hello

[Xiaowen Wang]

Hi everyone:
My name is Xiaowen Wang. I'm a new developer of
QuantLib. I'm glad to get involved in this project and
I'd like to take you a moment to introduce myself.

My primary interest in this project is for the SOAP
extension and it's one of the listed items I
volunteered to Ferdinando. I'll send another email
when time's right to discuss my thought on SOAP
extension with you guys.

I'm currently a Ph.D. student with the area in
CFD(computational fluid dynamics). So I'm very
comfortable with the PDE and finite difference stuff.
I'm OK with Monte Carlo. The financial interfaces to
these
math are strange to me, and I'm reading Shreve's book
to catch up.

I'm very comfortable with C++, both OO style and
Generic programming style.

I think I'll first try to get familiar with the
financial interfaces, which are actually the only
things that need to be exported via web services as I
think, then I'll move on to the concrete development
work.

In the mean time, I'm very willing to help out on
other items if you need.

Thanks
Xiaowen

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[Ferdinando M. Ametrano-2]

Hi Xiaowen

>I'll send another email
>when time's right to discuss my thought on SOAP
>extension with you guys.
Please consider that I'm willing to set up a QuantLibSOAP module in our CVS.

>The financial interfaces to these math are strange to me, and I'm reading
>Shreve's book
>to catch up.
I would supplement Shreve's book with Hull and/or Wilmott.
Take a look at
http://cvs.sourceforge.net/cgi-bin/viewcvs.cgi/quantlib/QuantLib-site/books.txt?rev=HEAD&content-type=text/vnd.viewcvs-markup

You might be also interested in FpML (http://www.fpml.org/), especially the
FpML 2.0 Trial Recommendation and the FpML 3.0 Working Draft

ciao -- Nando

[Luigi Ballabio-4]

At 11:50 AM +0200 5/1/02, Ferdinando Ametrano wrote:
>Please consider that I'm willing to set up a QuantLibSOAP module in our CVS.

I would call it QuantLib-SOAP (with the dash) for simmetry with the
other extension modules.

Anal-retentively yours,
                        Luigi

--

[Luigi Ballabio-4]

At 9:24 AM -0700 4/30/02, Xiaowen Wang wrote:
>My primary interest in this project is for the SOAP
>extension and it's one of the listed items I
>volunteered to Ferdinando. I'll send another email
>when time's right to discuss my thought on SOAP
>extension with you guys.

Hi all,
        I remember we had a discussion in which we kind of decided to
dump CORBA as the protocol of choice and favor SOAP instead. I'm
perfectly fine with it.

What I don't remember is: did we go into the differences between SOAP
and plain XML-RPC? And do we need to? I ask out of ignorance, being
kind of ineducated in both and not knowing whether any of them is
more widely adopted.

Keep-the-ball-rolling-ly yours,
                                Luigi


--

[Marco Marchioro-2]

Welcome Aboard Xiaowen,

At 09:24 AM 4/30/02 -0700, Xiaowen Wang wrote:
>I'm currently a Ph.D. student with the area in
>CFD(computational fluid dynamics). So I'm very
>comfortable with the PDE and finite difference stuff.
>I'm OK with Monte Carlo. The financial interfaces to
>these
>math are strange to me, and I'm reading Shreve's book
>to catch up.

Those people from CFD are the best;-). I have the same background and,
belive me, it's a piece of cake to make the leap into the quants world.
You forgot to mention an important detail:
   which University are you from?

ciao,
       Marco