Response from Geotechnical Software Services

[Gilbert Peffer]

Hi Nando,
I received this reply to my queries about copyright issues for the style
guidelines. Unfortunately I don't know much about copyright issues either,
so I welcome any comment to the reply I attach below.
Best regards
Gilbert

> -----Mensaje original-----
> De: [hidden email] [mailto:[hidden email]]En nombre de Jacob
> Dreyer
> Enviado el: 06 January 2001 06:24
> Para: Gilbert Peffer
> Asunto: Re: guideline copyright
>
>
> Hi Gilbert,
>
> Thanks for your interest in the coding guideline project.
>
> I am sure you guys have more experience than me regarding
> copyrights and open source and the various issues in that
> respect, and I whould be grateful for any advices you could
> give me regarding the different options I/you have and what
> this will mean for me, my guide, you and your version of the
> guide now and in the future.
>
> As you might have noticed there is also a related "coding
> practice" guideline which I have great belief in, but that
> I unfortunately not have had the time to complete. It whould
> have been great to have a joint project started to work on
> that guide, but as it is to some degree build on the advices
> of Scott Meyers, I am sure there could be some copyright twist
> there as well?
>
> Regards,
>
> Jacob Dreyer
> General Manager
> Geotechnical Software Services
> Stavanger - Norway
>
>
>
> Gilbert Peffer wrote:
> >
> > Hi there,
> >
> > We have been reading your C++ Programming Style Guidelines with great
> > interest and would like to use them in an open-source project
> as our base
> > guidelines for the C++ part of that project.
> >
> > However, some of the software developers would want to add
> rules or alter a
> > few of the rules. We were thinking of reproducing your
> guidelines and adapt
> > them to our needs, but this obviously requires your permission
> because of
> > the copyright status. Could you please let me know if you were
> prepared to
> > grant us this permission, and under what conditions.
> >
> > The open source project is called QuantLib and is hosted by SourceForge,
> > more details of which you can find at its home page
> > http://sourceforge.net/projects/quantlib/.
> >
> > Best regards
> >
> > The QuantLib Development Team
>

[Marco Marchioro-2]

Hi QuantLib people,
        I finished the first draft for the Monte Carlo tools. You will find the
related
files in the MonteCarlo folders. So far only the one dimensional tools are
available. Soon, but this time I don't want to give a schedule, I will add some
multidimensional tools.
The tools are in the QuantLib spirit of "if you know templates is better,
otherwise
you can do it anyway," therefore there are some typedef to define simple
defaults like,
for example, GaussianRandomGenerator.
The basic idea is that of a "sample generator" that have the following,
simple,
interface:

        SampleType next()  const; // Gives the next sample
        double weight() const; // Giving the weight of the last sample

where SampleType is the particular type of sample which for a random
generator is a double and for a path generator is a Path.

The sample accumulator used now is Statistics. However using RiskTool instead
it is possible to have a MonteCarlo method for other risk measure like VaR.

Two pricers were added as examples. McEuropeanPricer, that is very basic
and McAsianPricer that also implements a control variate.

I am available for questions. Let me know if you see a way to
improve the design.
        greetings,
                        Marco Marchioro.