From: Patrik Sundberg <ps@...>
Date: 2002-04-12T22:21:29+09:00
Subject: Re: ruby and finance

On Fri, Apr 12, 2002 at 08:36:55AM +0900, Chris Reay wrote:
> I'm doing some preliminary work studying the term structure of
> derivatives' implied volaties. I've written some basic Ruby classes
> encapsulating descriptive statistics, covariance, line-fitting,
> pricing, and term structures. Most are pure Ruby (with some Ruby-C
> extensions). Ruby is a pleasure to work with, and (because it's not
> real-time) speed is no problem. My speed bottlenecks are dominated by
> database IO.

nice to hear since I myself plan to start using ruby for financial mathematics
problems next semester :)

-- 
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Patrik Sundberg    Address: Rydsv�gen 100C, 584 31 Link�ping, Sweden       |
                   Email:   ps@raditex.se || ps@radiac.mine.nu             |
                   Phone:   +46 13 178567 || +46 707 602240                |
.---> Applied Physics and Electrical Engineering student                   |
|-----> Master of Science in Business Administration and Economics student |
|-------> UNIX/Programming consultant                                      |
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