Yes, I am going to reach out to them shortly. Thanks!
On Tuesday, March 1, 2016 at 2:18:36 PM UTC-5, cdm wrote: > > > 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 >>>>>>> >>>>>>
