Thanks guys! I still have a lot of work to do regarding writing tests and all, but one awesome thing is that for the most part, I am matching or beating the C++ timings for the examples I've created so far.
On Monday, February 29, 2016 at 11:24:09 PM UTC-5, Viral Shah wrote: > > You've already got a nice body of code there! > > -viral > > On Monday, February 29, 2016 at 10:02:16 PM UTC+5:30, Christopher > Alexander wrote: >> >> Hello all, I'd like to point people in the direction of a package I've >> been working on: JQuantLib, to get some feedback. Basically, I am trying >> to write a version of the very popular open-source quantitative finance >> library QuantLib in pure Julia. The library itself is written in C++, but >> it is commonly used in Python (via SWIG). I thought this would be a first >> attempt at trying to solve a common problem in many financial firms where >> you have basically two different dev environments: a calculation-heavy one >> (where speed is important) in C++, C, etc and one that is increasingly in >> Python to provide an abstraction to that lower level. Julia seems to be a >> perfect fit for eliminating the myriad issues one can encounter with this >> bifurcated dev setup. >> >> The package itself is located here: https://github.com/pazzo83/JQuantLib >> >> There is a bond pricing (NPV) example in the readme itself, and further >> examples in the examples folder (these are under development still). I am >> continuing to work on this and add to it, but I'd love some feedback! I'm >> still relatively new to Julia, but working on this has definitely improved >> my fluency of the language. >> >> Thanks! >> >> Chris >> >
