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Re: Persistancy

Posted by Michael Lewis-5 on Apr 10, 2002; 2:57am
URL: http://quantlib.414.s1.nabble.com/Persistancy-tp1965p1969.html

> 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?

This approach would suggest XML documents. Which means
defining XML Schema documents for Calendars etc,
possibly the deal types too. This would mean a
reasonable amount of code change ?

I would think that would be good approach to go for
myself ... and nicely buzzword compliant as you could
easily extrapolate this to talk of building 'web
service' components etc etc ..

Rgds
Mike

--- Rod Pienaar <[hidden email]> wrote:

>
> 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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