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Re: Hi

Posted by Ferdinando M. Ametrano-2 on Jan 09, 2002; 1:31am
URL: http://quantlib.414.s1.nabble.com/Hi-tp1836p1837.html

Ben wrote:
>I have been messing around with QuantLib for a while now and have decided
>to join the mailing lists.
welcome aboard

>What is the anticipated use of some of the structure classes (ie
>ZeroYieldStructure, the date stuff).  Should people use these classes in
>their programs to create new products etc, or do people generally stick to
>using classes like Option etc.
Please use all QuantLib classes! Low level classes are probably better for
a gradual introduction of QuantLib into an existing environment.
QuantLib last releases is 0.2.1 and is marked as beta, so you can expect
some class refactoring while approaching QuantLib 1.0. We will do our best
to be backward compatible at least on a release-by-release level. The worse
you can expect is the deprecation of a feature you're using: in this case
you know the next release will not support that feature and take your action.

Using the Nightly Build link on the quantlib site you can take a look at
the forthcoming 0.3.0 release

>Do you plan to include things like modelling vanilla bonds, futures
>contracts etc for completeness?
Sure! Unfortunately I cannot commit to a deadline .... always looking for
volunteers

>What are the customer iterators used for?? I cant work out what they do!
I wouldn't dare to answer this on a mailing list subscribed by Luigi
Ballabio ;-)
Luigi please ....

>Same goes for the index class!
The index class should/will handle indexes like Euribor 3M, Libor 6M, etc.
We may need a better name.
The index class is/should-be/wiil-be able to calculate forecast based on a
term structure and provide past fixings while taking care of all the index
conventions (day count, following, etc)

ciao -- Nando