What do you think of the Oracle-Sun deal? Post: 302363099

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The Lounge What is on Your Mind? What do you think of the Oracle-Sun deal? Post 302363099 by digits on Monday 19th of October 2009 11:33:27 AM

10-19-2009

Registered User

Ok for most people who need more IT than IBM and MS do provide

This merger is a good thing in my opinion.
Here is why:
=========

Monopoly-like dominancies in IT market are our reality today.

If you open your eyes, you will see, that you do not have the choice
between OpenSource everywhere and some commercial IT companies.
Not in commercial IT (which is where IT industry gets the money from,
to pay for research and development).

You only have the choice between N big companies or N+1.
I always prefer N+1, because every new big player against IBM and Microsoft (or HP in the server market) is welcome.

Without the merger it will be N-1 (Sun will not survive).

I think the example of DEC should be a warning to us all. The formerly most innovative IT company has been sold to a
boring PC vendor (Compaq) which in turn has been sold to an even more boring convenience store (HP).
The result is that IT customers choose mostly between IBM, HP only in server market and between MS and IBM in appserver market and so on.

This is not enough, because thus the best or most innovative products are rarely choosen.
No boost of knowledge, no further development, and so on.
Like these Windows Desktops, everywhere you look.

Last edited by digits; 10-19-2009 at 12:45 PM.. Reason: typos

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BERMUDANSWAPTION(1)					      General Commands Manual					       BERMUDANSWAPTION(1)

NAME

       BermudanSwaption - Example of using QuantLib

SYNOPSIS

       BermudanSwaption

DESCRIPTION

       BermudanSwaption is an example of using the QuantLib interest-rate model framework.

       BermudanSwaption  prices  a  bermudan swaption using different models calibrated to market swaptions. The calibration examples include Hull
       and White's using both an analytic formula as well as numerically, and Black and Karasinski's model. Using these three calibrations, Bermu-
       dan swaptions are priced for at-the-money, out-of-the-money and in-the-money volatilities.

SEE ALSO

       The source code BermudanSwaption.cpp, Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), Fitted-
       BondCurve(1),  FRA(1),  MarketModels(1),  Replication(1),  Repo(1),  SwapValuation(1),  the   QuantLib	documentation	and   website	at
       http://quantlib.org.

AUTHORS

       The QuantLib Group (see Authors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

QuantLib							    04 May 2002 					       BERMUDANSWAPTION(1)