Towards version 1.0 - plans for home stretch

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Towards version 1.0 - plans for home stretch

Luigi Ballabio

Hi all,
        this year seems a nice year to release version 1.0.  Except for one or
two things that still need changing (see below) I'd go for it with what
we currently have in the repository.  My idea was to call it 0.9.9 and
release it as a kind of beta for 1.0.  In fact, I'd either create a 1.0
release branch at the same time that I create the 0.9.9, or use the same
branch for both.  Once 0.9.9 is released, I'd fix reported bugs (if any)
and release 1.0 after a short while (say, one or two months.)

As for 0.9.9, I'd release it as soon as it's in shape. The couple of
things that are still missing before we can freeze the interfaces are:

- inflation curves need to include seasonality.  According to Chris
Kenyon, this will be done shortly---correct, Chris? Any schedule?

- we should clean up the OptionletStripper1/OptionletStripper2 classes
(are they all still needed? Can they have better names?)  The same goes
for SwaptionVolCurveX.  Nando, any thoughts on these ones?

As I said, at 0.9.9 and onward the interfaces would be frozen---meaning
that client code that compiles against 0.9.9 should compile without
modifications against 1.0 and later releases.  This means that adding
stuff to existing classes is ok, removing or renaming it is not (unless
it's private methods or data members.)

Later,
        Luigi


--

A child of five would understand this. Send someone to fetch a child of
five.
-- Groucho Marx



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Re: Towards version 1.0 - plans for home stretch

Ferdinando Ametrano-4
On Fri, Feb 27, 2009 at 3:57 PM, Luigi Ballabio
<[hidden email]> wrote:
> - we should clean up the OptionletStripper1/OptionletStripper2 classes
> (are they all still needed? Can they have better names?)  The same goes
> for SwaptionVolCurveX.  Nando, any thoughts on these ones?

I'll clean up that code next week. From what I remember the different
OptionletStrippers fulfilled different needs, so will rename and
document them, while redundant SwaptionVolCurveX should just disappear

ciao -- Nando

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-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
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Re: Towards version 1.0 - plans for home stretch

Luigi Ballabio
On Fri, 2009-02-27 at 19:02 +0100, Ferdinando Ametrano wrote:
> I'll clean up that code next week. From what I remember the different
> OptionletStrippers fulfilled different needs, so will rename and
> document them, while redundant SwaptionVolCurveX should just disappear

Great, thanks.

Luigi


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Do the right thing. It will gratify some people and astonish the rest.
-- Mark Twain



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