QuantLib Enhancement Proposals
| Zawinski's Law: | |
| Every program attempts to expand until it can read mail. Those programs which cannot so expand are replaced by ones which can. |
While simple feature requests can be submitted using the related page on the SourceForge site, more structured proposals can be published on this page for peer review and feedback.
QuantLib Enhancement Proposals (QuEP) can contain UML diagrams or code snippets showing partial implementation, as well as a textual description. Any of the above are equally encouraged, and all of the above most of all.
QuEPs can be submitted to the QuantLib-users mailing list, or to the QuantLib site administrator. In the latter case, an announcement of the new QuEP should be posted to the mailing list which is also where the discussion of QuEPs should take place.
Here is the list of the current QuEPs:
| # | Title | Status |
|---|---|---|
| 1 | Implementing polymorphic behavior by means of the pimpl idiom | Implemented |
| 2 | Reimplementing boundary conditions for finite-difference models | Partially implemented |
| 3 | Curve fitting and optimization | In progress |
| 4 | Reducing abstraction penalty by means of disposable arrays | Superseded by QuEP 9 |
| 5 | Using replaceable pricing engines in option implementations | Implemented |
| 6 | A proposal for a Currency module | Partially implemented |
| 7 | Using the Visitor pattern to avoid interface bloat | Implemented |
| 8 | Fixing copy behavior in the Observer class | Implemented |
| 9 | Generic disposable objects | Implemented |
| 10 | Separation of concerns in RelinkableHandle | Implemented |
| 11 | Object Handler | Implemented |
| 12 | QuantLibAddin | Implemented |