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> Today's Topics:
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> 1. Re: [QuantLib-svn] SF.net SVN: quantlib: [14226]
> trunk/QuantLib (Ferdinando Ametrano)
> 2. Re: [QuantLib-svn] SF.net SVN: quantlib: [14226]
> trunk/QuantLib (Luigi Ballabio)
> 3. Re: [QuantLib-svn] SF.net SVN: quantlib: [14226]
> trunk/QuantLib (Ferdinando Ametrano)
> 4. Re: [QuantLib-svn] SF.net SVN: quantlib: [14226]
> trunk/QuantLib (Luigi Ballabio)
> 5. Re: [QuantLib-svn] SF.net SVN: quantlib: [14226]
> trunk/QuantLib (Ferdinando Ametrano)
> 6. Re: [QuantLib-svn] SF.net SVN: quantlib: [14226]
> trunk/QuantLib (Luigi Ballabio)
> 7. what are the most computation intensive algorithms in
> Quantlib (G E Naganna)
> 8. Re: Preliminary 0.9.0 tarballs - VC++ 2008 Express (Dave Compton)
> 9. Problem in extending QuantLibXL functionality (Max)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Thu, 31 Jan 2008 11:30:19 +0100
> From: "Ferdinando Ametrano" <
[hidden email]>
> Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:
> [14226] trunk/QuantLib
> To:
[hidden email]
> Cc:
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> Message-ID:
> <
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> Content-Type: text/plain; charset=ISO-8859-1
>
> On Thu, Jan 31, 2008 at 10:57 AM, Luigi Ballabio
> <
[hidden email]> wrote:
> > makeschedule.hpp would
> > include schedule.hpp, so other files that include makeschedule.hpp would
> > bring in schedule.hpp anyway [...] so you don't save any inclusion
> > by removing it from schedule.hpp. QED. The same applies to other
> > MakeFoo classes.
>
> yes, this was clear to me. Hope you have little doubts about it ;-)
>
> My point is that any change to makefoo.hpp would not trigger
> recompilation of files depending on foo.hpp
> And it should be obvious that many more files/classes depends on
> foo.hpp (main class) declarations than on the makefoo.hpp (utility)
> declarations.
>
> ciao -- Nando
>
>
>
> ------------------------------
>
> Message: 2
> Date: Thu, 31 Jan 2008 11:51:13 +0100
> From: Luigi Ballabio <
[hidden email]>
> Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:
> [14226] trunk/QuantLib
> To: Ferdinando Ametrano <
[hidden email]>
> Cc:
[hidden email]
> Message-ID: <1201776673.27840.6.camel@ITSUP001>
> Content-Type: text/plain
>
> On Thu, 2008-01-31 at 11:30 +0100, Ferdinando Ametrano wrote:
> > My point is that any change to makefoo.hpp would not trigger
> > recompilation of files depending on foo.hpp
>
> Yes, but how many times are we going to change the interfaces again?
>
> Luigi
>
>
> --
>
> The most exciting phrase to hear in science, the one that heralds new
> discoveries, is not "Eureka!" but "That's funny..."
> -- Isaac Asimov
>
>
>
>
>
> ------------------------------
>
> Message: 3
> Date: Thu, 31 Jan 2008 11:59:48 +0100
> From: "Ferdinando Ametrano" <
[hidden email]>
> Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:
> [14226] trunk/QuantLib
> To:
[hidden email]
> Cc:
[hidden email]
> Message-ID:
> <
[hidden email]>
> Content-Type: text/plain; charset=ISO-8859-1
>
> On Thu, Jan 31, 2008 at 11:51 AM, Luigi Ballabio
> <
[hidden email]> wrote:
> > Yes, but how many times are we going to change the interfaces again?
> enough to care about, in my opinion. Of course your mileage might vary...
>
> ciao -- Nando
>
>
>
> ------------------------------
>
> Message: 4
> Date: Thu, 31 Jan 2008 13:25:14 +0100
> From: Luigi Ballabio <
[hidden email]>
> Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:
> [14226] trunk/QuantLib
> To: Ferdinando Ametrano <
[hidden email]>
> Cc:
[hidden email]
> Message-ID: <1201782314.27840.22.camel@ITSUP001>
> Content-Type: text/plain
>
> On Thu, 2008-01-31 at 11:59 +0100, Ferdinando Ametrano wrote:
> > On Thu, Jan 31, 2008 at 11:51 AM, Luigi Ballabio
> > <
[hidden email]> wrote:
> > > Yes, but how many times are we going to change the interfaces again?
> > enough to care about, in my opinion. Of course your mileage might vary...
>
> Aren't we supposed to release a stable 1.0 this year? "Stable" as in
> "client code should keep working with later releases without changes"?
> Ok, we can postpone joining the headers until we're close to freeze.
> But after that, I would value more grouping related classes to make
> their relationship clear, or making immediately clear to a user looking
> at schedule.hpp that a MakeSchedule class is available. After all, the
> recompilation problem affects only a handful of users---you, me, and a
> few others that work on the repository; most users just build the
> released library once.
>
> Luigi
>
>
> --
>
> A programming language is low-level when its programs require attention
> to the irrelevant.
> -- Alan Perlis
>
>
>
>
>
> ------------------------------
>
> Message: 5
> Date: Thu, 31 Jan 2008 16:14:11 +0100
> From: "Ferdinando Ametrano" <
[hidden email]>
> Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:
> [14226] trunk/QuantLib
> To:
[hidden email]
> Cc:
[hidden email]
> Message-ID:
> <
[hidden email]>
> Content-Type: text/plain; charset=ISO-8859-1
>
> On Thu, Jan 31, 2008 at 1:25 PM, Luigi Ballabio
> <
[hidden email]> wrote:
> > Aren't we supposed to release a stable 1.0 this year? "Stable" as in
> > "client code should keep working with later releases without changes"?
> Yes we are. Anyway I miss the relationship between the stability the
> library should guarantee from 1.0 onward and the way we organize our
> header files.
>
> > I would value more grouping related classes to make
> > their relationship clear, or making immediately clear to a user looking
> > at schedule.hpp that a MakeSchedule class is available.
> I hoped that documentation would have been in charge of that, while
> header file organization would have served the developer community. I
> might be wrong, but this was your argument when I tried to use folder
> structure to surrogate some lack of documentation
>
> > After all, the
> > recompilation problem affects only a handful of users---you, me, and a
> > few others that work on the repository; most users just build the
> > released library once.
> After all, I must confess I'm concerned much more about my needs than
> "most (other) users" needs. Don't get me misunderstood, I am committed
> to free software and open source 100% as I've always been from the
> start of the QuantLib project. it's just that I spend my coding hours
> for my employer and my personal interests, not to serve generic end
> users.
> Trust me: those end users are longing for documentation, and don't
> mind about header organization.
>
> Last but not least, I would love if somebody else would join this
> thread and contribute his opinion. Otherwise my proposal would be to
> continue just between you and I in front of a beer ;-)
>
> ciao -- Nando
>
>
>
> ------------------------------
>
> Message: 6
> Date: Thu, 31 Jan 2008 16:46:51 +0100
> From: Luigi Ballabio <
[hidden email]>
> Subject: Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:
> [14226] trunk/QuantLib
> To: Ferdinando Ametrano <
[hidden email]>
> Cc:
[hidden email]
> Message-ID: <1201794411.27840.39.camel@ITSUP001>
> Content-Type: text/plain
>
> On Thu, 2008-01-31 at 16:14 +0100, Ferdinando Ametrano wrote:
> > On Thu, Jan 31, 2008 at 1:25 PM, Luigi Ballabio
> > > I would value more grouping related classes to make
> > > their relationship clear, or making immediately clear to a user looking
> > > at schedule.hpp that a MakeSchedule class is available.
> > I hoped that documentation would have been in charge of that, while
> > header file organization would have served the developer community. I
> > might be wrong, but this was your argument when I tried to use folder
> > structure to surrogate some lack of documentation
>
> What? You mean I'm not supposed to turn my own arguments top-down for
> the sake of whatever side I'm currently taking? :)
>
> Well, it seems like you caught me. I've no other choice than to
> gentlemanly acknowledge defeat. You win.
>
> Later,
> Luigi
>
>
> --
>
> The shortest way to do many things is to do only one thing at once.
> -- Samuel Smiles
>
>
>
>
>
> ------------------------------
>
> Message: 7
> Date: Sun, 3 Feb 2008 11:27:40 +0530
> From: "G E Naganna" <
[hidden email]>
> Subject: [Quantlib-dev] what are the most computation intensive
> algorithms in Quantlib
> To:
[hidden email]
> Message-ID:
> <
[hidden email]>
> Content-Type: text/plain; charset="iso-8859-1"
>
> Hello Everybody,
>
> I am new to Financial domain.
>
> what are the most computation intensive algorithms in Quantlib?
>
> I want to accelerate algorithms which takes lot of time.
>
> what is best book to understand finance mathematics?
>
> --
> G.E.Naganna
> -------------- next part --------------
> An HTML attachment was scrubbed...
>
> ------------------------------
>
> Message: 8
> Date: Mon, 4 Feb 2008 04:14:51 +0000 (UTC)
> From: Dave Compton <
[hidden email]>
> Subject: Re: [Quantlib-dev] Preliminary 0.9.0 tarballs - VC++ 2008
> Express
> To:
[hidden email]
> Message-ID: <
[hidden email]>
> Content-Type: text/plain; charset=us-ascii
>
> Dominick Samperi <djsamperi <at> earthlink.net> writes:
>
> > I commented out the friend part like this:
> > class Tracing : public Singleton<Tracing> {
> > // friend class Singleton<Tracing>;
> > private:
> > Tracing();
> >
>
> I also ran into this problem before seeing this thread. I worked around it by
> explicitly specifying the Quantlib namespace for the Singleton<Tracing> class as
> shown in the following diff:
> $ bzr diff tracing.hpp
> === modified file 'QuantLib-0.9.0/ql/utilities/tracing.hpp'
> --- QuantLib-0.9.0/ql/utilities/tracing.hpp 2008-02-03 22:41:13 +0000
> +++ QuantLib-0.9.0/ql/utilities/tracing.hpp 2008-02-03 23:55:29 +0000
> @@ -62,8 +62,8 @@
>
> namespace detail {
>
> - class Tracing : public Singleton<Tracing> {
> - friend class Singleton<Tracing>;
> + class Tracing : public QuantLib::Singleton<Tracing> {
> + friend class QuantLib::Singleton<Tracing>;
> private:
> Tracing();
> public:
>
>
> I think this preserves the exact meaning of the original code.
>
> - Dave
>
>
>
>
>
> ------------------------------
>
> Message: 9
> Date: Wed, 6 Feb 2008 14:41:16 +0800
> From: Max <
[hidden email]>
> Subject: [Quantlib-dev] Problem in extending QuantLibXL functionality
> To: "QuantLib users" <
[hidden email]>,
>
[hidden email]
> Message-ID:
> <
[hidden email]>
> Content-Type: text/plain; charset=ISO-8859-1
>
> Hi,
>
> I am trying to follow the online tuturial to add a new function to QuantLibXL:
>
http://quantlib.sourceforge.net/quantlibaddin/extend_tutorial.html>
> I have created the following files:
> QuantLibAddin\qlo\stock.hpp (added to project QuantLibObjects)
> QuantLibAddin\qlo\stock.cpp (added to project QuantLibObjects)
> QuantLibAddin\gensrc\metadata\Functions\stock.xml (added to project qlgensrc)
>
> And edit the file QuantLibAddin\gensrc\config\categories.xml by adding
> this line:
> <categoryName>stock</categoryName>
> (without this step, rebuilding project qlgensrc is fine but no new
> files are generated)
>
> However when I rebuild project qlgensrc, the following error occurs:
> ------------------------------------------------------------------------------------------------------------------------------
> Performing Makefile project actions
> Microsoft (R) Program Maintenance Utility Version 8.00.50727.762
> Copyright (C) Microsoft Corporation. All rights reserved.
> if not exist build\vc mkdir build\vc
> ..\..\gensrc\gensrc.py -a
> >
> > gensrc has encountered a fatal error.
> >
> > >>>>>>>>>> BEGIN STACK TRACE >>>>>>>>>>
> File "d:\build_ql_0_9_0\gensrc\gensrc.py", line 102, in
> addinList = addinlist.AddinList(addinIds)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Addins\addinlist.py", line
> 127, in __init__
> self.categoryList_ = categorylist.CategoryList()
> File "d:\build_ql_0_9_0\gensrc\gensrc\Categories\categorylist.py",
> line 72, in __init__
> self.loadCategories(self.addinCategoryNames_,
> environment.config().addinFunctions())
> File "d:\build_ql_0_9_0\gensrc\gensrc\Categories\categorylist.py",
> line 57, in loadCategories
> cat = utilities.serializeObject(category.Category, catDir + categoryName)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Utilities\utilities.py", line
> 30, in serializeObject
> objectInstance.serialize(serializer)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Categories\category.py", line
> 100, in serialize
> serializer.serializeObjectDict(self, function.Function)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Serialization\xmlreader.py",
> line 161, in serializeObjectDict
> objectInstance.serialize(self)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Functions\constructor.py",
> line 70, in serialize
> super(Constructor, self).serialize(serializer)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Functions\function.py", line
> 128, in serialize
> serializer.serializeObject(self, parameterlist.ParameterList)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Serialization\xmlreader.py",
> line 119, in serializeObject
> objectInstance.serialize(self)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Parameters\parameterlist.py",
> line 89, in serialize
> serializer.serializeObjectList(self, parameter.Parameter)
> File "d:\build_ql_0_9_0\gensrc\gensrc\Serialization\xmlreader.py",
> line 134, in serializeObjectList
> objectInstance.postSerialize()
> File "d:\build_ql_0_9_0\gensrc\gensrc\Parameters\parameter.py", line
> 143, in postSerialize
> raise exceptions.ParameterNameCapitalizationException(self.name_)
> > <<<<<<<<<< END STACK TRACE <<<<<<<<<<
> >
> > gensrc error:
> >
> > The string "quote" is not a valid parameter name -
> > All parameter names must begin with an uppercase letter.
> >
> NMAKE : fatal error U1077: '..\..\gensrc\gensrc.py' : return code '0x1'
> Stop.
> Project : error PRJ0019: A tool returned an error code from
> "Performing Makefile project actions"
> ------------------------------------------------------------------------------------------------------------------------------
>
> Any help? Thanks in advance!
>
> Cheers,
> Max
>
>
>
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