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A new useful library for quants (C++/Excel/OpenOffice).

cassioneri

Joined
3/25/10
Messages
3
Points
11
I am very happy to announce the first ever release of KeyValue.

KeyValue is a cross-platform library for making C++ objects accessible through OpenOffice Calc, Excel and other front-ends. Experience of spreadsheet users is enhanced by an object model and a handy key-value based interface.

Actually, KeyValue does more than just help creating spreadsheet functions. The object model allows end-users to build C++ objects through the front-ends. These objects are stored in a repository for latter use at user's request. Additionally, KeyValue provides a set of services for an effective use of these objects.

Beware that KeyValue is not a financial library but it can help the development of one which can leverage from the framework KeyValue implements.

I can also imagine KeyValue being used in other subjects other than finance, e.g., mathematics, physics, engineering, etc. Briefly, any subject where OpenOffice Calc and Excel are suitable front-ends.

Please, take a look at

http://keyvalue.sourceforge.net

Regards
 
Great job.
After a quick browse through the doc, the base framework looks nice and flexible. The next step is to enrich it with more functionality. Do you plan to add some financial related classes?
 
http://www.quantnet.com/forum/member.php?u=6961Stefan, many thanks.

Answering your question. Although KeyValue was inspired by financial applications, my intention was to develop a framework that can be used for other applications as well. Therefore, there is no plan to include financial stuff into the library. However, I think one could combine KeyValue and QuantLib to produce an option pricing library with a nice interface.

There is, indeed, vast room for improvement. Some maintenance points that I would like to address are: add content and correct language of user doc, write developers doc (and then invite collaborators), simplify the build process (which must be documented as well), write test suites (I know, I should have done it before!), test on different platforms, ...

Concerning new functionality, the XML parser must to be implemented. I'm sure other interesting ideas will come up and bugs will be discovered. At this stage I am very interested in feedback to make future plans.
 
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