Towards version 1.0 - plans for home stretch

[Chris Kenyon-2]

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

Hi Luigi,

 

Re inflation there are a number of changes in the pipeline:

1) add the calibration stability updates for inflation vol

2) add the tests for the inflation vol

3) move the inflation vol to the main area (i.e. out of experimental)

4) add seasonality (multiplicative)

Timeframe realistically is around three to four weeks, say the end of March.  How does that suit for these steps?  I'd like to have infl vol out of experimental for 1.0, what do you think?

 

Regards,

Chris

------------------------------------------------------------------------------
Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
-Strategies to boost innovation and cut costs with open source participation
-Receive a $600 discount off the registration fee with the source code: SFAD
http://p.sf.net/sfu/XcvMzF8H
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

[Luigi Ballabio]

On Mon, 2009-03-02 at 00:34 -0800, Chris Kenyon wrote:

> Re inflation there are a number of changes in the pipeline:
>
> 1) add the calibration stability updates for inflation vol
>
> 2) add the tests for the inflation vol
>
> 3) move the inflation vol to the main area (i.e. out of experimental)
>
> 4) add seasonality (multiplicative)
>
> Timeframe realistically is around three to four weeks, say the end of
> March.  How does that suit for these steps?  I'd like to have infl vol
> out of experimental for 1.0, what do you think?

Timeframe is OK. I'd leave inflation vol in experimental for 0.9.9/1.0,
though, since it would be the first release that includes it.

Luigi



--

A debugged program is one for which you have not yet found the
conditions that make it fail.
-- Jerry Ogdin



------------------------------------------------------------------------------
Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
-Strategies to boost innovation and cut costs with open source participation
-Receive a $600 discount off the registration fee with the source code: SFAD
http://p.sf.net/sfu/XcvMzF8H
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev