Re: java library

Posted by Luigi Ballabio-4 on May 14, 2002; 1:59am
URL: http://quantlib.414.s1.nabble.com/java-library-tp2058p2061.html

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