Walter's DConf 2014 Talks - Topics in Finance

[Daniel Davidson]

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