OK, I have renamed the package to QuantLib.jl. The package is located here: https://github.com/pazzo83/QuantLib.jl
Thanks again for all the feedback! - 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 >>>>> >>>>
