Thursday, October 29, 2015

Collaboration to Translate

The code of Derivatives Algorithms is almost exclusively in C++; but the ideas about program structure are drawn from other sources as well.

I am interested in translating the library into another high-performance, multi-paradigm language. The new code would support a "foreign language" version of the book, and provide a showcase and a beachhead into financial analytics for that language's practitioners.

My ambition is for the translation to be idiomatic and make the best use of the target language, not just to transliterate the C++ version.  This finally brings us to the purpose of this post:  I am looking for a strong collaborator.

The most interesting target languages to me are Rust and F#.  If you are fluent in one of these languages; an experienced and non-dogmatic programmer; and willing to invest the time to master both the C++ code and the concepts it embodies; then please contact me and we'll discuss the details.


  1. Mr. Hyer, I'd like your consideration.

    I've been a recovering C++ programmer for a number of years now. I've been learning F# for about a year and even using it in my day job. I would not be willing to call myself "advanced" or "expert," but I can go as far as "fluent."

    I've been looking for libraries or applications to rewrite in F# in order to see how it compares to the original implementation w.r.t. syntax, idiom, and approach in order to measure its stengths and weaknesses agains other languages. I think a project like yours would be very interesting.

  2. BTW, @bradleyscollins on Twitter to contact, or bsc (at) housecollins (dot) com.

  3. I can help on the F# part. I am expert on F#. @ttliu2000 on twitter to contact then.

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