Posted by
Nicolai Lassesen-4 on
Oct 13, 2011; 10:57am
URL: http://quantlib.414.s1.nabble.com/using-special-functions-and-statistical-distributions-from-boost-math-tp11727p11729.html
Luigi Ballabio <luigi.ballabio <at> gmail.com> writes:
>
> On Sun, 2011-10-02 at 09:13 +0800, R Yan wrote:
> > For example, in ql/math/distributions, many distributions are
> > implemented.
> >
> > However, the same functionalities are already implemented in
> > boost::math.
> >
> > Maybe it's a good idea to use the boost impl?
>
> Yes, if we can do so without losing backward compatibility and
> precision.
>
> Luigi
>
I investigated the issue of using boost functions a while ago. If I recal it
correctly the conclusion was that using the boost distribution functions would
make QuantLib depend on some boost lib files, which wasn't regarded as
desirable. Furthermore someone (I don't remember who) tested the QuantLib
functions to be more efficient (less time-consuming) than the boost ones
The conclusion was to keep using current QL implementation and leave it to
users to do the changes if they desired to use the boost ones instead
Br,
Nicolai
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