Way Too Much Fun Coding
Today I took on a project that I was convinced would take me months - the upgrading of our calculation library framework from a very old version (more than 24 months) to a very recent version (in production systems now). I was convinced that going from a v6.x.x to a v7.x.x version was going to be a pain, and plenty of people didn't say I was wrong. But I was very wrong.
It took me about 2.5 hours from start to finish to update the calls and the use of Boost smart-pointers from regular pointers and clean up the code a bit. Amazing! I had no idea it'd be this easy or I'd have done it months ago. Easily. But that just goes to show you that you don't really know how hard something will be until you really roll up your sleeves and get into it.
With this, we'll be able to add in several new features that the traders have been wanting to see, and in fact have just been waiting to use because the older version of the valuation library constantly generated a ton of SegFaults when I gave it the skew and kurtosis curves for the instruments we had. I was able to turn that feature on in the code and it works beautifully. That's nice.
So today has been a very good day for me. Wonderful, in fact.