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Re: RE: Quantlib-users meeting in Sydney (Australia) ?

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Xavier.Abulker

Re: RE: Quantlib-users meeting in Sydney (Australia) ?

Hi Ferdinando,
Excuse me for the confusion between GNU compliant and GNU.
I didn't want to say that a proprietary extensions wouldn't be allowed.

I just want to know if Lacima group just use Quantlib for their own
internal use or if there is a project to share the Clewlow and Strickland
model they also sell.
(A very nice extension of HJM, looks very usefull in Commodity pricing).
In this case I will be a candidate to help to debug it and participate if
it's needed.
Bye
Xavier

Ferdinando Ametrano
<[hidden email]> To: [hidden email], <[hidden email]>
Sent by: cc: [hidden email],
[hidden email] [hidden email]
eforge.net Subject: Re: [Quantlib-users] RE: Quantlib-users meeting in Sydney
(Australia) ?

28/10/2002 13:25

At 12:54 PM 10/28/2002 +0100, [hidden email] wrote:
>How Lacima forecast to sell his software and work with a GNU project at
the
>same time?
while QuantLib is compliant to GNU's free software definition, it is not a
GNU project.
The QuantLib license http://quantlib.org/license.html allows proprietary
extensions to be commercialized.

ciao -- Nando

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Chak Jack Wong

Re: RE: Quantlib-users meeting in Sydney (Australia) ?

I am wondering if there is any plan for a libor market type models?

[hidden email] wrote:

> Hi Ferdinando,
> Excuse me for the confusion between GNU compliant and GNU.
> I didn't want to say that a proprietary extensions wouldn't be allowed.
>
> I just want to know if Lacima group just use Quantlib for their own
> internal use or if there is a project to share the Clewlow and Strickland
> model they also sell.
> (A very nice extension of HJM, looks very usefull in Commodity pricing).
> In this case I will be a candidate to help to debug it and participate if
> it's needed.
> Bye
> Xavier
>
>
> Ferdinando Ametrano
> <[hidden email]> To: [hidden email], <[hidden email]>
> Sent by: cc: [hidden email],
> [hidden email] [hidden email]
> eforge.net Subject: Re: [Quantlib-users] RE: Quantlib-users meeting in Sydney
> (Australia) ?
>
> 28/10/2002 13:25
>
>
>
> At 12:54 PM 10/28/2002 +0100, [hidden email] wrote:
> >How Lacima forecast to sell his software and work with a GNU project at
> the
> >same time?
> while QuantLib is compliant to GNU's free software definition, it is not a
> GNU project.
> The QuantLib license http://quantlib.org/license.html allows proprietary
> extensions to be commercialized.
>
> ciao -- Nando
>
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
> Quantlib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
> *************************************************************************
> Ce message et toutes les pieces jointes (ci-apres le "message") sont
> confidentiels et etablis a l'intention exclusive de ses destinataires.
> Toute utilisation ou diffusion non autorisee est interdite.
> Tout message electronique est susceptible d'alteration.
> La Fimat et ses filiales declinent toute responsabilite au
> titre de ce message s'il a ete altere, deforme ou falsifie.
> ********
> This message and any attachments (the "message") are confidential and
> intended solely for the addressees.
> Any unauthorised use or dissemination is prohibited.
> E-mails are susceptible to alteration.
> Neither Fimat nor any of its subsidiaries or affiliates shall
> be liable for the message if altered, changed or falsified.
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>
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
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Xavier.Abulker

Re: RE: Quantlib-users meeting in Sydney (Australia) ?

In reply to this post by Xavier.Abulker

Hi Jack,
I think that Michael J. Meyer ([hidden email]) already proposed to
give Quantlib his C++ contribution:

The paper on the web site
http://martingale.berlios.de/Martingale.html

which is detailed description of a Libor Market Model implementation with
some
of the theoretical background.

Form Michael J. Meyer:
"If you like this I have the same in C++ (actually more sophisticated and
completely selfcontained) which I would be willing to "donate" to your
cause
if you can provide me with some market data (swaprates, swaption prices,
cap
prices, caplets)
so that I can play around with this.
I would also be willing to help you with my code."

Bye
Xavier

Chak Jack Wong
<[hidden email]> To: [hidden email]
Sent by: cc: Ferdinando Ametrano <[hidden email]>,
[hidden email] [hidden email], [hidden email],
eforge.net [hidden email]
Subject: Re: [Quantlib-users] RE: Quantlib-users meeting in Sydney
(Australia) ?
28/10/2002 15:36
Please respond to Chak.K.Wong

I am wondering if there is any plan for a libor market type models?

[hidden email] wrote:

[hidden email], <[hidden email]>
> Sent by: cc:
[hidden email],
> [hidden email]
[hidden email]
> eforge.net Subject:
Re: [Quantlib-users] RE: Quantlib-users meeting in Sydney

> (Australia) ?
>
> 28/10/2002 13:25
>
>
>
> At 12:54 PM 10/28/2002 +0100, [hidden email] wrote:
> >How Lacima forecast to sell his software and work with a GNU project at
> the
> >same time?
> while QuantLib is compliant to GNU's free software definition, it is not

> GNU project.
> The QuantLib license http://quantlib.org/license.html allows proprietary
> extensions to be commercialized.
>
> ciao -- Nando
>
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
> Quantlib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
> *************************************************************************
> Ce message et toutes les pieces jointes (ci-apres le "message") sont
> confidentiels et etablis a l'intention exclusive de ses destinataires.
> Toute utilisation ou diffusion non autorisee est interdite.
> Tout message electronique est susceptible d'alteration.
> La Fimat et ses filiales declinent toute responsabilite au
> titre de ce message s'il a ete altere, deforme ou falsifie.
> ********
> This message and any attachments (the "message") are confidential and
> intended solely for the addressees.
> Any unauthorised use or dissemination is prohibited.
> E-mails are susceptible to alteration.
> Neither Fimat nor any of its subsidiaries or affiliates shall
> be liable for the message if altered, changed or falsified.
> *************************************************************************
>
> -------------------------------------------------------
> This sf.net email is sponsored by:ThinkGeek
> Welcome to geek heaven.
> http://thinkgeek.com/sf
> _______________________________________________
> Quantlib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users

-------------------------------------------------------
This sf.net email is sponsored by:ThinkGeek
Welcome to geek heaven.
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_______________________________________________
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*************************************************************************
Ce message et toutes les pieces jointes (ci-apres le "message") sont
confidentiels et etablis a l'intention exclusive de ses destinataires.
Toute utilisation ou diffusion non autorisee est interdite.
Tout message electronique est susceptible d'alteration.
La Fimat et ses filiales declinent toute responsabilite au
titre de ce message s'il a ete altere, deforme ou falsifie.
********
This message and any attachments (the "message") are confidential and
intended solely for the addressees.
Any unauthorised use or dissemination is prohibited.
E-mails are susceptible to alteration.
Neither Fimat nor any of its subsidiaries or affiliates shall
be liable for the message if altered, changed or falsified.
*************************************************************************