QuantLib or Boost?

[featips]

Curious about ---- which is more used for quant jobs? Or combining both?

 

[Andy Nguyen]

Quantlib uses Boost library so you need to install Boost before you can use Quantlib. If you need some other library in Boost, you don't need Quantlib.
QuantLib Frequently-Asked Questions

From the way you ask this, you seem to think one is alternative for the other.

 

[featips]

My original understanding is Boost is a general lib, but Quantlib is specific to FE, but didn't know that Boost is required by QuantLib. I just begin learning how to implement C++ in finance......so, a newbie question

 

[Andy Nguyen]

Boost is a high quality, extension to C++ standard lib. Quantlib just builds on top of that. If you want to learn C++ and use the more extensive Boost library, it would be just swell. To fully utilize Quantlib, it takes knowledge and time.

 

[featips]

What C++ library you generally use for plotting scentific data?

 

[alain]

We usually don't graph anything from C++.

 

[featips]

Indeed, the final goal of my question is not how to plot in C++. Instead, I mean, after you use C++ calculated numerical results, such as arrays x[] and y[], how did you visualize y~x? such as something like plot(x,y)?

 

[alain]

send the data out and plot it with some other tool

 

[featips]

So, write data from C++ to a data file, then plot with excel, matlab, gnuplot ........good idea! why I havn't think about this, damn!

When an artist paints, he always put a mirror before the board. Even though he paints on the board, he watch on the mirror to see his painting.

Just kidding. What I mean is, plotting inside C++ would be more convenient. For example, if I use C++ to calculate LIBOR curve. I often need to see the calculated curve in order to see whether there is a coding bug.

 

[Eugene Krel]

You can have your c++ program call gnuplot. http://www.suiri.tsukuba.ac.jp/~asanuma/gnuplot++/

 

[Andy Nguyen]

Wirelessly posted

C++ isn't the best when it comes to easy data plotting. I like C# and the options it gives you to display your result. I used a .NET component from Dundas to make things interesting.