Re: Quantlib design

Posted by Ferdinando M. Ametrano-2 on Dec 27, 2000; 10:07am
URL: http://quantlib.414.s1.nabble.com/Quantlib-design-tp1657p1658.html

Hi all

>It would be useful to publish a white paper describing the object model for
>trades, instruments, market data and models. In our own project, we
>benefited from Martin Fowler's book, "Analysis Patterns". In particular
>chapters 3, 9, 10 and 11 provide an extremely well thought out blueprint for
>a project of this nature.
Thank you for the suggestion. I'm currently on vacation with my family so I
don't have Fowler's book handy (I haven't read it yet since I got it few
moths ago along with a couple dozen more titles).
Luigi and Marco are at work so I'm sure they won't resist reading those
chapters asap ;-)

In the meantime Patrick if you want to elaborate I would appreciate.

>I may have misunderstood the documentation, but as I read it, I see, for
>example, "London" to be a subclass of "Calendar". In our project, this would
>be an instance of Calendar, not a subclass. Same remark for day counts,
>currencies. We have made extensive use of the design patterns described by
>the "gang of 4". In particular, we systematically use the factory pattern to
>instantiate objects. Thus, we have a currencyFactory, calendarFactory, etc.
This is a good point. As you probably noticed in QuantLib there's a folder
dedicated to patterns. As of now it contains observable only, but it can grow!

>Early traffic on the mailing list involves discussions on basic programming
>constructs. It might be helpful to build quantlib on top of a general
>purpose class library (e.g. Qt), which would provide a de-facto standard for
>many low-level idioms.
Qt is a good GUI software toolkit. I am not an expert in this area but I
would probably also consider wxWindows.
A graphical interface to QuantLib would be nice so if someone can provide
it that's good.

Anyway for the time being I would like the project to be focused on the
library itself. I'm pretty sure the API will change many times, so it's
early to think about application, as much as it's early to think about HJM
models.
QuantLib needs way better foundations to build upon in a consistent way

ciao -- Nando