Change Log - MantisBT

jquantlib - Change Log
jquantlib - 0.2.0 (Not Yet Released) [ View Issues ] ==================================== * Reviewed calendars (reliable data for 2009) * Other features : to be defined - 0000351: [code review] Replace org.jquantlib.math.UnaryFunction inferace with Ops interface (Zahid Hussain) - resolved. [1 issue] jquantlib - 0.1.3 (Not Yet Released) [ View Issues ] ==================================== * Monte Carlo * Number generators * More pricing engines : to be defined - 0000451: [code review] Remove enumeration Style from class Cells (Richard Gomes) - resolved. - 0000239: [tools] Implement missing classes in joda-primitives (Richard Gomes) - resolved. - 0000403: [code review] Review Array and Iterators (Richard Gomes) - resolved. - 0000361: [code review] Fix QL_USE_INDEXED_COUPON code commented out (Richard Gomes) - resolved. - 0000460: [tests] BarrierOptionTest fails (Richard Gomes) - resolved. - 0000224: [code review] CubicSplineInterpolation throws UnsupportedOperationException (Richard Gomes) - resolved. - 0000398: [code review] Review pimpl idiom on Interpolation classes (Richard Gomes) - resolved. - 0000426: [tests] DividendOptionTest#testFdEuropeanDegenerate() fails (Richard Gomes) - resolved. - 0000417: [code review] Review key classes for release 0.1.3 (Richard Gomes) - resolved. - 0000292: [translation] Code review :: BinomialConvertibleEngine (Richard Gomes) - resolved. - 0000091: [code review] Finland Calendar Incomplete. Have to implement Helsinki Stock Exchange and Settlement Calendar (Zahid Hussain) - resolved. - 0000089: [code review] Denmark Calendar Incomplete. Have to implement CSE and Settlement Calendar (Zahid Hussain) - resolved. - 0000072: [General] Implement Market calendar for NZX (New Zealand Stock Exchange) (Zahid Hussain) - resolved. - 0000073: [General] Implement Market calendar for Oslo Bors (Oslo Stock Exchange) (Zahid Hussain) - resolved. - 0000434: [code review] Date must support years up to 2199 (Richard Gomes) - resolved. - 0000395: [code review] Refactor Discretization hierarchy (Richard Gomes) - resolved. - 0000423: [code review] Month enum must be compliant with QL 0.9.7 (Richard Gomes) - resolved. - 0000421: [translation] Implement extended binomial models (Richard Gomes) - resolved. - 0000272: [tools] build process :: separate folders for documentation (Richard Gomes) - resolved. - 0000227: [tests] Fix test cases releated to splines (Richard Gomes) - resolved. - 0000305: [code review] Code review : InverseCumulativePoisson (Richard Gomes) - resolved. - 0000236: [tools] PMD :: detect java.util.Arrays and related classes (Richard Gomes) - resolved. - 0000230: [translation] Translate TrinomialTree (Richard Gomes) - resolved. - 0000389: [General] Remove @Ignore and EXPERIMENTAL from Bonds (John Nichol) - resolved. - 0000259: [code review] Review AsianOptionTest (Richard Gomes) - resolved. - 0000086: [code review] Review Saudi Arabia calendar as it has suspicious code (Zahid Hussain) - resolved. - 0000066: [code review] Verification of Sweden, Switzerland,Taiwan, Turkey, Ukraine and United Kingdom Classes (Zahid Hussain) - resolved. - 0000082: [code review] India test calendar need to be completed. (Zahid Hussain) - resolved. - 0000065: [code review] Verification of Norway, Poland, Saudi Arabia, Singapore, Slovakia and South Korea Calendar Classes (Zahid Hussain) - resolved. - 0000062: [code review] Verification of Argentina, Australia, Brazil, Canada, China, Czech Republic and United States Calendar Classes (Richard Gomes) - resolved. - 0000255: [tests] Verify Settlement calendars for all countries (Zahid Hussain) - resolved. - 0000254: [tests] SwedenCalendarTest needs to test Settlement calendar (Zahid Hussain) - resolved. - 0000058: [tests] DefaultObservable causes failure in EuropeanOptionTest (Richard Gomes) - resolved. - 0000145: [translation] Translate AmericanOption test cases (Jose Coll) - resolved. - 0000358: [code review] Verify what's the behaviour of Settings under Tomcat (Richard Gomes) - resolved. - 0000228: [tests] Translate EuropeanOptionTest.testGreekValues (Richard Gomes) - resolved. - 0000323: [translation] translate pricersetter class in couponpricer.cpp (Richard Gomes) - resolved. - 0000333: [documentation] Document all methods in the Handle and Link classes... remove unused stuff. (Richard Gomes) - resolved. - 0000337: [code review] Review Handle class (Richard Gomes) - resolved. - 0000408: [code review] Review Instrument and PricingEngine hierarchy (Richard Gomes) - resolved. - 0000322: [code review] Review Bond hierarchy (Richard Gomes) - resolved. - 0000371: [code review] Misuse of "new Date()" in comparisons (Richard Gomes) - resolved. - 0000399: [code review] Review pimpl idiom on DayCounter classes (Richard Gomes) - resolved. - 0000409: [code review] Review DayCounter hierarchy (Richard Gomes) - resolved. - 0000407: [code review] Review Payoff hierarchy (Richard Gomes) - resolved. - 0000250: [General] Configuration Settings is not thread safe (Richard Gomes) - resolved. - 0000370: [translation] Create lowerBound and upperBound in Date class (Zahid Hussain) - resolved. - 0000386: [code review] Review BoundaryCondition.Side enum (Richard Gomes) - resolved. - 0000385: [code review] Review Settlement enum (Richard Gomes) - resolved. - 0000384: [code review] Review Callability enums (Richard Gomes) - resolved. - 0000383: [code review] Review Thirty360 enum (Richard Gomes) - resolved. - 0000382: [code review] Review ActualActual enum (Richard Gomes) - resolved. - 0000381: [code review] Review Exercise enum (Richard Gomes) - resolved. - 0000363: [code review] Refactor Compounding enum (Richard Gomes) - resolved. - 0000362: [code review] Refactor Frequency enum (Richard Gomes) - resolved. - 0000235: [code review] review adjacent_difference methods in std.java (Richard Gomes) - resolved. - 0000067: [code review] Code review on org.jquantlib.util.stdlibc.Std (Richard Gomes) - resolved. - 0000200: [tests] org.jquantlib.testsuite.math.optimization.EndCriteriaTest is broken (Richard Gomes) - resolved. - 0000234: [code review] Major issues with references - C++ style vs Java (Richard Gomes) - resolved. - 0000368: [General] Calendar.advance() is mutating the seed date provided (Zahid Hussain) - resolved. - 0000319: [code review] review Schedule.java (Zahid Hussain) - resolved. - 0000354: [tools] Create a PMD rule intended to detect usage of Enum#ordinal() (Zahid Hussain) - resolved. - 0000353: [tools] Clean up Maven Wagon dependent configurations (Richard Gomes) - resolved. - 0000352: [tools] Implement maven multi modules (Richard Gomes) - resolved. - 0000310: [code review] Refactor org.jquantlib.math.MathUtil (Richard Gomes) - resolved. - 0000360: [code review] Get rid of Null<Date> (Richard Gomes) - resolved. - 0000317: [code review] Wrong (or confuse) usage of DateFactory.getFactory().getTodaysDate() (Richard Gomes) - resolved. - 0000124: [tools] NIGTHLY BUILD must notify jquant-devel mailing list (Richard Gomes) - resolved. - 0000226: [tests] Fix several 'Constraint' test cases (Richard Gomes) - resolved. - 0000098: [documentation] Finish documentation of Tomcat installation (Richard Gomes) - resolved. - 0000135: [sysadmin] Create a mail distribution list for administration (Richard Gomes) - resolved. - 0000132: [sysadmin] Setup a Mail Server for JQUANTLIB.ORG (Marcio Gunther) - resolved. - 0000021: [sysadmin] Consolidade userDNs for administration and guest user (Richard Gomes) - resolved. - 0000136: [sysadmin] Mediawiki :: backup images directory (Richard Gomes) - resolved. - 0000133: [sysadmin] Setup a Virtual Server for tests (Richard Gomes) - resolved. - 0000311: [code review] Review unary and binary classes/interfaces (Ueli Hofstetter) - resolved. - 0000140: [sysadmin] Migrate databases to Postgres 8.3 (Richard Gomes) - resolved. - 0000018: [translation] Get rid of FunctionDouble and similar ??? (Zahid Hussain) - resolved. - 0000301: [General] Factorial produces NPE for factorial 28 (Richard Gomes) - resolved. - 0000284: [translation] Finish Mersenne RNG (Ueli Hofstetter) - resolved. - 0000295: [code review] Refactor / reorganize classes (Ueli Hofstetter) - resolved. - 0000315: [code review] Get rid of UnaryFunctionDouble, BInaryFunctionDouble and alike (Richard Gomes) - resolved. - 0000211: [code review] Review QL_EXTRA_SAFETY_CHECKS (Richard Gomes) - resolved. - 0000338: [code review] Remove Logger from classes; Employ a service class instead (Richard Gomes) - resolved. - 0000335: [code review] Good review strategy!!!!!! (Richard Gomes) - resolved. - 0000232: [performance] Replace Colt by something else (Richard Gomes) - resolved. - 0000274: [code review] Remove Colt entirely or part of it (Richard Gomes) - resolved. - 0000291: [performance] Design by Contract :: Move tests from code to annotations (Richard Gomes) - resolved. - 0000326: [translation] Array.size() equivlanet missing (Richard Gomes) - resolved. - 0000388: [General] FixedRateLeg class - incorrect translation of QL.require assertion on first period day counter (John Nichol) - closed. - 0000374: [General] FixedRateCoupon class - incomplete translation in constructor (John Nichol) - closed. - 0000373: [General] Coupon class incorrect translation from C++ in constructor (John Nichol) - closed. - 0000169: [tests] Calendars :: Performance change in test cases (Zahid Hussain) - closed. - 0000345: [code review] code review :: Verify DateParser (Zahid Hussain) - closed. - 0000325: [translation] helper methods for translating QLRequire, QLFail etc. (Richard Gomes) - closed. - 0000219: [translation] Complete translation of TimeGrid (Richard Gomes) - closed. - 0000146: [translation] Translate methods from utilities.hpp (Srinivas Hasti) - closed. - 0000143: [translation] Complete class AmericanPayoffAtHit (Richard Gomes) - closed. - 0000202: [code review] Review VanillaOption (Niels Stchedroff) - closed. - 0000144: [translation] Complete class AmericanPayoffAtExpiry (Jose Coll) - closed. - 0000258: [code review] Review AnalyticDiscreteGeometricAveragePriceAsianEngine (Jia Jia) - closed. - 0000035: [translation] Coding conventions :: Class comments in calendar classes (Jia Jia) - closed. - 0000237: [code review] Hide implementation details of TimeSeriesDouble (Richard Gomes) - closed. - 0000172: [tests] Finish AmericanOptionTest.testFdShoutGreeks (Richard Gomes) - closed. - 0000166: [tests] InverseCumulativePoissonTest failed (Richard Gomes) - closed. - 0000170: [tests] Finish AmericanOptionTest.testFdAmericanGreeks (Dominik Holenstein) - closed. - 0000094: [General] Create examples in our wiki which uses TypeToken (Richard Gomes) - closed. - 0000129: [tests] The locate() method in AbstractInterpolation leads to java.lang.ArrayIndexOutOfBoundsException. (Ueli Hofstetter) - closed. - 0000179: [documentation] Create an article in our wiki explaining SLF4J (Ueli Hofstetter) - closed. - 0000225: [performance] DoubleComparatorImpl (Ueli Hofstetter) - closed. - 0000190: [code review] Review org.jquantlib.indexes.Index (Ueli Hofstetter) - closed. - 0000083: [code review] Italia test calendar test need to be completed. (Ueli Hofstetter) - closed. - 0000192: [code review] Review org.jquantlib.pricingengines.AmericanPayoffAtHit (Ueli Hofstetter) - closed. - 0000245: [translation] Translate ForwardSpreadedTermStructure (Ueli Hofstetter) - closed. - 0000246: [translation] Translate ZeroSpreadedTermStructure (Ueli Hofstetter) - closed. - 0000293: [code review] Code review :: AnalyticDiscreteGeometricAveragePriceAsianEngine - closed. - 0000201: [code review] Move SingularValueDecomposition to another project (Q Boiler) - closed. - 0000233: [code review] Possibly replacing fastutil by something else (Richard Gomes) - closed. - 0000030: [tools] Remove Macker (Richard Gomes) - closed. - 0000194: [performance] Separate experimental code and performance tests in separate projects (Richard Gomes) - closed. - 0000193: [code review] Review (or get rid! of) org.jquantlib.experimental.collection.List (Q Boiler) - closed. - 0000260: [code review] AnalyticBarrierOptionEngine needs code review (Ueli Hofstetter) - closed. - 0000265: [code review] BarrierType needs code review (Ueli Hofstetter) - closed. - 0000268: [code review] Code review on a list of classes (Ueli Hofstetter) - closed. - 0000267: [code review] DiscreteAveragingAsianOption needs code review (Ueli Hofstetter) - closed. - 0000266: [code review] ContinuousAveragingAsianOption needs code review (Ueli Hofstetter) - closed. - 0000264: [code review] BarrierOption needs code review (Ueli Hofstetter) - closed. - 0000257: [tests] Translate EuropeanOptionTest.testImpliedVolContainment (Ueli Hofstetter) - closed. - 0000289: [code review] Refactor AbstractDividend back to original name Dividend (Daniel Kong) - closed. - 0000256: [tests] Translate EuropeanOptionTest.testImpliedVol (Ueli Hofstetter) - closed. - 0000276: [code review] DiscreteAveragingAsianOption needs code review (Jia Jia) - closed. - 0000275: [code review] convention for enum -1 (Ueli Hofstetter) - closed. [133 issues] jquantlib - 0.1.2 (Not Yet Released) [ View Issues ] ==================================== Main features * Calendars * American Options with Finite Differences - 0000472: [tests] Fix BondTest#yieldTest (Richard Gomes) - resolved. - 0000011: [tests] Write test case on BilinearInterpolation (Ueli Hofstetter) - resolved. - 0000176: [tests] AmericanOptionTest failed (Srinivas Hasti) - closed. - 0000173: [tests] AmericanOptionTest.testFdValues test failing (Srinivas Hasti) - closed. - 0000171: [tests] Finish AmericanOptionTest.testFdValues (Srinivas Hasti) - closed. - 0000149: [translation] Translate class ql/pricingengines/vanilla/juquadraticengine.hpp (Srinivas Hasti) - closed. - 0000148: [translation] Translate class ql/pricingengines/blackformula.hpp (Srinivas Hasti) - closed. - 0000168: [tests] OperatorTest failed (Gary Kennedy) - closed. - 0000188: [code review] Review org.jquantlib.time.TimeGrid (Richard Gomes) - closed. - 0000208: [translation] Add support for TypeLiterals (Richard Gomes) - closed. - 0000130: [tests] FlatForwardInterpolation failed at Original Points (Richard Gomes) - closed. - 0000203: [translation] Translate BinomialVanillaEngine (Richard Gomes) - closed. - 0000160: [tools] Analyze and eventually integrate some PMD code (Richard Gomes) - closed. - 0000261: [tools] Provide Ant build file as an alternative to Maven - closed. - 0000238: [tests] Calculation of theta fails (Richard Gomes) - closed. - 0000075: [General] US Settlement and Bond Calendar verification shows some of the holidays are wrong (Richard Gomes) - closed. - 0000016: [performance] PMD: Detect uses of java.lang.Double (Richard Gomes) - closed. - 0000063: [code review] Verification of Denmark, Finland,Germany,Hong Kong, Hungary and Iceland Calendar Classes (Renjith Nair) - closed. - 0000033: [translation] Mexico and Iceland holiday calendars :: Fix links to official holidays (Richard Gomes) - closed. - 0000088: [code review] Argentina Calendar Holiday List Incomplete (Jia Jia) - closed. - 0000074: [General] Australia Calendar Not implementing ASX (Jia Jia) - closed. - 0000184: [tests] Fix HongKongCalendarTest (Richard Gomes) - closed. - 0000187: [translation] Finish translation of SampledCurve.java (Dominik Holenstein) - closed. - 0000165: [tests] TermStructuresTest failed - closed. - 0000248: [tests] Code review on TermStructureTest (Richard Gomes) - closed. - 0000052: [tools] PMD: Detect uses of cern.colt.list and cern.colt.map packages (Richard Gomes) - closed. - 0000053: [tools] Create PMD rule which detects default package protected methods and classes (Ueli Hofstetter) - closed. - 0000055: [tools] PMD should list private fields which are not final (Richard Gomes) - closed. - 0000056: [tools] PMD should list non final method parameters (Richard Gomes) - closed. - 0000057: [tools] PMD should detect uses of java.util.Vector (Ueli Hofstetter) - closed. - 0000076: [tools] Create PMD rule which detects multiple top level classes inside a single .java file (Satyendra Gurjar) - closed. - 0000209: [code review] Consider removing class CuriouslyRecurringGeneric - closed. - 0000080: [code review] Mexican calendar needs update (Richard Gomes) - closed. - 0000123: [sysadmin] Configure port 8080 for public acess in our router (Richard Gomes) - closed. - 0000025: [tests] NewZealandCalendarTest needs to be written (Richard Gomes) - closed. - 0000084: [translation] Integrate analytic barrier and other patches (Richard Gomes) - closed. - 0000081: [code review] Indonesia test calendar need to be completed (Jia Jia) - closed. [38 issues]