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

[Richard Gomes <rgomes1997@xxxxxxxxxxx>]

Hi Werner,

Regarding QCon... unfortunately I could not attend.
Next year I will be there!

JQuantLib aims to be a 100% Java 'translation' from QuantLib, which is
written in C++. The work 'translation' does not describe well the amount of
effort necessary for doing this task well. At the moment, it's out of scope
change the original design and concepts adopted by QuantLib.

There are other things to consider. JQuantLib aims to be extremely fast and
strong type-checked (at the same time!) which basically, means we are using
primitive types wherever possible and also using JSR-308 in order to obtain 
maximum semantic type checking at compile time.
http://www.jquantlib.org/index.php/DesignTypeChecking
http://www.jquantlib.org/index.php/DesignPerformance
http://www.jquantlib.org/index.php/Providing_unmutability_to_receivers

In a nutshell, we try to avoid object creation/destruction as possible,
replace Collections by arrays of primitive types and related techniques.
http://fastutil.dsi.unimi.it/docs/

Regarding dates, etc... we are not able to adopt JSR-310 at the moment.
In the future, we can use different implementations of a certain interface
as necessary, aiming performance or accuracy, as necessary.

I would like to comply with requirements Eclipse and Apache projects but I
dont think it's a feasible reality at the moment because we are a very
small team with huge challenges. You can see our short-term milestones at:
http://www.jquantlib.org/index.php/JQuantLib:Community_Portal

Thanks

-- Richard


Werner Keil wrote:

> Richard Gomes wrote:
>> Frederic Conrotte wrote:
>> 
>>> Werner Keil a Ãcrit :
>>>> Hi,
>>>>
>>>>  From the creation proposal and my article on OFMP I remember, some
>>>> Services mentioned there.
>>>>
>>>> Do some of those exist already?
>>>> Especially the Date/Time and Currency Services.
>>> Yes both exist in current code base, thought they could be extended.
>>> Date service is about business date management. We have a Calendar
>>> Service that take a currency calendar as input and
>>> http://objectlabkit.sourceforge.net/ as underlying engine.
>>>
>>> Fred
>> 
>> 
>> Hi,
>> 
>> I recap that JQuantLib http://www.jquantlib.org/ is being actively
>> developed.
>> 
>> We are planning to have european option valuation via Black and Scholes
>> entering in unit test phase till end of april. At the moment, I'm working
>> on the core object
modehttp://www.jquantlib.org/index.php/JQuantLib:Community_Portall which
supports all intruments and pricing
>> engines implemented by QuantLib/C++
>> 
>> In particular, QuantLib(C++) has support for currency calendar and we
>> could simply implement these classes in JQuantLib(Java) as we already
>> have all the necessary support classes.
>> 
>> Thanks
>> 
> 
> Sounds interesting.
> What types of support classes do you have for both the Time/Date aspect
> off this and the actual Money/Currency?
> 
> I spoke at QCon with several other Spec Leads of the JCP including Rod
> Johnson (Spring) One of them leads JSR-310 (Date/Time) and also is the
> lead architect of JodaTime (one of the 2 libraries ObjectLabKit already
> supports)
> 
> So if your code also is compatible with what IS provided by Java itself
> on Date/Time or shall be from Java 7 or 8 onwards (basically a
> combination of Joda and java.util.Date,... but more in style and design
> of Joda's current API) that should be fine.
> If you intend to use something homegrown and proprietary, that may not
> be favorable for OFMP
> 
> And of course, Eclipse has its own sanitary requirements, where accepted
> standards like Apache, Spring or JSRs are not a problem, but additional
> code often can be. Currency and Money are therefore also better using an
> existing JSR proven to work (including Spring, I just did a complete
> International Stock Market demo on QCon)
> 
> Werner

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