Introduction

This project is open source C++ library that was aimed at efficient and flexible tool used in model validation.

Compilation

Directory Build contains the CMake file generating the Makefile. CMake script creates compilation executables basing on cpp files kept in main folder.

List of libraries required by project to compile can be found here: External libraries

Documentation

Documentation was prepared using Doxygen v1.8.11 and applying css Bootstrap theme.

Github

Repo: https://github.com/mbrzecki/julian

Authors

Maciej Brzecki

Why JulianT

While I was working in mBank I had to take a business trips to Lodz. Usually, while I was sitting on the train to Lodz named TLK Tuwim I was working on this library. This is why I called the library jULIAN in memory of great polish poet Julian Tuwim

Also, one poem of Tuwim perfectly describes the present situation in financial engineering.

W naturze nie ma linii prostej,
Ludzki to wymysł sztuczny.
Patrząc w skłębione żyworosty,
Chaosu, chaosu się uczmy.
Pogięty, kręty i strzępiasty
Jest każdy stwór w naturze,
A prostą linią łączą gwiazdy
Głupcy i tchórze.
J. Tuwim, 1955