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Use code in legacy folder of quantlib

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manas bhatt

Use code in legacy folder of quantlib

Hi,

I am planning to use the code present in quantlib\ql\legacy\libormarketmodels. Is it ok to use that code or is there new code which can be used in place of the legacy. I am asking this question because there is a test case in testsuite which uses the code present in legacy folder as well a project called MarketModels in quantlib which uses the legacy code.

Since the legacy code is suitable for the work i am working on right now, it would be helpful if someone can tell whether it is ok to use the code present in that folder

regards,

Manas

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Luigi Ballabio

Re: Use code in legacy folder of quantlib

2011/12/6 manas bhatt <[hidden email]>:
> I am planning to use the code present in
> quantlib\ql\legacy\libormarketmodels. Is it ok to use that code or is there
> new code which can be used in place of the legacy.

The code in ql/models/marketmodels replaced most of it. I think
there's still some bits of functionality in the old code that are not
yet covered by the new, but I don't remember what they are. Klaus,
maybe you can chime in?

Luigi

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Klaus Spanderen-2

Re: Use code in legacy folder of quantlib

Hi Manas

the code in ql/legacy/libormarketmodels is replaced by the code in
ql/models/marketmodels. If you start a new project I'd strongly recommend to
base it on the newer implementation in ql/models/marketmodels.

cheers
Klaus

On Tuesday 06 December 2011 17:57:41 Luigi Ballabio wrote:

> 2011/12/6 manas bhatt <[hidden email]>:
> > I am planning to use the code present in
> > quantlib\ql\legacy\libormarketmodels. Is it ok to use that code or is
> > there new code which can be used in place of the legacy.
>
> The code in ql/models/marketmodels replaced most of it. I think
> there's still some bits of functionality in the old code that are not
> yet covered by the new, but I don't remember what they are. Klaus,
> maybe you can chime in?
>
> Luigi
>
> ---------------------------------------------------------------------------
>--- Cloud Services Checklist: Pricing and Packaging Optimization
> This white paper is intended to serve as a reference, checklist and point
> of discussion for anyone considering optimizing the pricing and packaging
> model of a cloud services business. Read Now!
> http://www.accelacomm.com/jaw/sfnl/114/51491232/
> _______________________________________________
> QuantLib-dev mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-dev