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Published 20 hours ago • verified publisher icon OpenSourceRisk

quantlib questions

Open joequant opened this issue 4 years ago • 1 comments

Looking at OSR to do some crypto risk management. So two questions:

  1. what is the mechanism for synching with main QuantLib branch
  2. looking over it's a easy fix to move over to the QuantLib::ext name space so that one can use the std extensions.

Also what's the best way for third parties to coordinate developmment

joequant avatar Sep 22 '20 08:09 joequant

Hi Joe, apologies for the long delay - the OSR project uses a fork of QuantLib with a few extensions. The majority of our extensions reside in QuantExt and might me consolidated into QuantLib over time. So far we have updated ORE on an annual basis, then also pointing the QuantLib fork to the most recent QuantLib release. We have moved away from this annual big bang release to more or less continuous updates of the master branch. This should always compile and pass the test suites, so worth checking out. Does that answer your questions?

QuaternionRisk avatar Aug 26 '22 08:08 QuaternionRisk