On Fri, Feb 20, 2009 at 4:29 AM, mabshoff <[email protected]> wrote: > > > > On Feb 20, 4:10 am, tomanizer <[email protected]> wrote: > > Hi, > >> If I remember correctly it took around 14 hours, but my memory might >> not be reliable. > > Ouch.
Holy crud. 14 hours! Gees. > >> I will try to build it for the new Sage version and let you know how >> long it takes. > > Yeah, it needs way too much RAM to build on smaller systems, i.e. 2GB > with gcc 4.1.2. And we have people regularly complain about LinBox > which uses about 350 to 700 MB at peak to compile. > >> What do we need to do to make QuantLib a supported package? > > Well, it kind of is, but it is considered experimental, i.e. back at > Sage Days 9 when Phaedon and I worked on them we ran into trouble with > boost, OSX and the non-system Python. So it might be worthwhile to > update it so it works on OSX, but it isn't a priority. If you want > some pointers I am happy to give them to you. But making it a standard > spkg in Sage won't happen for various reasons, the biggest one is just > the sheer size and the resources it needs to be build. > > When I first played with Quantlib is was very impressed by its website > and seemingly large number of users, but the first time I compiled it > I instantly knew that Quantlib and Sage won't share a future together. > It is a prime example why boost and templates are a bad idea when used > in this way since the compile time is completely unacceptable. > >> I am interested in helping, but I am not a Python/Sage genius (yet). > > Excellent. > >> Generally, is there some interest in taking Sage further as a platform >> for Quantitative Finance? > > Absolutely. There is already a Google group called sage-finance, but > it has been quiet there for a while. There were some messages just over a week ago so it isn't dead: http://groups.google.com/group/sage-finance Please join and start posting. > Note that Sage contains excellent > support for generalized hidden markov models for example. Phaedon is > working on options pricing and also date functions and he promised to > send some code soon :) Yep, and Glenn Tarbox is also interested in pushing this functionality forward. There is also the finance.[tab] functionality in sage, which is very fast. >> I remember William mentioning in a post some time that he would like >> to see more finance support in Sage too. >> >> If more people are interested we could >> - support QuantLib on Sage and extend the SWIG interface (e.g. >> docstrings, proper types, etc) > > The SWIG interface is autogenerated code, so this will be tough. I > think given the above situation that the next suggestion is a much > better use of your time. That won't happen. > >> - port QuantLib to Python/Sage > > That is partially happening, but I am not sure what people want. > >> - create a new Quant Finance Platform for Sage > > Yes, all the way :) Slowly but surely, this is happening. > >> Any suggestions? Any more volunteers? > > Glenn is working in this area, too, but I am not sure if he is reading > this thread. We have a CUDA box up and running and will be working on > getting code for las vegas models onto the GPU to get nice speedups :) I'm cc'ing this to sage-finance. William --~--~---------~--~----~------------~-------~--~----~ To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/sage-support URLs: http://www.sagemath.org -~----------~----~----~----~------~----~------~--~---
