Mantis Bug Tracker

jquantlib - Roadmap

jquantlib - 0.2.5 (Scheduled For Release 2011-01-16) View Issues ]
====================================================

Aims to fully implement Bonds
42%
- 0000537: [code review] Rename methods in order to mimic operator overloading implemented in Scala - new.
- 0000014: [performance] Avoid autoboxing on List.add() - new.
- 0000445: [translation] TermStructures need some retranslation for 0.9.7. - new.
- 0000438: [translation] Complete DiscretizedDiscountBond - new.
- 0000331: [translation] final review and code completion on bond and related classes - new.
- 0000350: [tests] Write Bond Test cases - new.
- 0000535: [General] Review pom.xml, .project and .classpath in order to support Eclipse Indigo (Richard Gomes) - confirmed.
- 0000534: [General] Deploy JQuantLib artifacts onto a public repository (Richard Gomes) - assigned.
- 0000356: [code review] The implementation of isEndOfMonth method in AbstractCalendar class is not correct (Ruslan Khafizov) - assigned.
- 0000508: [translation] Translate InterpolatedDiscountCurve to match QL097 (Richard Gomes) - assigned.
- 0000501: [samples] Bond example: Review and translate(if required) (Zahid Hussain) - assigned.
- 0000252: [translation] PiecewiseYieldCurve needs to be completed (Richard Gomes) - assigned.
 - 0000253: [tests] Rework needed on TermStructureTest.testImpliedObs - new.
 - 0000167: [tests] PiecewiseYieldCurveTest failed (Richard Gomes) - assigned.
  - 0000522: [translation] Translate BMASwapRateHelper (Grepppo) - resolved.
  - 0000521: [translation] Translate BMASwap (Grepppo) - resolved.
  - 0000524: [translation] Translate JPYLibor (Grepppo) - resolved.
  - 0000523: [translation] Translate ConvexMonotone - assigned.
- 0000481: [code review] Complete FixedRateBondHelper (Neel Sheyal) - assigned.
- 0000487: [translation] Translate CmsRateBond class (Zahid Hussain) - assigned.
 - 0000488: [translation] Complete Translation of CmsLeg class (Zahid Hussain) - assigned.
- 0000302: [code review] Review RateHelper (Neel Sheyal) - assigned.
 - 0000481: [code review] Complete FixedRateBondHelper (Neel Sheyal) - assigned.
- 0000330: [performance] Experiment CPP against JQuantLib (Q Boiler) - assigned.
- 0000509: [General] Remove dependencies from our Artifactory repository (Richard Gomes) - resolved.
- 0000531: [code review] LogCubic interpolator (Ruslan Khafizov) - resolved.
- 0000447: [code review] Class model for typetoken usage (Richard Gomes) - resolved.
- 0000512: [sysadmin] Request to add Ohloh Project widget to the jquantlib wiki media website (Richard Gomes) - resolved.
- 0000510: [code review] Rewrite Index hierarchy (Grepppo) - resolved.
- 0000520: [translation] Translate BMAIndex (Grepppo) - resolved.
- 0000517: [code review] Review equals() and hashCode() (Grepppo) - resolved.
- 0000504: [performance] Employ fastutil in order to provide fast JCF implementation (Richard Gomes) - resolved.
- 0000514: [code review] Review of Visitor pattern (Richard Gomes) - resolved.
- 0000513: [translation] Finish translation for InterpolatedDiscountCurve (Richard Gomes) - closed.
- 0000023: [sysadmin] Create US mirror - closed.
- 0000044: [sysadmin] Explore IPV6 - closed.

15 of 35 issue(s) resolved. Progress (42%).

jquantlib - 0.2.6 (Scheduled For Release 2011-01-16) View Issues ]
====================================================
0%
- 0000519: [performance] Benchmark FastMath - new.
- 0000518: [code review] Make JQuantLib thread safe - new.
- 0000195: [tests] TermStructureTests commented out (Richard Gomes) - assigned.

0 of 3 issue(s) resolved. Progress (0%).

jquantlib - 0.3.0 (Scheduled For Release 2015-12-30) View Issues ]
====================================================

At the moment, this version is a placeholder were unscheduled issues are stored.
12%
- 0000529: [code review] Review class LineSearchBasedMethod - new.
- 0000528: [translation] Complete AnalyticCapFloorEngine - new.
- 0000527: [code review] Get rid of DynamicProxyInvocationHandler - new.
- 0000516: [performance] Refactor IntervalPrice? - new.
- 0000515: [performance] Consider refactoring of TimeSeries - new.
- 0000463: [code review] Review VanillaSwap - new.
- 0000131: [translation] SingaporeCalendarTest needs more test cases - new.
- 0000270: [samples] Create demo application. - new.
- 0000507: [code review] Review QL.require and QL.ensure messages - new.
- 0000505: [performance] Consider DaCapo suite for benchmarking - new.
- 0000486: [documentation] Improvements to JQL webpage - new.
- 0000503: [sysadmin] Integrate simplesamlphp for LDAP provisioning. - new.
- 0000067: [code review] Code review on org.jquantlib.util.stdlibc.Std - new.
- 0000468: [code review] Code review :: CapFloor - new.
- 0000060: [translation] SobolRsg needs to be completed - new.
- 0000128: [translation] Translate missing classes needed by Monte Carlo - new.
- 0000332: [translation] sobolrsg changed betweenn 0.8.1 and 0.9.7, alternative primitive polynomials - new.
- 0000157: [tools] PMD: Detect usage of JUnit3.x - new.
- 0000196: [code review] Implement finitedifference europen engine to clue the finite difference (ie. cranknicolson) stuff together so that we can ... - new.
- 0000221: [translation] Finish translation of DiscreteHedging - new.
- 0000017: [experimental] Add more functionality to Calendars - new.
- 0000499: [translation] Review implementation and usage of Array class to match QL097 - new.
- 0000490: [tests] Create Test cases for SwapRateHelper - new.
- 0000498: [translation] Review and translate LmFixedVolatilityModel to match QL097 - new.
- 0000496: [code review] Change from List<Time> to Array in class DiscretizedConvertible - new.
- 0000494: [code review] Unnecesary instantiations of Array objects - new.
- 0000092: [General] Understand how exposure of our websites could be improved - new.
- 0000126: [sysadmin] Verify how secure apache proxy configuration is - new.
- 0000271: [documentation] Write wiki entry about functionality and usage of Handle and Link - new.
- 0000279: [documentation] Write documentation about how to use Settings and Configuration - new.
- 0000214: [tools] PMD :: Create rule which detect a method parameter marked as @Unused which is used inside a method - new.
- 0000182: [documentation] Write article on coding standards - new.
 - 0000198: [documentation] Write an article explaining the reasoning behind non-static inner classes - new.
 - 0000180: [documentation] Create documentation explaining how templates are translated to generics - new.
- 0000273: [tools] build process :: nighly build should deploy artifacts - new.
- 0000019: [sysadmin] Create accounts for LDAP bind - new.
- 0000127: [experimental] OSGi :: proof of concept :: listenening events - new.
- 0000359: [code review] Proof of concept using OSGi and the rewritten Date class - new.
- 0000290: [performance] Implement DTrace - new.
- 0000034: [documentation] Article on how to install/configure Mylyn Mantis Connector - new.
- 0000051: [documentation] Mark non thread safe classes with @NotThreadSafe - new.
- 0000093: [code review] Consider Q++ Studio for updating calendars (bank holidays) - new.
- 0000139: [documentation] Improve generated website with navigation bar and some content - new.
- 0000001: [General] Make JQuantLib a reference OSS for Java as QuantLib is for C++ - new.
- 0000097: [documentation] Generate documentation for calendar test data - new.
- 0000153: [tests] Poland calendar test cases need review - new.
- 0000078: [translation] Upgrade calendars from QuantLib 0.9.6 - new.
- 0000079: [code review] Replace "unknown market" in calendar classes - new.
- 0000155: [tests] Mexico calendar test cases need review - new.
- 0000154: [tests] Indonesia test calendar needs data for 2004 and revision for 2009 - new.
- 0000216: [code review] Create @Natural and perform a full code review - new.
- 0000287: [code review] Identify trigonometrical operations - new.
- 0000282: [experimental] Write matlab abstraction layer to access jquantlib - new.
- 0000348: [code review] Please review MersenneTwisterUniformRng API - new.
- 0000365: [code review] TermStructuresTest#testImpliedObs --> Porting appears different than QL 0.9.7 - new.
- 0000297: [code review] Review TridiagonalOperator, MixedScheme, Operator - new.
- 0000263: [code review] Review RandomNumber and RandomSequenceGenerator - new.
- 0000318: [code review] Remove inner class MathUtil from class GeneralStatistics - new.
- 0000296: [code review] Test range of Date values - 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.
- 0000406: [translation] Complete Payoff hierarchy - new.
- 0000158: [code review] Implement Market calendar for Sweden Stoke Exchange - assigned. - new.
- 0000159: [code review] Finland Calendar Incomplete. Have to implement Helsinki Stock Exchange and Settlement Calendar - new.
- 0000401: [tools] Methods should contain final specifier when needed - new.
- 0000174: [code review] reduce the usage of logger - new.
- 0000313: [translation] class Disposable is incomplete - new.
- 0000181: [documentation] Create documentation regarding desing decisions - new.
- 0000204: [documentation] Review @category tags - new.
- 0000402: [tools] Compare object model between QuantLib/C++ and JQuantLib - 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.
- 0000205: [code review] Substitute printStackTrace - new.
- 0000206: [code review] Remove "not allowed" from several error messages - new.
- 0000207: [tools] Integrate QAlab in our pom.xml - new.
- 0000411: [tools] Take into account the weirdness of abstract classes in C++ - new.
- 0000372: [translation] Translate all quotes classes and test cases - new.
- 0000416: [code review] Review optimization classes - new.
- 0000005: [samples] Sample code on org.jquantlib.termstructures package - new.
- 0000189: [code review] Review org.jquantlib.math.optimization.EndCriteria - new.
- 0000009: [samples] Sample code on org.jquantlib.calendar package - new.
- 0000251: [tools] More management reports in our build process - new.
- 0000414: [translation] Translate Quotes hierarchy - new.
- 0000307: [code review] code review :: BivariateNormalDistribution - new.
- 0000212: [translation] Translate test cases which make use of BlackFormula - new.
- 0000437: [translation] Complete DiscretizedConvertible - 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.
- 0000433: [code review] Code review: CapHelper - new.
- 0000453: [translation] Implement GaussLobattoIntegral - new.
- 0000448: [code review] refactor method name() - new.
- 0000420: [tests] Try various JVMs - new.
- 0000429: [sysadmin] Deploy artifacts to oss.sonatype.org - new.
- 0000404: [tools] Employ a license checking tool - new.
- 0000419: [sysadmin] Consider a forum system - new.
- 0000013: [tests] Write test case on BlackVarianceSurface - new.
- 0000418: [sysadmin] Consider a blog system - new.
- 0000428: [code review] Get rid of System.out and System.err in v0.1.3 - new.
- 0000392: [code review] Rewrite TimeGrid - new.
- 0000470: [translation] Complete class PseudoSqrt - new.
- 0000339: [code review] Fix QRDecomposition - new.
- 0000415: [code review] Review Array and Matrix classes and related stuff - new.
 - 0000342: [translation] Review and debug SVD - new.
 - 0000464: [code review] Implement Array#resize(int) (Richard Gomes) - resolved.
 - 0000346: [performance] Improve performance of Matrix#transpose (Richard Gomes) - resolved.
 - 0000341: [translation] Complete SymetricSchurDecomposition - new.
- 0000380: [tests] Write complete test cases for Calendar - new.
- 0000473: [samples] cannot find symbol SobolRSG in SobolChartSample.java - new.
- 0000475: [samples] Samples depends on 0.2.3, but actual svn version is 0.2.4 - new.
- 0000474: [code review] Review classes Money and Currency - new.
- 0000454: [translation] Implement missing interpolations - new.
 - 0000455: [translation] Implement SabrInterpolation - new.
 - 0000457: [translation] Implement AbcdInterpolation - new.
 - 0000456: [translation] Implement ConvexMonotoneInterpolation - new.
- 0000458: [translation] Translate SplineGrid and MultiCubicSpline - new.
- 0000459: [translation] BarrierOptionTest#testPerturbative needs to be translated - new.
- 0000465: [code review] Fix RelinkableHandle - new.
- 0000469: [General] Wrong logics for Hong Kong Calendar - new.
- 0000054: [translation] Complete class BasisIncompleteOrdered - new.
- 0000422: [code review] Review exceptions :: should throw LibraryException - new.
- 0000476: [code review] Would you make the javadoc more clear - new.
- 0000183: [tools] PMD :: analise design rules and controversial rules - feedback.
- 0000213: [translation] Translate BermudanOptions (Srinivas Hasti) - feedback.
- 0000432: [translation] Complete DiscountingSwapEngine - acknowledged.
- 0000533: [tests] ConvertibleBondTest.testBond fails in JDK 7 (Richard Gomes) - assigned.
- 0000452: [translation] Implement AbcdSquared (mustafa el bouazzaoui) - assigned.
- 0000394: [code review] Switch to QL 0.9.7 (Richard Gomes) - assigned.
 - 0000405: [code review] Rewrite FDEngineAdapter - new.
 - 0000298: [code review] Translation of NULL<T> needs to be fixed - new.
  - 0000328: [code review] Evaluate IEEEremainder - new.
 - 0000393: [code review] Generic BinomialTree<T> and TrinomialTree<T> - new.
 - 0000410: [code review] Review GeneralizedBlackScholesProcess to conform to QL 0.9.7 - new.
 - 0000220: [code review] Java Generics usage - new.
 - 0000436: [code review] PairSortingAlgorithms not found on 0.9.7 - new.
 - 0000435: [code review] SortingAlgorithms not found on 0.9.7 - new.
 - 0000425: [code review] Review FDVanillaEngine hierarchy - new.
 - 0000387: [code review] Review BinomialTree and TrinomialTree - new.
 - 0000364: [code review] Review usage of pimpl idiom - new.
  - 0000397: [code review] Review equality tests with classes employing pimpl idiom - new.
  - 0000231: [code review] TreeLattice2D - new.
- 0000004: [translation] Finish translation for InterpolatedDiscountCurve (Richard Gomes) - assigned.
- 0000262: [code review] (recurrent task) QA :: verify headers (Richard Gomes) - assigned.
- 0000329: [marketing] Announce JQuantLib (Richard Gomes) - assigned.
- 0000497: [tests] DatesTest: Fix reason testConvertionToJavaDate & testConvertionFromJavaDate (Richard Gomes) - resolved.
- 0000485: [code review] Implement BMASwapRateHelper (Grepppo) - resolved.
- 0000320: [translation] finish PiecewiseYieldCurve.java (Richard Gomes) - resolved.
- 0000278: [code review] Review YieldTermStructure (Richard Gomes) - resolved.
- 0000471: [code review] Fix Array#toDoubleArray and callers (Richard Gomes) - resolved.
- 0000286: [code review] Review all classes in package org.jquantlib.math.statistics (Richard Gomes) - resolved.
 - 0000336: [code review] Review GenericStatistics and GenericRiskStatistics (Richard Gomes) - resolved.
 - 0000300: [translation] Translate RiskStatistics (Richard Gomes) - resolved.
- 0000046: [tests] Move StopClock out of main jquantlib project (Richard Gomes) - resolved.
- 0000491: [translation] Review translation of FloatingLeg (Zahid Hussain) - resolved.
- 0000483: [code review] Complete DepositRateHelper (Neel Sheyal) - resolved.
- 0000484: [code review] Complete SwapRateHelper (Neel Sheyal) - resolved.
- 0000334: [translation] Complete observer/observable classes - there are missing methods like registerWith in out java implementation (Richard Gomes) - resolved.
- 0000366: [General] Add support to Joda Time and JDK Date/Calendar (Richard Gomes) - resolved.
- 0000308: [code review] Review Praneet's work (Q Boiler) - closed.
- 0000156: [code review] Define PMD to catch any string concatenations (Q Boiler) - closed.
- 0000269: [experimental] Redesign Calendar and Date (Q Boiler) - closed.
- 0000391: [translation] Integrate calendar for South Africa (Zahid Hussain) - closed.
- 0000357: [code review] Rewrite Cashflows and related classes from scratch (Zahid Hussain) - closed.

21 of 165 issue(s) resolved. Progress (12%).


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