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 >>>> >>>
