Posted by
Toyin Akin-4 on
URL: http://quantlib.414.s1.nabble.com/Least-Square-Monte-Carlo-tp2617p2621.html
Hi,
I agree about the duplication of work, however I wanted to reach stage #1 of
this project before the end of July and there was no way I could have done
this without the use of commercial .NET libraries. Also QuantLib has changed
significantly since the start of QuantLib.NET and it was a pain for me to
bridge the gap especially since I didn't really understand the C++ version
from the basic classes. In order to aid my understanding, I decided a
rewrite would be beneficial for my own understanding.
No matter how many times I've tried to debug the C++ and C# version I still
could not fully understand it to the lowest detail.
After the rewrite, painful as it was(!!) I now do.
Thus as far as I'm concerned, Jens library, with a bit more work can also
produce the same end goal and so I see his library as
the official C# library that users should refer too. Jens has done a
brilliant job and has some sexy features that I have dropped
(event handling, COM attributes and XML documentation). The latter you
certainly need for users to understand the code fully.
The next piece of work will be simple pricers along with market viewers FRA,
swap rate calculators (via a simple grid).
The current pricers although packed with useful information that a
trader/marketer could probably trade off, looks very busy, so for
developer's who simply want to view swap rates, option premiums the simple
pricers should suffice.
Best Regards.
Toyin Akin.
www.capetools.net
----- Original Message -----
From: "Luigi Ballabio" <
[hidden email]>
To: "Toyin Akin" <
[hidden email]>;
<
[hidden email]>
Sent: Thursday, July 24, 2003 9:12 AM
Subject: Re: [Quantlib-users] CapeTools.net web site containing QuantLib
based calculations
> At 10:44 PM 7/23/03 +0100, Toyin Akin wrote:
> >For the last 4 months I've been playing around with QuantLib, converting
> >this to C#.NET and building web financial pricers
> >using quantLib as the main pricing engine.
> >
> >The initial result is hosted at : www.capetools.net, and for now this is
> >simply a hobby project!!
>
> Great!
>
>
> >I have not used the QuantLib.NET version as there seems to be a different
> >licence attached to it and in addition it is out of date with the C++
> >version. The version used on this site has all the functionality of the
C++
> >version.
>
> Is there any chance you and Jens can get together on this? It seems a lot
> of duplicated work the two of you are doing here...
>
> Bye,
> Luigi
>
>
>
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