JQuantLib:Community Portal

From JQuantLib

This page aims aims coordinate tasks and associated relevant communication.
See also: Developer Corner

Milestones Upcoming features Mid jun/2008 Release v0.1.0 European Options Black-Scholes Begin set/2008 Release v0.1.1 European Options Bermudan Options Finite differences Late oct/2008 Release v0.1.2 Monte Carlo Number generators Late nov/2008 Release v0.1.3 Bonds Completeness Describes how complete a task is Task status 1% Assigned 10% Accepted 50% Translated 75% Tested 100% Completed

Completed tasks

History of completed tasks

• RichardGomes, 23-Jun-2008, Evaluated the possibility of using fastutil in ParallelColt. Decided to keep it as it is.

Assigned tasks

• DominikHolenstein is currently working on Distributions, Integrals and Solver1D (high priority);
• SrinivasHasti is working on finite differences
• RichardGomes is currently doing code review, improving JavaDocs and other documentation in parallel to translation of test cases;
• RichardGomes is currently evaluating OSGi, Equinox and SpringFramework (low priority).
• RichardGomes is currently working on EuropeanOptionsTest.

Unassigned high priority tasks

Translate the following classes from Test Suite:

• Old_Pricers
• Operators

Add new test cases:

• Configuration and Settings
• Minimum test cases on TermStructures

Verify whether all methods from the following classes have been translated already. Also verify if methods that cannot be executed at the moment are kept commented from the original C++ code.

• Distributions
• Integrals
• Solver1D

Code review:

• Add final wherever possible: all possible methods and classes. Reason: Improve performance and smaller memory footprint as Java generates virtual methods by default whilst C++ generates non-virtual.
• Review license header in every file. Fix mailing list addresses.
• Review comments on top of every class;
• Add more comments to Test Cases as they serve as user documentation/examples;
• Fix critical //FIXME and //TODO

Unassigned low priority tasks

• Setup continuous integration server;
• Run Apache/Postgres/Tomcat/Continuum/Archiva on a dedicated server;
• Discuss documentation and embedded samples;
• Setup issue management system;

Rejected Tasks

These tasks were rejected for this iteration:

• TermStructure test cases;