Posted by
Rod Pienaar on
Apr 10, 2002; 2:48am
URL: http://quantlib.414.s1.nabble.com/Persistancy-tp1965p1968.html
Andre/Luigi
I am new to QuantLib so I haven't looked at this in detail but at first glance I had similar thoughts to Andre.
Andre, correct me if I'm wrong, but I think you are talking about what I would call "static data". That is any data type which may change (albeit not regularly) and for that reason it should be used by the code but not form part of the code. Things like currencies, holidays, countries and trading locations should not really be hard-coded. I doubt that any robust system would deal with these by hard coding the variables BUT in an open source library what type of database could be used; Oracle, Sybase, SQL Server, Interbase? There are just too many options with different advantages and disadvantages. For an open source library you have to make static data available without limiting the user to any particular technology or platform.
One other solution I can think of it to apply the Java approach of making these items "resources" of the code. If they are placed in resource/text files they could be stored with the code but not in the code. Of course that gives rise to some additional coding effort such as text parsing and manipulation. Any other thoughts?
Rgds
Rod
---------------------------------------- Message History ----------------------------------------
From: Luigi Ballabio <
[hidden email]>@lists.sourceforge.net on 10/04/2002 10:13 CET
DELEGATED - Sent by:
[hidden email]
To: Andre Louw <
[hidden email]>; "QuantlibUsers (E-mail)" <
[hidden email]>
cc:
Subject: Re: [Quantlib-users] Persistancy
At 09:41 AM 4/10/02 +0200, Andre Louw wrote:
>I have a quick question on persistancy. The way you handle persistancy on a
>specific Calendar is via code (e.g johannesburg.cpp). Do you have a seperate
>layer that handles it in a different way (file, database etc...) in your own
>use of QuantLib? I'm tickled on how you could have generic code that prices
>an instrument on different Calendars without such a layer?
Hi Andre,
I'm afraid I didn't get the question, but then again, I still
haven't had my coffee this morning. What do you mean by "persistancy on a
Calendar"?
I recognize both words, but I fail to see the connection.
Later,
Luigi
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