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Re: using special functions and statistical distributions from boost::math?

Posted by Kim Kuen Tang on Oct 13, 2011; 8:25pm
URL: http://quantlib.414.s1.nabble.com/using-special-functions-and-statistical-distributions-from-boost-math-tp11727p11730.html

Am 13.10.2011 12:57, schrieb Nicolai Lassesen:

> 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.
Dont understand this point. QuantLib already depends on boost.

>   Furthermore someone (I don't remember who) tested the QuantLib
> functions to be more efficient (less time-consuming) than the boost ones
Hard to believe. Do you have a standalone example where i am able to
test the performance?

> 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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