Posted by
Rod Pienaar on
May 14, 2002; 2:20am
URL: http://quantlib.414.s1.nabble.com/java-library-tp2058p2059.html
I don't know how much work is involved in setting up and maintaining a sourceforge CVS but perhaps QuantLib could start a Java version. I would be more than happy to contribute. I had a stab at converting parts of Quantlib to Java just to do some comparisons in coding and design. To do the whole library would be huge amounts of work but with a combined effort maybe it would speed along.
Even if it never took off or got completed it would raise some interesting design debates.
Rgds
Rod
---------------------------------------- Message History ----------------------------------------
From: Luigi Ballabio <
[hidden email]>@lists.sourceforge.net on 14/05/2002 10:16 CET
DELEGATED - Sent by:
[hidden email]
To:
[hidden email];
[hidden email]
cc:
Subject: Re: [Quantlib-users] java library
At 12:43 AM 5/14/02 -0400,
[hidden email] wrote:
>I am working on a java library devoted to Monte Carlo simulation in finance:
>
http://martingale.berlios.de/Martingale.html>
>Within a week I plan to add a Quasi Monte Carlo package and
>multidimensional assets both constant and deterministic volatility
>(constant correlations of returns).
>
>Why did you choose C++?
>Java is much nicer and it's not much slower either.
Michael,
I don't want to start a language war here: I had a go at half a
dozen languages myself (including Java) and each of them had features which
were nicer than all the others, and features which were not.
The two main reasons we chose C++ were a) we had more expertise in the
latter and b) most scripting languages can be interfaced with C/C++ (e.g.,
we currently export QuantLib to Python and Ruby, and work is being done on
Scheme as well) but not with Java.
As for your library, I think it is quite interesting. We won't be able to
exchange code, but we can still compare designs. What do you think?
Bye,
Luigi
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