Michael J. Dillon

I’ve been trying to toy with the QuantLib library for the last few weeks, but didn’t get a chance to do it seriously until very recently. I would put an object together, call a few functions, that kind of stuff. I never got quite to the point where anything worked enough to check the output of anything. I actually spent more time putting together a database of all the outstanding Treasury obligations than I did toying with the actual functionality of that library.

That’s largely because at each step along the way I ran into issues. Getting QuantLib set up meant that I needed to get the Boost library working properly. Getting the new version of Boost working properly meant that I actually had to understand what was going on in Cygwin. Cygwin being the UNIX-in-Windows-environment that I’m using as my development platform.

It’s like an onion. You want to do one little thing, and you spend three times as long just getting ready to start.

As for that database, I do know just how boring that sounds. But that was just a quantifiable set of data that I could use to test that my instillation of MySQL was working properly. You know, after I got MySQL server installed on my 5 year old laptop, figured out how to used the gui administration tools, defined a database, designed the table to put the data into and spent an hour on the TreasuryDirect site downloading the list of active securities.

The part I haven’t mentioned is that in order to access the MySQL data in my C++ programs, I need the MySQL C library built, and then need to get the MySQL++ wrapper library working on top of it. Which is does. Now. Finally.

So long story short, I’ve been a bit of a computer nerd in the last few weeks. At one point I thought this would take me a day, two at most. This was in early April. I really just finished last Friday.

Ah well. The data is here, my programming environment is ready, and I actually have the first example program working.

That’ll be my next post.

The basic idea here is to dust off my old CS skillset, and add a bit to it.

Now what does that mean?

Once upon a time, in elementary school, I discovered the BASIC language. Middle school it was C, x86 assembly and I began to poke around the wilds that are the internet. Highschool? C++/Java/VB/etc. at which point I entered college and become a Computer Science major.

Anyway, long story short, once I became gainfully employed at a financal firm, that all stopped. At work, when I was doing anything programatical, it was in Perl. Also, working in finance, my free time went away.

Now, almost three years later, I’ve missed the whole web 2.0 thing, just like I missed the dot-com bit back in the 90’s. The first time it was my due to my age, now its just my fault.

But beyond that, C++ has been my primary language for over a decade, but I’ve managed to miss the Rise Of The Boost Library. Heck, I can barely remember the STL anymore.

But even then? What about things I had never worked with before? Like doing anything with a database beyond quering data, playing with Ruby on Rails, or for that matter blogging.

This isn’t so much a single project, but as it is a collection of things I’m using to learn whatever it is that strikes my fancy.