Project Management

One of the most important use of RiskQuantLib is project management. It’s necessary to introduce a conception named module. Here in RiskQuantLib, you can define and build a project before you know your data. You can also code some data process logic in instrument class file. If we stop right in this step, close all files, and save this project, it is called module.

In short, a module is a data process project or model or tool which is suitable for more than one situations, it could deal with data regardless of data paterns.

There are three kinds of modules in RiskQuantLib, they are template, model and tool.

Initialize Module

If you are a new user and just installed RiskQuantLib, then it is recommended that run the following the initialize default modules:

initRQL

Show All Module

You can show all saved modules in your library by using terminal command:

listRQL

After run this command, you will see all modules in your library. Or you can specify the sub-category of modules, use one the following:

listRQL -c template
listRQL -c model
listRQL -c tool

Save Project As Template

You can just save any project, no matter it is a RiskQuantLib project or not, in case you would use it some day later.

You can do this by using terminal command:

saveRQL template your_project_path

After run this command, a template will be added into RiskQuantLib template library.

Save Module As Model

Model is a kind of RiskQuantLib module which is used to calculate statistic models. It is an independent file or directory. By default, RiskQuantLib provides models Copula and KMV, you may define your own models and save them into library.

You can save a module as a RiskQuantLib model by using terminal command:

saveRQL model your_model_path

After run this command, a model will be added into RiskQuantLib model library.

Save Module As Tool

Tool is a kind of RiskQuantLib module which is used to operate some data-independent logic. It is a file or directory. By default, RiskQuantLib provides tools like pptTool, wordTool, excelTool, threadTool, etc. You may define your own tools and save them into library.

You can save a module as a RiskQuantLib tool by using terminal command:

saveRQL tool your_tool_path

After run this command, a tool will be added into RiskQuantLib tool library.

Set Module As Default

You can specify a model or tool as default module, after doing this, any new project created by newRQL will be equipped with this module. Use:

dftRQL module_category module_name

module_category can be model or tool. module_name should be the name of module which you see by listRQL, or the index number of it.

Remove Module From Default

You can remove a model or tool from default, after doing this, any new project created by newRQL will Not be equipped with this module anymore. Use:

udftRQL module_category module_name

Again, module_category can be model or tool. module_name should be the name of module which you see in the model or Tool directory of your RiskQuantLib project, like mailTool, etc.

Unpack Module

You can unpack a module by using terminal command:

tplRQL module_category module_name your_new_project_path

After run this command, you will unpack the contents of this module into your_new_project_path, and you can use them as the fundation of another project.

module_category can be template or model or tool. module_name should be the name of module which you see by listRQL, or the index number of it.

Delete Module

If you want to delete some module, use terminal command:

delRQL module_category module_name

module_category can be template or model or tool. module_name should be the name of module which you see by listRQL, or the index number of it.

Or if you want to delete all modules, you should use:

clearRQL

Notice: Use this command carefully, cause it can not be un-done.