Posted by
Andre Louw-2 on
Mar 26, 2002; 4:50am
URL: http://quantlib.414.s1.nabble.com/Quantlib-project-tp1939.html
Hi,
A bit of background:
I am part of a team of developers based in Johannesburg, South Africa. We
are doing work for a JSE based financial services company with a strong risk
management focus. We recently acquired the European company Cedef which has
given us nice international exposure. We have spent the last 5 years
developing an in-house derivative trading system which has for the last 2
years been running here.
The system was developed under NexTStep/OpenStep (a BSD based fully OO
operating system) using Objective-C. This explains my limited knowledge of
C++ - seeing as I last programmed in it for about 3 months nearly 6 years
ago. The system was developed as a back-office system, and, as such, is
probably one of the strongest in it's field. We have now shifted our focus
to the front-office and have actually spent about 3 months on the beginning
of a library - that is until I came across Quantlib!
I have spent a few days evaluating it and am quite impressed - the model
looks well designed, and, quite similar to what's been germinating in our
minds! I have picked up on a few missing things that is mostly specific to
the S.A market but those are minors.
Just a few questions on the project. What is your policy on taking on new
developers? Who looks after the state/stability/quality assurance/validity
of models/etc... of the project? Have the number of users/developers
increased since the project started?
Thanx for your help so far, and looking forward to becoming part of the
bigger picture!
André Louw
Decillion Pty/Ltd - "Your Risk Is Our Domain"
Email:
[hidden email]
Office: +27 (11) 328 1256
Mobile: +27 (83) 414 5785
Fax: +27 (11) 442 4456
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