Re: [QuantLib-svn] SF.net SVN: quantlib: [10324]trunk/QuantLib

Posted by DU VIGNAUD DE VILLEFORT FRANCOIS GASAPRD PHI on
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-svn-SF-net-SVN-quantlib-10324-trunk-QuantLib-tp9412.html

>> Integration refactoring in progress:
>> the old GaussKronrod class has been renamed in GaussKronrodNonAdaptive >and adapted to the new framework, client code and tests updated accordingly

>Francois,
> may you describe the new framework? What do we gain with respect to >the
>previous implementation?

Well, maybe new framework  was a bit exagerated, however here are the improvements you should gain:

->all the cumbersome implementation code will be moved in cpp file
->all Integrators will derive from the same base class and share some common code.

This standardization might help users to use and compare different integrations algorithms in a more convenient way. I intend to ask people to review this new framework when it will be finished. If you want to start now please feel free... :-)
François



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