Posted by
Ferdinando M. Ametrano-3 on
Apr 18, 2007; 5:31pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-10219-trunk-QuantLib-tp9378p9383.html
Hi Luigi and all
I've created the folder structure that I feel will be ok for proper
categorization of all evolvers we're going to develop and which will
be much more than the current 7.
The possible evolvers I would like to see in QuantLib are about 6 (pc,
ipc, euler, capc, cani, and PPR terminal measure) for each of the 6
dynamics (log-normal cot swap rate, log-normal cm swap rate,
log-normal fwd rate, normal cot swap rate, normal cm swap rate, normal
fwd rate)
As a matter of fact the folder reorganization was just the step before
asking for volunteers to implement the next batch of 6 evolvers: ipc
and euler for log-normal coterminal, log-normal constant maturity swap
rates, and normal fwd rates. The task is not hard and given the
current 7 evolvers is mostly copy/paste/adapt (and hopefully test).
Any volunteer would get a lot of credit for not so much work ;-) and
it would be a good chance to get familiar with the current code base.
ciao -- Nando
On 4/18/07, Luigi Ballabio <
[hidden email]> wrote:
> On Wed, 2007-04-18 at 16:02 +0200, Luigi Ballabio wrote:
> > Aren't we going a bit too far? I mean, there's one evolver per subfolder
> > right now---with some subfolders being empty, too. At this point, this
> > much structure looks to me like a burden more than a help---especially
> > since using Doxygen, we can easily generate a reference page where all
> > the evolvers are listed and where it is stated whether each one is
> > normal/lognormal and what rate type they evolve.
>
> Moreover, since there were just 7 evolvers in the folder and since you
> had done a good job in naming them properly, it was hardly any difficult
> to find what one was looking for...
>
> Luigi
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