On Saturday, 22 March 2014 at 12:06:37 UTC, Russel Winder wrote:
I suspect a rewrite of QuantLib in D is a bad idea, much better
to
create an adapter and offer it to the QuantLib folks. The ones
they have
already tend to be created using SWIG. JQuantLib is an attempt
to
rewrite QuantLib in pure Java, but I do not know if it is
gaining any
traction over the Java adapter to QuantLib.
I guess it depends on the goal. The OP was interested in
replacing C++ with D for quant work. If the goal is to use
QuantLib functionality in D then you are correct - wrappers are
the way to go. But if you want to push D into the quant side of
things and show off the benefits there are not many bragging
rights to having a great wrapper over C++. I think the exercise
of moving some of QuantLib to D would be the education of the
benefits/drawbacks of that move and the hope it would be
representative of the D vs C++ tradeoffs for quant programming in
general.
The angle here to get D traction would be to have the data
visualization
capability: the reason for the success of SciPy, R, Julia has
been very
fast turnaround of changes to the models and the rendering of
the
results of the computations.
Data storage for high volume would also be nice. A D
implementation of HDF5, via wrappers or otherwise, would be a
very useful project. Imagine how much more friendly the API could
be in D. Python's tables library makes it very simple. You have
to choose a language to not only process and visualize data, but
store and access it as well.
Thanks
Dan
