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How a Quant application was developed using Quantlib for iPhone and iPad

(Last Updated On: May 7, 2010)

What I’ve shown is a tiny corner of a full application. (depending on how the week goes, I might put up another video of another aspect of the program). Here is a link to a blog describing some progress on one of the apps related to QuantLib: An Investment Game

I used that standard developer tools (Objective-C++ in Xcode). The hard part was building the quantlib library for the iphone (on the hair-loss scale it was about 2000 strands). The steps are clear now, but the first time it was very hard. Now all I have to do is wrap QL objects in Obj-C++.

Now the hard part is designing the interface so the it’s still intuitive, but still possible to exploit full power of quantlib. I want to build the final word on derivatives on the iphone.

– Show quoted text –

What I’ve shown is a tiny corner of a full application. (depending on how the week goes, I might put up another video of another aspect of the program). Here is a link to a blog describing some progress on one of the apps related to QuantLib: An Investment Game

I used that standard developer tools (Objective-C++ in Xcode). The hard part was building the quantlib library for the iphone (on the hair-loss scale it was about 2000 strands). The steps are clear now, but the first time it was very hard. Now all I have to do is wrap QL objects in Obj-C++.

Now the hard part is designing the interface so the it’s still intuitive, but still possible to exploit full power of quantlib. I want to build the final word on derivatives on the iphone.

I’d love to release the code as open source. There are some very interesting data structures and ideas in the program I’d like to disseminate and share with the world. It would also move things forward much faster. I have spent a lot of time creating these structures, and would not like others to waste time reinventing wheels.

A full setup is already in place for-open sourcing: SVN repository for the code is up and running, a ticketing system (trac) has been running for some time. For now, however, I’ve to deal with the small problem of food-on-the-table.  So as a compromise I have been writing QuantLib documentation for beginners at  https://sites.google.com/site/tgwena/

I will also try to clean up Lua bindings to QuantLib and submit those to QuantLib-SWIG

What I’ve shown is a tiny corner of a full application. (depending on how the week goes, I might put up another video of another aspect of the program). Here is a link to a blog describing some progress on one of the apps related to QuantLib: An Investment Game

I used that standard developer tools (Objective-C++ in Xcode). The hard part was building the quantlib library for the iphone (on the hair-loss scale it was about 2000 strands). The steps are clear now, but the first time it was very hard. Now all I have to do is wrap QL objects in Obj-C++.

Now the hard part is designing the interface so the it’s still intuitive, but still possible to exploit full power of quantlib. I want to build the final word on derivatives on the iphone.

I’d love to release the code as open source. There are some very interesting data structures and ideas in the program I’d like to disseminate and share with the world. It would also move things forward much faster. I have spent a lot of time creating these structures, and would not like others to waste time reinventing wheels.

A full setup is already in place for-open sourcing: SVN repository for the code is up and running, a ticketing system (trac) has been running for some time. For now, however, I’ve to deal with the small problem of food-on-the-table.  So as a compromise I have been writing QuantLib documentation for beginners at  https://sites.google.com/site/tgwena/

I will also try to clean up Lua bindings to QuantLib and submit those to QuantLib-SWIG

That is awesome what you have done. I am interested in knowing if you will ever release this code as an open source project. What are the intentions?  I would be very interested in helping out. When will it be ready as release candidate?
Thanks

What I’ve shown is a tiny corner of a full application. (depending on how the week goes, I might put up another video of another aspect of the program). Here is a link to a blog describing some progress on one of the apps related to QuantLib: An Investment Game

I used that standard developer tools (Objective-C++ in Xcode). The hard part was building the quantlib library for the iphone (on the hair-loss scale it was about 2000 strands). The steps are clear now, but the first time it was very hard. Now all I have to do is wrap QL objects in Obj-C++.

Now the hard part is designing the interface so the it’s still intuitive, but still possible to exploit full power of quantlib. I want to build the final word on derivatives on the iphone.

The Lua bindings are another aspect which I did not demonstrate. What I showed there did not need Lua. The Lua bindings to Obj-C are also very non-trivial, but not required.

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PythonCocoa (which I haven’t used) has nothing to do with the iPhone stuff. It’s just that I used Python for my day job and so started writing the Python-QuantLib documentation.

(told you I had a lot of stuff going on!)

– Show quoted text –

The Lua bindings are another aspect which I did not demonstrate. What I showed there did not need Lua. The Lua bindings to Obj-C are also very non-trivial, but not required.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

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