Some broken links in the HTML documentation
Locked
 
|
Hi the QL team.
I have found some broken links in the HTML documentation on the QuantLib website. E.g. searching "schedule" (using the "Search the manual" tool, at the bottom on the right) returns 42 results . http://quantlib.org/reference/search.php?query=schedule But, some of the links there are broken. Here is the list: 4. CDS.cpp http://quantlib.org/reference/_c_d_s_8cpp_source.html 5. BermudanSwaption.cpp http://quantlib.org/reference/_bermudan_swaption_8cpp_source.html 6. swapvaluation.cpp http://quantlib.org/reference/swapvaluation_8cpp_source.html 7. Bonds.cpp http://quantlib.org/reference/_bonds_8cpp_source.html 8. ConvertibleBonds.cpp http://quantlib.org/reference/_convertible_bonds_8cpp_source.html 10. CallableBonds.cpp http://quantlib.org/reference/_callable_bonds_8cpp_source.html 11. FittedBondCurve.cpp http://quantlib.org/reference/_fitted_bond_curve_8cpp_source.html 13. Repo.cpp http://quantlib.org/reference/_repo_8cpp_source.html It seems this is just a matter of adding class_quant_lib_1_1 and removing 8cpp_source to each link so that that they work properly. Thus, this is nothing really bad ... (Sorry if this is not the right room to report these kinds of things) Best, Édouard -- http://quantcorner.wordpress.com ------------------------------------------------------------------------------ Everyone hates slow websites. So do we. Make your web apps faster with AppDynamics Download AppDynamics Lite for free today: http://p.sf.net/sfu/appdyn_sfd2d_oct _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
Hi,
What are the possible problems encountered for the unexpected 2 day "holidays" due to the NYSE closing down, say within the scope of Quantlib? In general? Billy Ng ------------------------------------------------------------------------------ Everyone hates slow websites. So do we. Make your web apps faster with AppDynamics Download AppDynamics Lite for free today: http://p.sf.net/sfu/appdyn_sfd2d_oct _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
|
|
Hi,
I don't know what the two close days will affect in the real world (settlement? index fixings?) If you need the calendar to include them, you can either (a) add them and recompile or (b) add them as runtime, as in: Calendar c = UnitedStates(NYSE); c.addHoliday(d1); c.addHoliday(d2); after which all instances of the NYSE calendar in your program will see the two dates as holidays. Depending on what you're doing, it might be tricky to decide whether to use them, though. If you're pricing something as of today, you'll want them in if they affect the settlement or anything else. If you're pricing something as of, say, one month ago, you might not want them since one month ago those two days were supposed to be business days... Luigi On Wed, Oct 31, 2012 at 6:10 AM, Billy Ng <[hidden email]> wrote: > Hi, > > What are the possible problems encountered for the unexpected 2 day "holidays" due to the NYSE closing down, say within the scope of Quantlib? In general? > > Billy Ng > ------------------------------------------------------------------------------ > Everyone hates slow websites. So do we. > Make your web apps faster with AppDynamics > Download AppDynamics Lite for free today: > http://p.sf.net/sfu/appdyn_sfd2d_oct > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Everyone hates slow websites. So do we. Make your web apps faster with AppDynamics Download AppDynamics Lite for free today: http://p.sf.net/sfu/appdyn_sfd2d_oct _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: Some broken links in the HTML documentation
|
|
In reply to this post by tallent_e
Hi Edouard,
thanks for the report. Unfortunately, it's not that easy to fix. The search results seem to be pointing at the source files for the examples, which we had told Doxygen not to include. So the link would be correct, but the pages simply aren't there. It looks like Doxygen and its search tool are in disagreement... Anyway, the results are generated on the fly, so I don't think I have a way to go in there and filter them out. Regards, Luigi On Tue, Oct 30, 2012 at 4:21 PM, Edouard Tallent <[hidden email]> wrote: > Hi the QL team. > > I have found some broken links in the HTML documentation on the QuantLib website. > > E.g. searching "schedule" (using the "Search the manual" tool, at the bottom on the right) returns 42 results . > http://quantlib.org/reference/search.php?query=schedule > > But, some of the links there are broken. Here is the list: > > 4. CDS.cpp > http://quantlib.org/reference/_c_d_s_8cpp_source.html > > 5. BermudanSwaption.cpp > http://quantlib.org/reference/_bermudan_swaption_8cpp_source.html > > 6. swapvaluation.cpp > http://quantlib.org/reference/swapvaluation_8cpp_source.html > > 7. Bonds.cpp > http://quantlib.org/reference/_bonds_8cpp_source.html > > 8. ConvertibleBonds.cpp > http://quantlib.org/reference/_convertible_bonds_8cpp_source.html > > 10. CallableBonds.cpp > http://quantlib.org/reference/_callable_bonds_8cpp_source.html > > 11. FittedBondCurve.cpp > http://quantlib.org/reference/_fitted_bond_curve_8cpp_source.html > > 13. Repo.cpp > http://quantlib.org/reference/_repo_8cpp_source.html > > It seems this is just a matter of adding class_quant_lib_1_1 and removing 8cpp_source to each link so that that they work properly. Thus, this is nothing really bad ... > > (Sorry if this is not the right room to report these kinds of things) > > Best, > Édouard > -- > http://quantcorner.wordpress.com > > ------------------------------------------------------------------------------ > Everyone hates slow websites. So do we. > Make your web apps faster with AppDynamics > Download AppDynamics Lite for free today: > http://p.sf.net/sfu/appdyn_sfd2d_oct > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Everyone hates slow websites. So do we. Make your web apps faster with AppDynamics Download AppDynamics Lite for free today: http://p.sf.net/sfu/appdyn_sfd2d_oct _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Implied Binomial & Hidden Markov Model
|
|
In reply to this post by Luigi Ballabio
Is there any sample implementation of Implied Binomial and HMM in QuantLib? What are those extension/evolution from these classic methodologies? Billy Ng ------------------------------------------------------------------------------ LogMeIn Central: Instant, anywhere, Remote PC access and management. Stay in control, update software, and manage PCs from one command center Diagnose problems and improve visibility into emerging IT issues Automate, monitor and manage. Do more in less time with Central http://p.sf.net/sfu/logmein12331_d2d _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
«
Return to quantlib-users
|
1 view|%1 views
| Free forum by Nabble | Edit this page |