On Sat, 2014-03-22 at 00:14 +0000, Daniel Davidson wrote: […] > Maybe a good starting point would be to port some of QuantLib and > see how the performance compares. In High Frequency Trading I > think D would be a tough sell, unfortunately.
I would certainly agree that (at least initially) pitching D against the Excel/Python/R/Julia/Mathematica is an easier fight. The question is how to convince someone to take the first step. I suspect a rewrite of QuantLib in D is a bad idea, much better to create an adapter and offer it to the QuantLib folks. The ones they have already tend to be created using SWIG. JQuantLib is an attempt to rewrite QuantLib in pure Java, but I do not know if it is gaining any traction over the Java adapter to QuantLib. The angle here to get D traction would be to have the data visualization capability: the reason for the success of SciPy, R, Julia has been very fast turnaround of changes to the models and the rendering of the results of the computations. Certainly in bioinformatics, and I guess in finance, there is a lot of use of hardware floating point numbers, but also of arbitrary size integers, not just hardware integers. If your languages cannot calculate correctly factorial(40) then there is no hope in these domains, this is why Python, R, Julia get traction they manage integers and the use of hardware and software representations so that the programmer doesn't have to care, it all just works. This is clearly not true of C++ :-) -- Russel. ============================================================================= Dr Russel Winder t: +44 20 7585 2200 voip: sip:russel.win...@ekiga.net 41 Buckmaster Road m: +44 7770 465 077 xmpp: rus...@winder.org.uk London SW11 1EN, UK w: www.russel.org.uk skype: russel_winder