Re: [QuantLib-svn] SF.net SVN: quantlib: [10324]trunk/QuantLib

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Re: [QuantLib-svn] SF.net SVN: quantlib: [10324]trunk/QuantLib

DU VIGNAUD DE VILLEFORT FRANCOIS GASAPRD PHI
>> Integration refactoring in progress:
>> the old GaussKronrod class has been renamed in GaussKronrodNonAdaptive >and adapted to the new framework, client code and tests updated accordingly

>Francois,
> may you describe the new framework? What do we gain with respect to >the
>previous implementation?

Well, maybe new framework  was a bit exagerated, however here are the improvements you should gain:

->all the cumbersome implementation code will be moved in cpp file
->all Integrators will derive from the same base class and share some common code.

This standardization might help users to use and compare different integrations algorithms in a more convenient way. I intend to ask people to review this new framework when it will be finished. If you want to start now please feel free... :-)
François



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Re: [QuantLib-svn] SF.net SVN: quantlib: [10324]trunk/QuantLib

Luigi Ballabio
On Mon, 2007-04-23 at 15:22 +0200, DU VIGNAUD DE VILLEFORT FRANCOIS
GASAPRD PHI wrote:
> >Francois,
> > may you describe the new framework? What do we gain with respect to >the
> >previous implementation?
>
> Well, maybe new framework  was a bit exagerated, however here are the improvements you should gain:
>
> ->all the cumbersome implementation code will be moved in cpp file

Yes, that's a big plus. Switching to boost::function was a good idea.

> ->all Integrators will derive from the same base class and share some common code.

Ok. I'm still not sure whether or not the base class should be virtual,
but the principle is sound.

> I intend to ask people to review this new framework when it will be
> finished. If you want to start now please feel free... :-)

No, just go ahead. I'll have a look at it when it's finished.

Later,
        Luigi


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