History of completed tasks

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  • RichardGomes defined the basic architecture, tools and libraries needed by JQuantLib.
  • RichardGomes defined that JSR-308 is a key factor for obtaining correctness and performance at the same time and with minimum of complexity. Several classes where changed in order to take advantage of this technology. At the moment, we are not properly using this technology yet. We will start using it when we first compile successfully all the sources... I mean... all the translated sources. :)
  • RichardGomes translated the interpolation classes.
  • RichardGomes translated most of the core needed by instruments and pricing engines regarding European Options.
  • RichardGomes translated BlackCalculator class which is needed by AnalyticEuropeanEngine class as part of Black-Scholes pricing on European Options.
  • RichardGomes translated Brent class, distributions and numeric integrations.
  • RichardGomes translated DayCountersTest and InterpolationsTest.
  • RichardGomes translated Stock and Quotes test cases;
  • RichardGomes translated Instruments and Utilities test cases;
  • Shasti translated Calendar classes.
  • Shasti translated Calendar test cases.
  • DominikHolenstein finished work on Calendar classes (low priority);
  • 151035 Refactor org.jquantlib.number --> Done (rev. 538)
  • 151125 Refactor method names from TermStructures, YieldTermStructure and alike in order to match original/QuantLib method names.
  • 150960 Translating Interpolation Classes to Java
  • 151183 Refactor interpolation to interpolations --> Done (rev. 537)
  • 151125 Review method names of org.jquantlib.termstructures package
  • 151152 Review method names of org.jquantlib.daycounters package
  • 151153 Review method names of org.jquantlib.exercise package
  • 151154 Review method names of org.jquantlib.time package
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