarball of the
> > library (tar insists on file paths being no longer than 99 characters.)
>
> ok, this seems a final argument: I've put back all evolver files in
> the plain evolver folder.

Ok, thanks.

Speaking of tarballs, how about branching for release?

Later,
        Luigi


----------------------------------------

Hofstadter's Law:
It always takes longer than you expect, even when you take
Hofstadter's Law into account.



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