[Rquantlib-commits] r211 - in papers/rinfinance2010: . figures

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Mar 24 03:34:23 CET 2010


Author: edd
Date: 2010-03-24 03:34:23 +0100 (Wed, 24 Mar 2010)
New Revision: 211

Added:
   papers/rinfinance2010/figures/ql-svn.pdf
Modified:
   papers/rinfinance2010/rquantlib_slides.tex
Log:
added dotplot of svn commits by committer


Added: papers/rinfinance2010/figures/ql-svn.pdf
===================================================================
--- papers/rinfinance2010/figures/ql-svn.pdf	                        (rev 0)
+++ papers/rinfinance2010/figures/ql-svn.pdf	2010-03-24 02:34:23 UTC (rev 211)
@@ -0,0 +1,423 @@
+%PDF-1.4
+%âãÏÓ\r
+1 0 obj
+<<
+/CreationDate (D:20100323142437)
+/ModDate (D:20100323142437)
+/Title (R Graphics Output)
+/Producer (R 2.10.1)
+/Creator (R)
+>>
+endobj
+2 0 obj
+<<
+/Type /Catalog
+/Pages 3 0 R
+>>
+endobj
+5 0 obj
+<<
+/Type /Page
+/Parent 3 0 R
+/Contents 6 0 R
+/Resources 4 0 R
+>>
+endobj
+6 0 obj
+<<
+/Length 7 0 R
+>>
+stream
+q
+Q q
+Q q
+BT
+0.000 0.000 0.000 rg
+/F3 1 Tf 14.00 0.00 -0.00 14.00 61.93 559.95 Tm (Number of SVN commits) Tj
+ET
+Q q
+Q q
+Q q
+Q q
+Q q
+0.000 0.000 0.000 RG
+0.75 w
+[] 0 d
+1 J
+1 j
+10.00 M
+110.04 530.94 m 110.04 536.61 l S
+150.77 530.94 m 150.77 536.61 l S
+191.50 530.94 m 191.50 536.61 l S
+232.22 530.94 m 232.22 536.61 l S
+Q q
+Q q
+BT
+0.000 0.000 0.000 rg
+/F2 1 Tf 10.00 0.00 -0.00 10.00 45.21 61.30 Tm [(er) -15 (icehlers3)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 53.12 74.77 Tm (uid37043) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 53.12 88.24 Tm (uid40428) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 39.98 101.71 Tm [(eddelb) 20 (uettel)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 47.56 115.17 Tm (nehal1974) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 53.12 128.64 Tm (uid38474) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 67.58 142.11 Tm (pippoj) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 51.01 155.58 Tm [(s_fr) 10 (asson)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 35.75 169.05 Tm [(chr) -15 (is_k) 20 (en) 15 (y) 20 (on)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 70.92 182.52 Tm (dzuki) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 49.80 195.99 Tm (stochastix) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 69.80 209.46 Tm (benin) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 24.78 222.93 Tm [(plamen_ne) 20 (yk) 20 (o) 15 (v)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 56.47 236.40 Tm (dicesare) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 34.80 249.87 Tm (rolandlichters) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 62.13 263.34 Tm [(sigm) 10 (ud)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 64.24 276.81 Tm (aleppo) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 61.63 290.28 Tm [(neilfir) -40 (th)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 48.13 303.75 Tm (andrelouw) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 77.44 317.22 Tm [(enr) -15 (i)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 50.77 330.69 Tm [(er) -15 (icehlers)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 58.74 344.16 Tm [(chif) 30 (or) -25 (na)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 51.62 357.63 Tm [(kmanz) 15 (oni)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 51.33 371.10 Tm [(mar) -15 (kjoshi)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 45.77 384.57 Tm [(mar) -15 (iopucci)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 46.01 398.04 Tm [(cdumin) 10 (uco)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 23.68 411.51 Tm (marcobianchetti) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 55.91 424.98 Tm (sadrejeb) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 23.67 438.45 Tm (klausspanderen) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 72.03 451.92 Tm (drjoe) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 69.55 465.39 Tm [(giorf) 30 (a)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 75.36 478.86 Tm (fdv1) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 59.57 492.33 Tm [(mar) -25 (mar)] TJ
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 57.58 505.80 Tm (lballabio) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 66.46 519.27 Tm (nando) Tj
+ET
+Q q
+Q q
+0.000 0.000 0.000 RG
+0.75 w
+[] 0 d
+1 J
+1 j
+10.00 M
+110.04 56.80 m 110.04 51.13 l S
+150.77 56.80 m 150.77 51.13 l S
+191.50 56.80 m 191.50 51.13 l S
+232.22 56.80 m 232.22 51.13 l S
+BT
+0.000 0.000 0.000 rg
+/F2 1 Tf 10.00 0.00 -0.00 10.00 99.36 38.29 Tm (10^0) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 140.08 38.29 Tm (10^1) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 180.81 38.29 Tm (10^2) Tj
+ET
+BT
+/F2 1 Tf 10.00 0.00 -0.00 10.00 221.54 38.29 Tm (10^3) Tj
+ET
+Q q
+Q q 99.93 56.80 164.73 474.14 re W n
+0.902 0.902 0.902 RG
+0.75 w
+[] 0 d
+1 J
+1 j
+10.00 M
+99.93 64.89 m 264.66 64.89 l S
+99.93 78.36 m 264.66 78.36 l S
+99.93 91.83 m 264.66 91.83 l S
+99.93 105.30 m 264.66 105.30 l S
+99.93 118.76 m 264.66 118.76 l S
+99.93 132.23 m 264.66 132.23 l S
+99.93 145.70 m 264.66 145.70 l S
+99.93 159.17 m 264.66 159.17 l S
+99.93 172.64 m 264.66 172.64 l S
+99.93 186.11 m 264.66 186.11 l S
+99.93 199.58 m 264.66 199.58 l S
+99.93 213.05 m 264.66 213.05 l S
+99.93 226.52 m 264.66 226.52 l S
+99.93 239.99 m 264.66 239.99 l S
+99.93 253.46 m 264.66 253.46 l S
+99.93 266.93 m 264.66 266.93 l S
+99.93 280.40 m 264.66 280.40 l S
+99.93 293.87 m 264.66 293.87 l S
+99.93 307.34 m 264.66 307.34 l S
+99.93 320.81 m 264.66 320.81 l S
+99.93 334.28 m 264.66 334.28 l S
+99.93 347.75 m 264.66 347.75 l S
+99.93 361.22 m 264.66 361.22 l S
+99.93 374.69 m 264.66 374.69 l S
+99.93 388.16 m 264.66 388.16 l S
+99.93 401.63 m 264.66 401.63 l S
+99.93 415.10 m 264.66 415.10 l S
+99.93 428.57 m 264.66 428.57 l S
+99.93 442.04 m 264.66 442.04 l S
+99.93 455.51 m 264.66 455.51 l S
+99.93 468.98 m 264.66 468.98 l S
+99.93 482.45 m 264.66 482.45 l S
+99.93 495.92 m 264.66 495.92 l S
+99.93 509.39 m 264.66 509.39 l S
+99.93 522.86 m 264.66 522.86 l S
+0.000 0.502 1.000 rg
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 107.41 62.58 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 107.41 76.05 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 107.41 89.52 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 119.67 102.99 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 119.67 116.46 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 119.67 129.93 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 131.93 143.40 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 131.93 156.87 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 135.88 170.34 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 135.88 183.81 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 135.88 197.28 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 139.10 210.75 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 139.10 224.22 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 146.27 237.69 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 157.52 251.16 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 158.53 264.63 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 166.97 278.10 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 173.09 291.57 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 173.94 305.03 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 177.96 318.50 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 179.83 331.97 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 184.01 345.44 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 184.47 358.91 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 190.71 372.38 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 191.49 385.85 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 196.39 399.32 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 196.50 412.79 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 196.62 426.26 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 197.83 439.73 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 203.05 453.20 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 203.13 466.67 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 209.55 480.14 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 210.30 493.61 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 247.33 507.08 Tm (l) Tj 0 Tr
+ET
+BT
+/F1 1 Tf 0 Tr 6.65 0 0 6.65 251.91 520.55 Tm (l) Tj 0 Tr
+ET
+Q q
+Q q
+0.000 0.000 0.000 RG
+0.75 w
+[] 0 d
+1 J
+1 j
+10.00 M
+99.93 56.80 164.73 474.14 re S
+Q q
+Q q
+Q q
+Q
+endstream
+endobj
+7 0 obj
+6947
+endobj
+3 0 obj
+<<
+/Type /Pages
+/Kids [
+5 0 R
+]
+/Count 1
+/MediaBox [0 0 288 576]
+>>
+endobj
+4 0 obj
+<<
+/ProcSet [/PDF /Text]
+/Font << /F1 9 0 R /F2 10 0 R /F3 11 0 R >>
+/ExtGState << >>
+>>
+endobj
+8 0 obj
+<<
+/Type /Encoding
+/BaseEncoding /WinAnsiEncoding
+/Differences [ 45/minus 96/quoteleft
+144/dotlessi /grave /acute /circumflex /tilde /macron /breve /dotaccent
+/dieresis /.notdef /ring /cedilla /.notdef /hungarumlaut /ogonek /caron /space]
+>>
+endobj
+9 0 obj
+<<
+/Type /Font
+/Subtype /Type1
+/Name /F1
+/BaseFont /ZapfDingbats
+>>
+endobj
+10 0 obj <<
+/Type /Font
+/Subtype /Type1
+/Name /F2
+/BaseFont /Helvetica
+/Encoding 8 0 R
+>> endobj
+11 0 obj <<
+/Type /Font
+/Subtype /Type1
+/Name /F3
+/BaseFont /Helvetica-Bold
+/Encoding 8 0 R
+>> endobj
+xref
+0 12
+0000000000 65535 f 
+0000000021 00000 n 
+0000000164 00000 n 
+0000007313 00000 n 
+0000007396 00000 n 
+0000000213 00000 n 
+0000000293 00000 n 
+0000007293 00000 n 
+0000007500 00000 n 
+0000007757 00000 n 
+0000007840 00000 n 
+0000007937 00000 n 
+trailer
+<<
+/Size 12
+/Info 1 0 R
+/Root 2 0 R
+>>
+startxref
+8039
+%%EOF

Modified: papers/rinfinance2010/rquantlib_slides.tex
===================================================================
--- papers/rinfinance2010/rquantlib_slides.tex	2010-03-24 02:16:42 UTC (rev 210)
+++ papers/rinfinance2010/rquantlib_slides.tex	2010-03-24 02:34:23 UTC (rev 211)
@@ -67,29 +67,39 @@
 \begin{frame}
   \frametitle{A brief introduction to QuantLib}
   \framesubtitle{WORK IN PROGRESS...}
-  \begin{itemize}
-  \item \QL was started in 2001 (see below)
-  \item \QL is hosted on Sourceforge.Net
-  \item It is a free software project under a very liberal license allowing
-    for inclusion in commercial projects.
-  \item \QL is sponsored by the Italian consultancy StatPro 
-    which (AFAIK) derives consulting income from it.
-  \item \QL has seen almost a decade of contributions from maybe two dozen
-    people, however the project is primarily the work of Ferdinando
-    Ametrano and Luigi Ballabio.
-  \end{itemize}
+  \begin{columns}
+    \begin{column}{1.5in}
+      \includegraphics[width=1.5in]{figures/ql-svn.pdf}
+    \end{column}
+    
+    \begin{column}{3in}
+      \begin{itemize}
+      \item \QL was started in 2001 and is hosted on Sourceforge.Net
+      \item \QL is primarily the work of Ferdinando
+        Ametrano and Luigi Ballabio, with a supporting cast of other
+        contributors. 
+      \item \QL is a free software project under a very liberal license allowing
+        for inclusion in commercial projects.
+      \item \QL is sponsored by the Italian consultancy StatPro which derives
+        consulting income from it. 
+      \end{itemize}
+    \end{column}
+  \end{columns}
 \end{frame}
 
 \begin{frame}
   \frametitle{QuantLib architecture}
   \framesubtitle{WORK IN PROGRESS...}
   \begin{itemize}
-  \item \QL is written in C++ and \textsl{very} well designed.
-  \item Luigo Ballabio has draft chapters of a book on the design of \QL.
+  \item \QL is written in C++ and fairly rigourously designed.
+  \item Luigi Ballabio has draft chapters on the \Ql design and
+    implementation at \url{http://sites.google.com/site/luigiballabio/qlbook}.
   \item \QL makes extensive use of Swig and bindings for OCaml, Java, Perl,
-    Python, Ruby, C\#, ... exist
-  \item Eric Ehlers has written extension that provide support for XL
-    integration which seem popular.
+    Python, Ruby, C\#, ... exist.
+  \item Several \textsl{manual} (non-SWIG) extension such as \pkg{RQuantLib}
+    exist as well.
+  \item Eric Ehlers has written an object-handler extension that provides support for spreadsheet
+    integration.
   \end{itemize}
 \end{frame}
 
@@ -135,7 +145,7 @@
         0.3.10& 14 Jul 2005 & \\
         0.3.9 & 02 May 2005 & \\
         0.3.8 & 22 Dec 2004 & \\
-        0.3.7 & 23 Jul 2004 & first release using Boost \\
+        0.3.7 & 23 Jul 2004 & 1st \QL with Boost \\
         0.3.6 & 15 Apr 2004 & \\
         0.3.5 & 31 Mar 2004 & \\
         0.3.4 & 12 Nov 2003 & \\
@@ -144,7 +154,7 @@
         0.3.0 & 06 May 2002 & \\
         0.2.1 & 03 Dec 2001 & (first RQuantLib Feb 2002) \\
         0.2.0 & 18 Sep 2001 & \\
-        0.1.9 & 31 May 2001 & initial Debian package \\
+        0.1.9 & 31 May 2001 & 1st \QL Debian package \\
         0.1.1 & 21 Nov 2000 & \\
       \end{tabular}
     \end{column}
@@ -254,7 +264,7 @@
 	\frametitle{Fixed Income Development}
 	\begin{center}\huge In summary\end{center}
 	\begin{center}
-		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide9.PNG}}
+		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide9.png}}
 	\end{center}
 
 \end{frame}



More information about the Rquantlib-commits mailing list