Ian Williamson
I had the great privilege of working alongside Ian Williamson about ten years ago. He was, and probably still is a wonderful person, and a brilliant programmer. Originally an Oxford Mathematician, he wrote and then sold a C compiler to DEC. I came across him as a developer of Riskbook 3, which was managing equity derivative risk for Natwest Capital Markets.
He wrote many of the valuation models of this excellent modular system. The great thing about this development was that there was a proper, automated regression system system in place. The wonderful thing about this system was that even the smallest mod to the source could be tested by running a simple make test. Even changing a compiler or a run-time library could be fully tested. This was possibly the most reliable software I ever wrote.
Ian was very helpful to me in many ways, not least in trying to find me somewhere to work in the Far East at the point I was about to leave to work in Singapore.
Anyway, the reason I am writing this blog is that I'd love to meet up with Ian and have lunch with him in Dino's again. If anyone is in contact with him now, , please point him at this entry. Ian, if you are reading this, how are you?
He wrote many of the valuation models of this excellent modular system. The great thing about this development was that there was a proper, automated regression system system in place. The wonderful thing about this system was that even the smallest mod to the source could be tested by running a simple make test. Even changing a compiler or a run-time library could be fully tested. This was possibly the most reliable software I ever wrote.
Ian was very helpful to me in many ways, not least in trying to find me somewhere to work in the Far East at the point I was about to leave to work in Singapore.
Anyway, the reason I am writing this blog is that I'd love to meet up with Ian and have lunch with him in Dino's again. If anyone is in contact with him now, , please point him at this entry. Ian, if you are reading this, how are you?