Mantis Bug Tracker

jquantlib - Roadmap

jquantlib - 0.1.2 (Scheduled For Release 2009-02-12) View Issues ]
====================================================

Main features
* Calendars
* American Options with Finite Differences
100%
- 0000142: [translation] Complete and test American Options wih Finite differences (Srinivas Hasti) - resolved.
 - 0000146: [translation] Translate methods from utilities.hpp (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.
 - 0000151: [translation] Translate dependencies for American Options - closed.
 - 0000150: [translation] Translate class ql/pricingengines/vanilla/baroneadesiwhaleyengine (Srinivas Hasti) - closed.
 - 0000152: [translation] Complete translation of classes and test cases for finite diferences engine (Srinivas Hasti) - closed.
 - 0000147: [translation] Translate class ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp - closed.
- 0000163: [tests] FalsePositionTest failed (Ueli Hofstetter) - resolved.
- 0000164: [tests] SecantTest failed (Ueli Hofstetter) - resolved.
- 0000161: [tests] RidderTest failed (Ueli Hofstetter) - resolved.
- 0000162: [tests] InverseCumulativeNormalTest failed (Ueli Hofstetter) - resolved.
- 0000011: [tests] Write test case on BilinearInterpolation (Ueli Hofstetter) - resolved.
- 0000176: [tests] AmericanOptionTest failed (Srinivas Hasti) - closed.
- 0000168: [tests] OperatorTest failed (Gary Kennedy) - closed.
- 0000129: [tests] The locate() method in AbstractInterpolation leads to java.lang.ArrayIndexOutOfBoundsException. (Ueli Hofstetter) - closed.
- 0000190: [code review] Review org.jquantlib.indexes.Index (Ueli Hofstetter) - closed.
- 0000192: [code review] Review org.jquantlib.pricingengines.AmericanPayoffAtHit (Ueli Hofstetter) - closed.
- 0000201: [code review] Move SingularValueDecomposition to another project (Q Boiler) - closed.
- 0000188: [code review] Review org.jquantlib.time.TimeGrid (Richard Gomes) - closed.
- 0000130: [tests] FlatForwardInterpolation failed at Original Points (Richard Gomes) - closed.
- 0000233: [code review] Possibly replacing fastutil by something else (Richard Gomes) - closed.
- 0000203: [translation] Translate BinomialVanillaEngine (Richard Gomes) - closed.
- 0000030: [tools] Remove Macker (Richard Gomes) - closed.
 - 0000016: [performance] PMD: Detect uses of java.lang.Double (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.
 - 0000037: [performance] org.jquantlib.assets :: Replace by fastutil classes instead of JCF concrete class (Richard Gomes) - closed.
 - 0000038: [performance] org.jquantlib.instruments :: Replace by fastutil classes instead of JCF concrete class (Richard Gomes) - closed.
 - 0000039: [performance] org.jquantlib.math.matrixutilities :: Replace by fastutil classes instead of JCF concrete class (Richard Gomes) - closed.
 - 0000041: [performance] org.jquantlib.pricingengines :: Replace by fastutil classes instead of JCF concrete class (Richard Gomes) - closed.
 - 0000042: [performance] org.jquantlib.time :: Replace by fastutil classes instead of JCF concrete class (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.
- 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.
- 0000175: [tools] Build process :: generated .jar fille name is wrong (Richard Gomes) - 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.
- 0000178: [code review] Move AdjDiff to test suite (Dominik Holenstein) - closed.
- 0000047: [code review] Add Loggers to classes of org.jquantlib.util package (Dominik Holenstein) - 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.
- 0000137: [sysadmin] Fix apache config script (Marcio Gunther) - closed.
- 0000085: [code review] Review Poland calendar as it has suspicious code - closed.
- 0000033: [translation] Mexico and Iceland holiday calendars :: Fix links to official holidays (Richard Gomes) - closed.
- 0000003: [translation] Review usage of FunctionDouble and similar interfaces - closed.
- 0000027: [translation] Update links to exchanges published by money-ezine (Richard Gomes) - closed.
- 0000015: [performance] Verify JCF usage on org.jquantlib.performance (Richard Gomes) - closed.
- 0000040: [performance] org.jquantlib.methods.finitedifferences :: Replace by fastutil classes instead of JCF concrete class (Richard Gomes) - closed.
- 0000064: [code review] Verification of India, Indonesia, Italy, Japan, mexico and New Zealand Calendar Classes (Richard Gomes) - closed.
- 0000096: [General] Unable to deploy maven2 site due to problem with mkdir command performed by wagon-ssh (Richard Gomes) - closed.
- 0000010: [tests] Write test case on ForwardInterpolation (Daniel Kong) - closed.
- 0000029: [translation] Integrate IntegralEngine.java into trunk (Richard Gomes) - closed.
- 0000032: [translation] Japan class and JapanCalendarTest class need to be written (Richard Gomes) - closed.
- 0000026: [tests] NorwayCalendarTest needs to be written (Jia Jia) - closed.
- 0000045: [translation] Remove WebDAV from pom.xml (Richard Gomes) - closed.
- 0000071: [translation] Translate Hungary calendar - closed.
- 0000069: [translation] Translate NewZealand calendar (Richard Gomes) - closed.
- 0000070: [translation] Translate Norway calendar (Richard Gomes) - closed.
- 0000061: [sysadmin] Backup LDAP database (Richard Gomes) - closed.
- 0000031: [sysadmin] Failed to copy file using FTP (Richard Gomes) - closed.
- 0000024: [tools] Create project jquantlib-samples (Richard Gomes) - closed.
- 0000036: [translation] Replace non UTF8 on calendar classes (Richard Gomes) - closed.
- 0000022: [sysadmin] Local backups for UK site (Richard Gomes) - closed.

77 of 77 issue(s) resolved. Progress (100%).

jquantlib - 0.1.3 (Scheduled For Release 2009-06-28) View Issues ]
====================================================

* Monte Carlo
* Number generators
* More pricing engines : to be defined
100%
- 0000472: [tests] Fix BondTest#yieldTest (Richard Gomes) - resolved.
- 0000361: [code review] Fix QL_USE_INDEXED_COUPON code commented out (Richard Gomes) - resolved.
- 0000460: [tests] BarrierOptionTest fails (Richard Gomes) - resolved.
- 0000059: [code review] Schedule needs code review (Femi Anthony) - 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.
- 0000424: [code review] Settings should have a singleton (Richard Gomes) - resolved.
- 0000294: [code review] Code review :: FDBermudianEngine and FDVanillaEngine (Srinivas Hasti) - resolved.
- 0000417: [code review] Review key classes for release 0.1.3 (Richard Gomes) - resolved.
 - 0000292: [translation] Code review :: BinomialConvertibleEngine (Richard Gomes) - resolved.
 - 0000327: [code review] Rewrite Date and Calendar classes from scratch (Zahid Hussain) - resolved.
  - 0000249: [tests] Write complete and detailed test code for Date (Richard Gomes) - resolved.
  - 0000310: [code review] Refactor org.jquantlib.math.MathUtil (Richard Gomes) - resolved.
  - 0000050: [experimental] Study performance gains of "@Date long" type (Richard Gomes) - resolved.
  - 0000396: [tests] Write complete test cases for Date (Richard Gomes) - closed.
- 0000141: [code review] Review interpolation classes (Richard Gomes) - resolved.
 - 0000012: [tests] Write test case on FlatExtrapolator2D (Dominik Holenstein) - resolved.
- 0000367: [code review] Re-factor org.jquantlib.time.Period class to match with QL097, implement all operator methods (Mufaddal Karachi) - resolved.
- 0000434: [code review] Date must support years up to 2199 (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.
- 0000223: [translation] Finish SimpsonIntegral and add test case (Richard Gomes) - resolved.
- 0000272: [tools] build process :: separate folders for documentation (Richard Gomes) - resolved.
- 0000247: [code review] Review OperatorTest (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.
- 0000215: [code review] Review TrinomialTree and related classes (Richard Gomes) - resolved.
- 0000230: [translation] Translate TrinomialTree (Richard Gomes) - resolved.
- 0000229: [code review] FDAmericanEngine should match C++ object model (Richard Gomes) - resolved.
- 0000186: [code review] Implement missing settlement and exchange calendars (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.
- 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.
- 0000228: [tests] Translate EuropeanOptionTest.testGreekValues (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.
- 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.
- 0000360: [code review] Get rid of Null<Date> (Richard Gomes) - resolved.
- 0000312: [OSGi] Implement Std as OSGi module (Richard Gomes) - resolved.
 - 0000311: [code review] Review unary and binary classes/interfaces (Ueli Hofstetter) - 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.
- 0000197: [performance] performance test on non-static inner classes (Richard Gomes) - resolved.
- 0000125: [sysadmin] Study how Mantis could be integrated with SVN (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.
- 0000134: [sysadmin] Setup a List Server (Richard Gomes) - 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.
- 0000185: [code review] DateFactory should be a factory and nothing else (Richard Gomes) - resolved.
- 0000048: [documentation] Write article on coding standards / best practices (Richard Gomes) - resolved.
- 0000028: [samples] Create pom.xml for jquantlib-samples (Zahid Hussain) - resolved.
- 0000140: [sysadmin] Migrate databases to Postgres 8.3 (Richard Gomes) - resolved.
- 0000020: [sysadmin] Implement LDAP authentication in Continuum (Marcio Gunther) - resolved.
- 0000099: [documentation] Finish documentation of Continuum installation (Richard Gomes) - resolved.
- 0000301: [General] Factorial produces NPE for factorial 28 (Richard Gomes) - resolved.
- 0000295: [code review] Refactor / reorganize classes (Ueli Hofstetter) - 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.
- 0000049: [documentation] Create article regarding fastutil and JAL classes (Dominik Holenstein) - resolved.
- 0000241: [tests] Translate SegmentIntegralTest (Ueli Hofstetter) - resolved.
- 0000240: [tests] Translate MoroInverseCumulativeNormalTest (Ueli Hofstetter) - resolved.
- 0000242: [tests] Translate InverseCumulativePoissonTest (Ueli Hofstetter) - resolved.
- 0000388: [General] FixedRateLeg class - incorrect translation of QL.require assertion on first period day counter (John Nichol) - closed.
- 0000169: [tests] Calendars :: Performance change in test cases (Zahid Hussain) - closed.
- 0000345: [code review] code review :: Verify DateParser (Zahid Hussain) - closed.
- 0000219: [translation] Complete translation of TimeGrid (Richard Gomes) - 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.
- 0000237: [code review] Hide implementation details of TimeSeriesDouble (Richard Gomes) - closed.
- 0000166: [tests] InverseCumulativePoissonTest failed (Richard Gomes) - closed.
- 0000094: [General] Create examples in our wiki which uses TypeToken (Richard Gomes) - closed.
- 0000179: [documentation] Create an article in our wiki explaining SLF4J (Ueli Hofstetter) - closed.
- 0000225: [performance] DoubleComparatorImpl (Ueli Hofstetter) - closed.
- 0000283: [tools] Make sure junit is not being packaged (Ueli Hofstetter) - closed.
- 0000245: [translation] Translate ForwardSpreadedTermStructure (Ueli Hofstetter) - closed.
- 0000246: [translation] Translate ZeroSpreadedTermStructure (Ueli Hofstetter) - closed.
- 0000293: [code review] Code review :: AnalyticDiscreteGeometricAveragePriceAsianEngine - closed.
- 0000208: [translation] Add support for TypeLiterals (Richard Gomes) - closed.
- 0000068: [tools] Create PMD rule intended to detect fastutil interfaces and classes in method signatures - 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.
- 0000209: [code review] Consider removing class CuriouslyRecurringGeneric - closed.

121 of 121 issue(s) resolved. Progress (100%).

jquantlib - 0.2.4 (Scheduled For Release 2009-09-27) View Issues ]
====================================================

* Bonds
* FRA
* More pricing engines : to be defined
7%
- 0000474: [code review] Review classes Money and Currency - new.
- 0000380: [tests] Write complete test cases for Calendar - new.
- 0000422: [code review] Review exceptions :: should throw LibraryException - new.
- 0000392: [code review] Rewrite TimeGrid - new.
- 0000427: [tests] Translate ConvertibleBondsTest - new.
- 0000459: [translation] BarrierOptionTest#testPerturbative needs to be translated - new.
- 0000339: [code review] Fix QRDecomposition - new.
- 0000054: [translation] Complete class BasisIncompleteOrdered - new.
- 0000470: [translation] Complete class PseudoSqrt - new.
- 0000465: [code review] Fix RelinkableHandle - new.
- 0000415: [code review] Review Array and Matrix classes and related stuff - new.
 - 0000341: [translation] Complete SymetricSchurDecomposition - new.
 - 0000346: [performance] Improve performance of Matrix#transpose (Richard Gomes) - assigned.
 - 0000451: [code review] Remove enumeration Style from class Cells (Richard Gomes) - resolved.
 - 0000342: [translation] Review and debug SVD - new.
 - 0000340: [translation] Fix CholeskyDecomposition and EigenvalueDecomposition - new.
 - 0000464: [code review] Implement Array#resize(int) - new.
- 0000458: [translation] Translate SplineGrid and MultiCubicSpline - new.
- 0000454: [translation] Implement missing interpolations - new.
 - 0000457: [translation] Implement AbcdInterpolation - new.
 - 0000456: [translation] Implement ConvexMonotoneInterpolation - new.
 - 0000455: [translation] Implement SabrInterpolation - new.
- 0000453: [translation] Implement GaussLobattoIntegral - new.
- 0000452: [translation] Implement AbcdSquared - new.
- 0000450: [tests] MatrixTest.inverse fails - new.
- 0000420: [tests] Try various JVMs - new.
- 0000419: [sysadmin] Consider a forum system - new.
- 0000013: [tests] Write test case on BlackVarianceSurface - new.
- 0000448: [code review] refactor method name() - new.
- 0000428: [code review] Get rid of System.out and System.err in v0.1.3 - new.
- 0000449: [translation] Finish OptimizerTest - new.
- 0000446: [code review] BermudanExercise with Binomial and Trinomial trees - new.
- 0000439: [code review] Implement Lattice#equals and Lattice#hashCode - new.
- 0000438: [translation] Complete DiscretizedDiscountBond - new.
- 0000437: [translation] Complete DiscretizedConvertible - new.
- 0000433: [code review] Code review: CapHelper - new.
- 0000431: [translation] Complete FuturesRateHelper - new.
- 0000429: [sysadmin] Deploy artifacts to oss.sonatype.org - new.
- 0000404: [tools] Employ a license checking tool - new.
- 0000413: [code review] Review SimpsonIntegral and TrapezoidIntegral - new.
- 0000189: [code review] Review org.jquantlib.math.optimization.EndCriteria - new.
- 0000416: [code review] Review optimization classes - new.
- 0000307: [code review] code review :: BivariateNormalDistribution - new.
- 0000212: [translation] Translate test cases which make use of BlackFormula - new.
- 0000414: [translation] Translate Quotes hierarchy - new.
- 0000251: [tools] More management reports in our build process - new.
- 0000009: [samples] Sample code on org.jquantlib.calendar package - new.
- 0000372: [translation] Translate all quotes classes and test cases - new.
- 0000005: [samples] Sample code on org.jquantlib.termstructures package - new.
- 0000406: [translation] Complete Payoff hierarchy - new.
- 0000366: [General] Add support to Joda Time and JDK Date/Calendar - new.
- 0000316: [code review] Review public methods which should be package private - new.
- 0000306: [code review] code review :: CumulativeBinomialDistribution - new.
- 0000304: [code review] Review AnalyticContinuousGeometricAveragePriceAsianEngine - new.
- 0000302: [code review] Review RateHelper - new.
- 0000183: [tools] PMD :: analise design rules and controversial rules - feedback.
- 0000213: [translation] Translate BermudanOptions (Srinivas Hasti) - feedback.
- 0000262: [code review] (recurrent task) QA :: verify headers (Richard Gomes) - assigned.
- 0000432: [translation] Complete DiscountingSwapEngine - assigned.
- 0000344: [code review] Possible bug in Calendars, regarding isBusinessDay (Richard Gomes) - assigned.
 - 0000356: [code review] The implementation of isEndOfMonth method in AbstractCalendar class is not correct (Richard Gomes) - assigned.
- 0000329: [marketing] Announce JQuantLib (Richard Gomes) - assigned.
 - 0000330: [performance] Experiment CPP against JQuantLib (Q Boiler) - assigned.
- 0000273: [tools] build process :: nighly build should deploy artifacts (Richard Gomes) - assigned.
- 0000471: [code review] Fix Array#toDoubleArray and callers (Richard Gomes) - assigned.
- 0000412: [translation] Finish translation of BondTest (John Nichol) - assigned.
- 0000468: [code review] Code review :: CapFloor (Richard Gomes) - assigned.
 - 0000467: [code review] Code review :: BlackCapFloorEngine (johnmartin) - assigned.
- 0000466: [code review] Code review :: ExchangeRateManager (Ueli Hofstetter) - assigned.
- 0000463: [code review] Review VanillaSwap (johnmartin) - assigned.
- 0000461: [code review] VanillaSwap :: Fix deviation from QuantLib (johnmartin) - assigned.
- 0000334: [translation] Complete observer/observable classes - there are missing methods like registerWith in out java implementation (Richard Gomes) - assigned.
- 0000214: [tools] PMD :: Create rule which detect a method parameter marked as @Unused which is used inside a method (Richard Gomes) - assigned.
- 0000182: [documentation] Write article on coding standards (Richard Gomes) - assigned.
 - 0000180: [documentation] Create documentation explaining how templates are translated to generics (Richard Gomes) - assigned.
 - 0000198: [documentation] Write an article explaining the reasoning behind non-static inner classes (Richard Gomes) - assigned.
- 0000394: [code review] Switch to QL 0.9.7 (Richard Gomes) - assigned.
 - 0000298: [code review] Translation of NULL<T> needs to be fixed (Richard Gomes) - assigned.
  - 0000328: [code review] Evaluate IEEEremainder - new.
 - 0000364: [code review] Review usage of pimpl idiom - new.
  - 0000231: [code review] TreeLattice2D - new.
  - 0000397: [code review] Review equality tests with classes employing pimpl idiom - new.
 - 0000425: [code review] Review FDVanillaEngine hierarchy - new.
 - 0000387: [code review] Review BinomialTree and TrinomialTree - new.
 - 0000436: [code review] PairSortingAlgorithms not found on 0.9.7 - new.
 - 0000435: [code review] SortingAlgorithms not found on 0.9.7 - new.
- 0000043: [translation] Verification of calendar classes (Renjith Nair) - assigned.
 - 0000077: [General] Need to Reactor US Calendar Test classes and add missing tests (2011,2012) (Renjith Nair) - assigned.
- 0000391: [translation] Integrate calendar for South Africa (Zahid Hussain) - assigned.
- 0000445: [translation] TermStructures need some retranslation for 0.9.7. (John Nichol) - assigned.
- 0000444: [translation] Translate ZeroCouponBond class (John Nichol) - assigned.
- 0000441: [translation] FixedRateCoupon class needs some updates to match 0.9.7 (John Nichol) - assigned.
- 0000440: [translation] Business252 DayCounter has missing dayCount implementation (John Nichol) - assigned.
- 0000336: [code review] Review GenericStatistics and GenericRiskStatistics (Richard Gomes) - assigned.
- 0000300: [translation] Translate RiskStatistics (Richard Gomes) - assigned.
- 0000286: [code review] Review all classes in package org.jquantlib.math.statistics (Richard Gomes) - assigned.
- 0000347: [tests] Implement RandomNumbersTest - assigned.
- 0000060: [translation] SobolRsg needs to be completed (Richard Gomes) - assigned.
- 0000004: [translation] Finish translation for InterpolatedDiscountCurve (Richard Gomes) - assigned.
- 0000343: [translation] Create Arguments and Results for class CapFloor (Femi Anthony) - assigned.
- 0000314: [translation] Finish translation of LiborForwardModelProcess - assigned.
- 0000252: [translation] PiecewiseYieldCurve needs to be completed (Richard Gomes) - assigned.
 - 0000253: [tests] Rework needed on TermStructureTest.testImpliedObs - assigned.
 - 0000167: [tests] PiecewiseYieldCurveTest failed (Richard Gomes) - assigned.
- 0000023: [sysadmin] Create US mirror (Marcio Gunther) - assigned.
- 0000126: [sysadmin] Verify how secure apache proxy configuration is (Richard Gomes) - assigned.
- 0000019: [sysadmin] Create accounts for LDAP bind (Richard Gomes) - assigned.
- 0000127: [experimental] OSGi :: proof of concept :: listenening events (Richard Gomes) - assigned.
- 0000210: [code review] Review TypeToken, TypeReference and test cases (Richard Gomes) - assigned.
- 0000243: [translation] Translate swaps (Jia Jia) - assigned.
 - 0000244: [tests] Translate tests in TermStructuresTest related to swaps (Jia Jia) - assigned.
- 0000359: [code review] Proof of concept using OSGi and the rewritten Date class (Richard Gomes) - assigned.
- 0000017: [experimental] Add more functionality to Calendars (Richard Gomes) - assigned.
- 0000308: [code review] Review Praneet's work - assigned.
- 0000046: [tests] Move StopClock out of main jquantlib project (Richard Gomes) - assigned.
- 0000303: [code review] Review comments on FD engines (Srinivas Hasti) - assigned.
- 0000290: [performance] Implement DTrace (Richard Gomes) - assigned.
- 0000221: [translation] Finish translation of DiscreteHedging (Richard Gomes) - assigned.
- 0000462: [code review] RateHelper :: Fix deviation from QuantLib (johnmartin) - resolved.
- 0000299: [code review] Review and document better JumpDiffusionEngine (Richard Gomes) - resolved.
- 0000358: [code review] Verify what's the behaviour of Settings under Tomcat (Richard Gomes) - resolved.
- 0000067: [code review] Code review on org.jquantlib.util.stdlibc.Std (Richard Gomes) - resolved.
- 0000002: [translation] Review method names of org.jquantlib.calendar package (Richard Gomes) - resolved.
- 0000352: [tools] Implement maven multi modules (Richard Gomes) - resolved.
 - 0000353: [tools] Clean up Maven Wagon dependent configurations (Richard Gomes) - resolved.
- 0000317: [code review] Wrong (or confuse) usage of DateFactory.getFactory().getTodaysDate() (Richard Gomes) - resolved.
- 0000274: [code review] Remove Colt entirely or part of it (Richard Gomes) - resolved.

10 of 127 issue(s) resolved. Progress (7%).

jquantlib - 0.1.5 (Scheduled For Release 2009-11-29) View Issues ]
====================================================

* maven: multiple projects
* OSGi : configuration and settings
* OSGI : calendars

22%
- 0000418: [sysadmin] Consider a blog system - new.
- 0000410: [code review] Review GeneralizedBlackScholesProcess to conform to QL 0.9.7 - new.
- 0000393: [code review] Generic BinomialTree<T> and TrinomialTree<T> - new.
- 0000034: [documentation] Article on how to install/configure Mylyn Mantis Connector - new.
- 0000405: [code review] Rewrite FDEngineAdapter (Richard Gomes) - assigned.
- 0000128: [translation] Translate missing classes needed by Monte Carlo (Richard Gomes) - assigned.
- 0000006: [samples] Sample code on org.jquantlib.exercise package (Daniel Kong) - assigned.
- 0000007: [samples] Sample code on org.jquantlib.time package (Daniel Kong) - assigned.
- 0000008: [samples] Sample code on org.jquantlib.daycounters package (Daniel Kong) - assigned.
- 0000092: [General] Understand how exposure of our websites could be improved (Richard Gomes) - assigned.
- 0000195: [tests] TermStructureTests commented out (Richard Gomes) - assigned.
- 0000400: [tools] Python tool intended to generate Java skeletons (Richard Gomes) - assigned.
 - 0000411: [tools] Take into account the weirdness of abstract classes in C++ - new.
 - 0000402: [tools] Compare object model between QuantLib/C++ and JQuantLib - new.
 - 0000401: [tools] Methods should contain final specifier when needed - new.
- 0000014: [performance] Avoid autoboxing on List.add() (Richard Gomes) - assigned.
- 0000044: [sysadmin] Explore IPV6 (Marcio Gunther) - assigned.
- 0000239: [tools] Implement missing classes in joda-primitives (Richard Gomes) - resolved.
- 0000403: [code review] Review Array and Iterators (Richard Gomes) - resolved.
- 0000395: [code review] Refactor Discretization hierarchy (Richard Gomes) - resolved.
- 0000315: [code review] Get rid of UnaryFunctionDouble, BInaryFunctionDouble and alike (Richard Gomes) - resolved.
- 0000291: [performance] Design by Contract :: Move tests from code to annotations (Richard Gomes) - resolved.

5 of 22 issue(s) resolved. Progress (22%).

jquantlib - 0.2.0 (Scheduled For Release 2010-01-06) View Issues ]
====================================================

* Reviewed calendars (reliable data for 2009)
* Other features : to be defined
32%
- 0000296: [code review] Test range of Date values - new.
- 0000313: [translation] class Disposable is incomplete - new.
- 0000318: [code review] Remove inner class MathUtil from class GeneralStatistics - new.
- 0000348: [code review] Please review MersenneTwisterUniformRng API - new.
- 0000287: [code review] Identify trigonometrical operations - new.
- 0000222: [code review] Code review when calling IllegalOperationException - new.
- 0000218: [sysadmin] Move SVN out from SourceForge - new.
- 0000217: [code review] Create @Size and perform a full code review - new.
- 0000216: [code review] Create @Natural and perform a full code review - new.
- 0000207: [tools] Integrate QAlab in our pom.xml - new.
- 0000206: [code review] Remove "not allowed" from several error messages - new.
- 0000205: [code review] Substitute printStackTrace - new.
- 0000204: [documentation] Review @category tags - new.
- 0000159: [code review] Finland Calendar Incomplete. Have to implement Helsinki Stock Exchange and Settlement Calendar - new.
- 0000158: [code review] Implement Market calendar for Sweden Stoke Exchange - assigned. - new.
- 0000155: [tests] Mexico calendar test cases need review - new.
- 0000154: [tests] Indonesia test calendar needs data for 2004 and revision for 2009 - new.
- 0000153: [tests] Poland calendar test cases need review - new.
- 0000079: [code review] Replace "unknown market" in calendar classes - new.
- 0000078: [translation] Upgrade calendars from QuantLib 0.9.6 - new.
- 0000093: [code review] Consider Q++ Studio for updating calendars (bank holidays) - new.
- 0000095: [code review] Change CalendarUtil.checkHolidayList in order to consider holidays - new.
- 0000097: [documentation] Generate documentation for calendar test data - new.
- 0000139: [documentation] Improve generated website with navigation bar and some content - new.
- 0000051: [documentation] Mark non thread safe classes with @NotThreadSafe - new.
- 0000157: [tools] PMD: Detect usage of JUnit3.x (Richard Gomes) - assigned.
- 0000087: [code review] China Calendar Doesn't have 2009 List of Holidays (Jia Jia) - assigned.
- 0000138: [translation] SlovakiaCalendarTest needs reliable data for 2004 and 2006 - assigned.
- 0000131: [translation] SingaporeCalendarTest needs more test cases - assigned.
- 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.
- 0000090: [code review] Iceland Calendar Incomplete. Have to implement Iceland Stock Exchange and Settlement Calendar (Zahid Hussain) - resolved.
- 0000082: [code review] India test calendar need to be completed. (Zahid Hussain) - resolved.
- 0000351: [code review] Replace org.jquantlib.math.UnaryFunction inferace with Ops interface (Zahid Hussain) - resolved.
- 0000018: [translation] Get rid of FunctionDouble and similar ??? (Zahid Hussain) - resolved.
- 0000309: [code review] Replace Array by double[] wherever possible (Richard Gomes) - resolved.
- 0000232: [performance] Replace Colt by something else (Richard Gomes) - resolved.
- 0000173: [tests] AmericanOptionTest.testFdValues test failing (Srinivas Hasti) - closed.
- 0000035: [translation] Coding conventions :: Class comments in calendar classes (Jia Jia) - closed.
- 0000170: [tests] Finish AmericanOptionTest.testFdAmericanGreeks (Dominik Holenstein) - closed.
- 0000083: [code review] Italia test calendar test need to be completed. (Ueli Hofstetter) - closed.

14 of 43 issue(s) resolved. Progress (32%).


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