[news.eclipse.technology.ofmp] Re: OFMP Services

[Richard Gomes <rgomes1997@xxxxxxxxxxx>]

Hi Werner,

Sorry for delay.
I was working a lot on JQuantLib and I had to find some time to answer
properly your email.

Yes... some love Maven, some hate... :)
It's powerful but may be annoying when things go wrong.

About Dates:
JQuantLib is based on QuantLib http://www.quantlib.org.
As the original C++ creature, JQuanLib do not have anything sophisticated as
Joda Time (now JSR 310). Joda supports even leap seconds, which are
additional seconds astronomers decide to insert sometimes in order to keep
our clocks in sync with the God's clock :) ... JQuanLib has only a Date
class which is adequate for dates, I mean, days, months, years.
http://wiki.jquantlib.org/maven2/sites/jquantlib/xref/index.html

JQuantLib is intended to perform price valuation and related tasks which do
not require the accuracy of JSR-310. I dont think I have anything to
contribute regarding JSR-310.

Regarding holidays, QuantLib has very simple methods which respond "yes"
when a certain date is a holiday on a certain country (in fact, on a
certain exchange house). In JQuantLib we will implement pretty much the
same... very simple, very fast.

I have another project which may benefit from JSR-310, as it is intended to
keep historical data and perform a bunch of data mining on it.

Kind Regards

-- 
Richard Gomes
http://wiki.jquantlib.org/index.php/RichardGomes

Werner Keil wrote:

> Richard,
> 
> I just had a brief look at your JavaDocs and XDoc source quotes (using
> Maven is not a bad idea btw, though some people at QCon also criticized
> parts of it ;-)
> 
> While I can see nothing on the actual money as such and classes like
> "Quote" are not precise enough (we had plenty of discussions in JSR-275
> about the use of double vs. more precise forms like BigDecimal) a lot of
> those classes show a strong reassemblence of ideas and patterns used by
> this JCP group: JSR 310: Date and Time API.
> 
> Therefore I think you might want to get in touch with their Spec Lead
> such as Stephen Colebourne and discuss wheter your ideas may be
> beneficial for this JSR?
> 
> Much of it, especially Holiday Calculations may exceed the scope of the
> actual JSR (I'm sure, Stephen knows that) but instead of using some of
> your own proprietary classes "reinventing" Joda or JSR 310 I would
> rather use them (at least in any form of contribution to OFMP)
> 
> Werner