are the devs/users on https://github.com/JuliaQuant
looped in to this effort ? good show. ~ cdm On Tuesday, March 1, 2016 at 8:07:53 AM UTC-8, Christopher Alexander wrote: > > Thanks for the feedback all! I of course welcome any contributions and > collaboration to/with this package! Luigi, I'd be honored to have a link > to this package on the QuantLib site. I am first going to change the name > of the package to QuantLib.jl, then I will post an updated link here. In > terms of learning Julia, the resources both here and at > http://julialang.org/ are indispensable. > > Thanks! > > Chris > > On Tuesday, March 1, 2016 at 8:50:24 AM UTC-5, Jeffrey Sarnoff wrote: >> >> As Eric suggests, naming it QuantLib.jl works best with the package >> ecosystem and it is not in use elsewhere. >> >> On Tuesday, March 1, 2016 at 8:40:32 AM UTC-5, Luigi Ballabio wrote: >>> >>> Very interesting--drop me a line if you want me to add a link to your >>> project on the QuantLib site. One thing though: the name JQuantLib has >>> been taken for a while by another project (with which I'm not involved) >>> that's writing a Java port of QuantLib; see < >>> http://www.jquantlib.org/en/latest/>. You might want to come up with a >>> new name to avoid confusion. >>> >>> Now I just have to learn Julia to have a look at your code :) >>> >>> Luigi >>> >>> >>> On Tuesday, March 1, 2016 at 7:56:45 AM UTC+1, Christopher Alexander >>> wrote: >>>> >>>> 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 >>>>>> >>>>>
