[Rquantlib-commits] r231 - papers/rinfinance2010
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Apr 15 21:47:56 CEST 2010
Author: edd
Date: 2010-04-15 21:47:55 +0200 (Thu, 15 Apr 2010)
New Revision: 231
Modified:
papers/rinfinance2010/rquantlib_slides.tex
Log:
some updates, polish and a new summary page
Modified: papers/rinfinance2010/rquantlib_slides.tex
===================================================================
--- papers/rinfinance2010/rquantlib_slides.tex 2010-04-14 13:57:36 UTC (rev 230)
+++ papers/rinfinance2010/rquantlib_slides.tex 2010-04-15 19:47:55 UTC (rev 231)
@@ -1,7 +1,7 @@
%% add 'handout' option for handouts, and pgfpages for 2-on-1
-%\documentclass[handout,compress]{beamer}
-\documentclass[compress]{beamer}
+\documentclass[handout,compress]{beamer}
+%\documentclass[compress]{beamer}
%\usepackage{pgfpages}
%\pgfpagesuselayout{2 on 1}[letterpaper,border shrink=5mm]
@@ -406,7 +406,7 @@
\end{frame}
\begin{frame}
\frametitle{Fixed Income Development}
- And recently, we have a \textcolor{red}{GUI}
+ And recently, we have started to add \textcolor{red}{GUIs}
\begin{center}
\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide8.PNG}}
\end{center}
@@ -480,7 +480,8 @@
\begin{frame}[shrink]
\frametitle{Fixed Income in RQuantLib}
\framesubtitle{Examples: Curve fitting with DiscountCurve function}
-Building a discount curve from the market data. This data is taken from codes shipped with QuantLib 0.9.7.
+ Building a discount curve from the market data. This data is taken from
+ from examples included with QuantLib 0.9.7.
\vskip15pt
\pagecolor{bgcolor}
\noindent
@@ -553,7 +554,7 @@
\begin{frame}
\frametitle{Fixed Income in RQuantLib}
\framesubtitle{Examples: Curve fitting with FittedBondCurve function}
-Fitting a curve to a set of bonds. The data is taken from codes shipped with QuantLib 0.9.7.
+Fitting a curve to a set of bonds. The data is taken from examples included with QuantLib 0.9.7.
\vskip5pt
\pagecolor{bgcolor}
\noindent
@@ -852,8 +853,8 @@
\begin{frame}
\frametitle{Fixed Income in RQuantLib}
- \framesubtitle{Graphical User Interface}
-RQuantLib also comes with an user interface via the 'traitr' package by professor John Verzani.
+ \framesubtitle{Graphical User Interface: Fitted Curve}
+RQuantLibGUI provides a graphical user interface via the 'traitr' package by John Verzani.
\begin{center}
\resizebox{90mm}{!}{\includegraphics{figures/fbGUI.png}}
\end{center}
@@ -861,7 +862,7 @@
\begin{frame}
\frametitle{Fixed Income in RQuantLib}
- \framesubtitle{Graphical User Interface}
+ \framesubtitle{Graphical User Interface: Discount Curve}
\begin{center}
\resizebox{110mm}{!}{\includegraphics{figures/dcGUI.png}}
\end{center}
@@ -870,13 +871,36 @@
\begin{frame}
\frametitle{Fixed Income in RQuantLib}
- \framesubtitle{Graphical User Interface}
+ \framesubtitle{Graphical User Interface: Bonds}
\begin{center}
\resizebox{90mm}{!}{\includegraphics{figures/bondGUI.PNG}}
\end{center}
\end{frame}
+\section{Summary}
+\begin{frame}
+ \frametitle{Summary and Outlook}
+
+ \begin{itemize}[<+-|alert at +>]
+ \item \QL represents a decade of work leading to the recent 1.0 release.
+ \item RQuantLib (still) exposes only a subset of the available
+ functionality.
+% \item A lot of \QL functionality could still be added to RQuantLib.
+ \item We are thinking about
+ \begin{itemize}[<+-|alert at +>]
+ \item Conversion to the new Rcpp API
+ %\item Expand the FI functionality
+ %\item Expanding the calendar / date functionality
+ \item Expanding the GUIs to the option pricers
+ \item And of course add more products and \QL functionality
+ \end{itemize}
+ \item We welcome feedback as well as contributions -- just register at
+ the R-Forge project site.
+ \end{itemize}
+\end{frame}
+
+
\end{document}
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